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Storing Variables For Future Use On Bar Update?
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Storing Variables For Future Use On Bar Update?
I currently have a strategy that is executing on price change. I am looking to create volume checkpoints and then reference them on each execution of OnBarUpdate. For instance, when I create a local variable called, checkpointVolume I want to store the current volume in it. i.e. checkpointVolume = currentVolume. I then want to store, checkpointVolume in previousCheckpointVolume so that when it updates on price change I can see if previousCheckpointVolume is greater or less than the currentVolume. Is there a way to bring those variables along through executions of the bar update?Tags: None
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Hello Secondsight87,
Thanks for your post.
OnBarUpdate() will process for each price change that occurs when running the script with Calculate.OnPriceChange.
You could consider creating class-level double variable names currentVolume and a Series<double> variable called checkpointVolume. Assign the current volume (Volume[0]) to the currentVolume variable. Then assign the currentVolume variable to the checkpointVolume variable.
Accessing previous checkpointVolume values could be done by supplying a BarsAgo index for the value you want to access since this is a Series<double> variable. For example, checkpointVolume[1] would access the previous value assigned to that variable.
See the help guide documentation below for more information.
Series<T>: https://ninjatrader.com/support/help...t8/seriest.htm
Volume: https://ninjatrader.com/support/help...ies_volume.htm
Calculate: https://ninjatrader.com/support/help.../calculate.htm
Let me know if I may assist further.Brandon H.NinjaTrader Customer Service
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