DataSeries in NinjaTrader 8

[Sangui]

Hi,

How is the correct use of DataSeries in NT8?.

Previously, in NT7 I used:

in #region Variables

private DataSeries A;

in protected override void Initialize()

A = new DataSeries(this);

And then in protected override void OnBarUpdate()

I could use it like this for example:

A.Set(xxxxxx);

And use it refering to any bar (A[0], A[1], ...)

Now in NT8 this doesn't work. Is there any way to use it, any example?

[NinjaTrader_Jim]

Hello Sangui,

Thanks for opening the thread.

DataSeries objects have been replaced with ISeries<T> objects. Documentation and code examples for usage can be found in the ISeries<T> help guide page.

All Code Breaking Changes for supported code between NinjaTrader 7 and NinjaTrader 8 can be found in the Code Breaking Changes of the help guide. I recommend to show all entries on the Code Breaking Changes page and then use Ctrl+F to find the object method or property you wish to look up.

Also available is a reference sample on using DataSeries and Series<T> objects for NinjaTrader 7 and NinjaTrader 8.

ISeries<T> - http://ninjatrader.com/support/helpG...s/iseriest.htm

Code Breaking Changes - https://ninjatrader.com/support/help...ng_changes.htm

Using DataSeries and Series<T> example - http://ninjatrader.com/support/forum...ead.php?t=7299

Please let me know if I can be of further help.

[TigCO]

In the Data Series, what is a SASR Type and why would you use that? Are there other elements within that group that are standard or typical such as value, base period, value2. When would you use tick replay or can you leave that off? Thanks

[NinjaTrader_ChelseaB]

Hello TigCO,

Welcome to the NinjaTrader forums!

I'm not quite sure what you are referring to with the 'SASR Type'.

Are you referring to AddDataSeries() or a custom private Series<double>?

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

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

Are you asking about the ParabolicSAR() indicator?

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

With AddDataSeries() you can specify the Value, Value2, BaseBarsPeriodType, and BaseBarsPeriodValue.

From the help guide:
2. You can add a custom BarsType which is installed on your system by casting the registered enum value for that BarsPeriodType. For example: AddDataSeries((BarsPeriodType)14, 10);
3. You can specify optional BarsPeriod values (such as Value2) of a custom BarsType in the BarsPeriod object initializer. For example: AddDataSeries(new BarsPeriod() { BarsPeriodType = (BarsPeriodType)14, Value = 10, Value2 = 20 });

Also, below is a link to the help guide on available bars type property names.

https://ninjatrader.com/support/helpGuides/nt8/setpropertyname2.htm

TickReplay is used for historical data to allow Calculate to update on each price change with .OnPriceChange or each tick with .OnEachTick.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/94098-isfirsttickofbar-vs-onbarclose-for-backtest-live?p=773377#post773377

[TigCO]

Yes Under Data Series Type SASR I am wondering what that type is used for generally not for anything custom, just what does selecting that data series type do for you in terms of understanding the charts.

[NinjaTrader_ChelseaB]

Hello TigCO,

The SASR bar type would not be a bar type that is included with the NinjaTrader installation.

You have downloaded and imported a 3rd party bar type I am not familiar with.

Please direct any questions about 3rd party addons to the vendor or author that distributes their software.