Parsing an array of DataSeries to an indicator Constructor

[yertle]

Hi,

I am trying to import an indicator into a strategy.
The indicator that uses a large number of DataSeries, let say 5 Data Series ie (EURUSD,EURJPY, ect..)

I am currently adding every series in to the indicator paramaters like this.
( the constructor gets large, and would like to simplify it)

Strategy

        private FXMom301bProduction FXMom; // Declare FXMom here
​

else if (State == State.DataLoaded)
{

AddDataSeries("EURUSD", Data.BarsPeriodType.Minute, 1); //BarsInProgress index = 1 | Closes[1][0]
AddDataSeries("EURGBP", Data.BarsPeriodType.Minute, 1); //BarsInProgress index = 2 | Closes[2][0]
AddDataSeries("EURCAD", Data.BarsPeriodType.Minute, 1); //BarsInProgress index = 3 | Closes[3][0]​

FXMom = FXMom301bProduction(
Closes[1], // EURUSD_Close
Closes[2], // EURGBP_Close
Closes[3], // EURCAD_Close​
)
}

Indicator

public class FXMom301bProduction : Indicator
{​

        [NinjaScriptProperty]
        [Display(Name = "EURUSD_Close", GroupName = "Show_Index", Order = 1, Description = "...")]
        public ISeries<double> EURUSD_Close
        { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "EURGBP_Close", GroupName = "Show_Index", Order = 1, Description = "...")]
        public ISeries<double> EURGBP_Close
        { get; set; }

        [NinjaScriptProperty]
        [Display(Name = "EURCAD_Close", GroupName = "Show_Index", Order = 1, Description = "...")]
        public ISeries<double> EURCAD_Close
        { get; set; }
​

protected override void OnBarUpdate()
{
var EURUSD = EURUSD_Close[0];
var EURGBP = EURUSD_Close[0];
var EURCAD = EURUSD_Close[0];
}

}

I'd rather do this send the data to the indicator in an array or matrix.
Can this be done efficiently?
Whats the best method for achieving this?

Strategy

DataArray[1] = Closes[1][0]; // Store ISeries in a array. would i put this in the OnBarUpdate? or Dataloaded?
DataArray[2] = Closes[2][0];
DataArray[3] = Closes[3][0];

FXMom = FXMom301bProduction(DataArray[]) //send an array of data series (Close) to the indicator

Indicator
[NinjaScriptProperty]
[Display(Name = "Fx Data", GroupName = "Show_Index", Order = 1, Description = "...")]
public ISeries<double>[] Fx_Data
{ get; set; }


protected override void OnBarUpdate()
{
var EURUSD_Close = Fx_Data[1];
var EURGBP_Close = Fx_Data[2];
var EURCAD_Close = Fx_Data[3];


What is the ideal method of getting data into the indicator?
thanks.

[NinjaTrader_Jesse]

Hello yertle,

There is not a way to send the data to the indicator and have it process normally. When hosting an indicator that uses extra series both the indicator and strategy need to have the same AddDataSeries statements so both process on each of those series.

[yertle]

Ok thanks,
sounds good.