Default (stock) @ADX indicator code

[pjsmith]

Hello,

I applied the ADX indie to a renko chart (lots of bars) and found performance somewhat lacking in fast moves. I took a look at the code. I noticed this

        private Series<double>      dmPlus;
        private Series<double>      dmMinus;
        private Series<double>      sumDmPlus;
        private Series<double>      sumDmMinus;
        private Series<double>      sumTr;
        private Series<double>      tr;
        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description                 = NinjaTrader.Custom.Resource.NinjaScriptIndicatorDescriptionADX;
                Name                        = NinjaTrader.Custom.Resource.NinjaScriptIndicatorNameADX;
                IsSuspendedWhileInactive    = true;
                Period                      = 14;
                AddPlot(Brushes.DarkCyan,       NinjaTrader.Custom.Resource.NinjaScriptIndicatorNameADX);
                AddLine(Brushes.SlateBlue,  25, NinjaTrader.Custom.Resource.NinjaScriptIndicatorLower);
                AddLine(Brushes.Goldenrod,  75, NinjaTrader.Custom.Resource.NinjaScriptIndicatorUpper);
            }
            else if (State == State.DataLoaded)
            {
                dmPlus      = new Series<double>(this);
                dmMinus     = new Series<double>(this);
                sumDmPlus   = new Series<double>(this);
                sumDmMinus  = new Series<double>(this);
                sumTr       = new Series<double>(this);
                tr          = new Series<double>(this);
            }
        }​

None of those series is actually required as the code appears to only ever use the [0] and [1] values.

It would seem (and appears) much faster to simply use 2 variables, or as I changed it, private double[] tr = new double[1]; and just shift the values, e.g. tr[1] = tr[0]; on IsFirstTickOfBar.

By my count, this saves at least 6 x 256 count series updating and shifting on each bar! Now, perhaps that is not a huge saving, but the original code does just seem somewhat wasteful of precious resources.

Just a suggestion...