Merge two symbols (UVOL - DVOL)

[schollf]

Hello guys,

I am used to work with VOLD and would like to use it inside a strategy. Ninjatrader offers only UVOL and DVOL.
Since VOLD is only the substraction of DVOL from UVOL I can calculate the current value - but I'd like to have a data series so I can have an EMA on the data.

So within State.Configure I have
AddDataSeries("^UVOL", BarsPeriodType.Minute, 1);
AddDataSeries("^DVOL", BarsPeriodType.Minute, 1);

and inside my strategy I can calculate the current VOLD value via:
double VOLD = Closes[1][0] - Closes[2][0];

As I do want to use some EMA's with VOLD I need more than the latest candle. Something like BarsArray.
Could you point me into the right direction for that?

Thanks
Florian

[NinjaTrader_Jesse]

Hello schollf,

You basically have what you need to do that, the only other step would be to add a Series<double> to store the subtraction you are doing. You could then pass that series to an EMA.

https://ninjatrader.com/support/helpGuides/nt8/seriest.htm

You would essentially end up with code like this:

if(BarsInProgress == 0)
{
   MyCustomSeriesName[0] = Closes[1][0] - Closes[2][0];
​   double ema = EMA(MyCustomSeriesName, 12)[0]; 
}

[schollf]

Hello Jesse,

thanks for the hinti with the custom series. I just tried to place the logic into a blank strategy. See screenshot.



The following error I do not understand in this context:

Strategy 'VOLD': Error on calling 'OnBarUpdate' method on bar 950: Object reference not set to an instance of an object.

Did I miss something here?

[NinjaTrader_Jesse]

Hello schollf,

You need to create the series in OnStateChange, that is the link I provided it has a sample of how to set up a series on that page.

https://ninjatrader.com/support/helpGuides/nt8/NT%20HelpGuide%20English.html?seriest.htm