using List instead of series

[sane1111]

Dear ladies and gentlemen,

when a specific signal occure, I like to safe a lot of Data of this point. But the Problem is, that I´m not able to backtest the strategy, because of the historical Data i would need, I gess, it´s safed, I rather would use a DataSeries.

My question is to I have to set public properties for each Data so that i can use it for plotting or to show it in the DataBox and for backtests?

In the following a little Indicator to show what i mean.

thanks for your help in advance.

public class SeriesCombinedWithList : Indicator
{
public MyHigh MyHigh;
public List<MyHigh> myHighs;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Indicator here.";
Name = "SeriesCombinedWithList";
Calculate = Calculate.OnBarClose;
IsOverlay = true;
DisplayInDataBox = true;
DrawOnPricePanel = true;
DrawHorizontalGridLines = true;
DrawVerticalGridLines = true;
PaintPriceMarkers = true;
ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right;
//Disable this property if your indicator requires custom values that cumulate with each new market data event.
//See Help Guide for additional information.
IsSuspendedWhileInactive = true;
AddPlot(Brushes.Orange, "MaxHigh");
}
else if (State == State.Configure)
{
myHighs = new List<MyHigh>();
}
}

protected override void OnBarUpdate()
{
if (CurrentBar < 14)
return;

if(High[0] > MAX(High, 14)[1])
{
MyHigh = new MyHigh(High[0], Low[0], CurrentBar);
myHighs.Add(MyHigh);
}
}

#region Properties

[Browsable(false)]
[XmlIgnore]
public Series<double> MaxHigh
{
get { return Values[0]; }
}
#endregion

}

public class MyHigh
{
public double High { get; set; }
public double Low { get; set; }
public double Id { get; set; }

public MyHigh(double high, double low, double id)
{
High = high;
Low = low;
Id = id;
}
}
}

[NinjaTrader_ChrisL]

Hi sane1111, thanks for writing in. It's easiest to use a Series<T> because there is a slot index created automatically for every bar on the chart or backtest. You must use AddPlot() to add plots to your strategy, and from there you can set Values[0][0] = MySeries[0]; Values[1][0] = MySeries1[0] and so on. If you have bars where no data should be set, you can use a sentinel value like -1, set the PlotBrushes to Transparent, and advanced to the next bar.

Kind regards,
-ChrisL

[sane1111]

Dear ChrisL,

thanks for your help!

As far as "sentinel value" is concerned, I looked up at the internet about this, but I´m not sure if i unterstand it correctly and i do not know in which case I have to use it.

in the following i constructed the Doji where i used the sentienel value. but does it makes sense to use it like this.

thanks for your help in advande!

public class Doji : Indicator
{
int dDoji;
public Series<double> DojiHighSeries;
public Series<double> DojiLowSeries;
public Series<double> DojiOpenSeries;
public Series<double> DojiCloseSeries;
public Series<int> DojiIdSeries;
CandleType candleType;

protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = "";
Name = "Doji";
IsOverlay = true;
IsSuspendedWhileInactive = true;
DojiBody = 50;
}
else if (State == State.Configure)
{

}
else if(State == State.DataLoaded)
{
DojiHighSeries = new Series<double>(this);
DojiLowSeries = new Series<double>(this);
DojiOpenSeries = new Series<double>(this);
DojiCloseSeries = new Series<double>(this);
DojiIdSeries = new Series<int>(this);

candleType = CandleType();
}
}

protected override void OnBarUpdate()
{
if (CurrentBar < 1)
return;

if (IndicatorLogic())
{
BarBrush = Brushes.Fuchsia;

//by using the Plot NT calculates to long
//Draw.ArrowUp(this, "Doji" + CurrentBar, true, 0, Low[0] - 2, Brushes.Red);

DojiHighSeries[0] = High[0];
DojiLowSeries[0] = Low[0];
DojiOpenSeries[0] = Open[0];
DojiCloseSeries[0] = Close[0];
DojiId[0] = CurrentBar;
}

DojiHighSeries[0] = -1;
DojiLowSeries[0] = -1;
DojiOpenSeries[0] = -1;
DojiCloseSeries[0] = -1;
DojiId[0] = -1;
}

private bool IndicatorLogic()
{
double candleLength = High[0] - Low[0];
double candleBody;
double upperExtreme;
double lowerExtreme;

if (candleType.CandleLong[0])
candleBody = Close[0] - Open[0];
else
candleBody = Open[0] - Close[0];

if (candleType.CandleLong[0])
upperExtreme = High[0] - Close[0];
else
upperExtreme = High[0] - Open[0];

if (candleType.CandleLong[0])
lowerExtreme = Open[0] - Low[0];
else
lowerExtreme = Close[0] - Low[0];


if (((int)Math.Round((candleBody * 100) / candleLength)) <= this.dDoji && upperExtreme == lowerExtreme)
return true;

return false;
}

public override string DisplayName
{
get { return "Doji"; }
}

#region Properties
[NinjaScriptProperty]
[Range(1, 100)]
[Display(Name = "Dodji Body in %", Description = "", Order = 1, GroupName = "Refersal Bars")]
public int DojiBody
{
get { return dDoji; }
set { dDoji = value; }
}

[Browsable(false)]
[XmlIgnore()]
public Series<double> DojiHigh
{
get { return DojiHighSeries; }
}

[Browsable(false)]
[XmlIgnore()]
public Series<double> DojiLow
{
get { return DojiLowSeries; }
}

[Browsable(false)]
[XmlIgnore()]
public Series<double> DojiOpen
{
get { return DojiOpenSeries; }
}

[Browsable(false)]
[XmlIgnore()]
public Series<double> DojiClose
{
get { return DojiCloseSeries; }
}

[Browsable(false)]
[XmlIgnore()]
public Series<int> DojiId
{
get { return DojiIdSeries; }
set { DojiIdSeries = value; }
}
#endregion
}

[NinjaTrader_ChrisL]

Hi, thanks for your reply. The -1 value is just used to indicate that there is no valuable data in that particular bar index. So if you read a -1 from any series it means there is no candlestick pattern found. If you see a value that is not -1 then it means your indicator has a value for that bar index.

Kind regards,
-ChrisL