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Assigning Data to Custom Series

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    Assigning Data to Custom Series

    Ok I want to define a custom series where the end result is a series Velocity[0] = Close[0] - Close[1] and Velocity[1]=Close[1]-Close[2] etc. etc. So far I have coded part of it as following...

    public class SeriesTest : Strategy
    {
    private Series<double> Velocity;
    .
    .
    .

    else if (State == State.DataLoaded)
    {
    Velocity = new Series<double>(this);

    I have tried the following code OnBarUpdate

    Velocity[0]=Close[0]-Close[1];

    But when I print out my Velocity values they are incorrect.

    How and where do I correctly assign the Data to my series?

    #2
    Hello DuggyLou,

    If you add print statements which contain the time of the bar, do they differ from what you’d expect?

    For example,
    Print(Time[0].ToString()+Time[1].ToString()+Close[0].ToString()+":"+Close[1].ToString());

    I look forward to your reply.
    Alan P.NinjaTrader Customer Service

    Comment


      #3
      Here is a sample of my output. I have added the statement you provided and also printed out my resulting Velocity values "Velocity[0] Through Velocity[2].. It looks like Velocity[0] is correct but [1] and [2] are always -0.0399999999999991 and 0.019999999999996 respectively.. How do I get the correct data loaded into the whole series and not just the first value Velocity[0] ?

      My code is
      Velocity[0]=Close[0]-Close[1];
      Print(Time[0].ToString()+Time[1].ToString()+Close[0].ToString()+":"+Close[1].ToString());
      Print("Velocity[0] Velocity1[1] Velocity[2]");
      Print(Velocity[0]);
      Print(Velocity[1]);
      Print(Velocity[2]);

      5/26/2017 2:55:00 PM5/26/2017 2:54:50 PM49.37:49.4
      Velocity[0] Velocity1[1] Velocity[2]
      -0.0300000000000011
      -0.0399999999999991
      0.019999999999996
      5/26/2017 2:55:00 PM5/26/2017 2:54:40 PM49.37:49.44
      Velocity[0] Velocity1[1] Velocity[2]
      -0.0700000000000003
      -0.0399999999999991
      0.019999999999996
      5/26/2017 2:55:00 PM5/26/2017 2:54:30 PM49.37:49.42
      Velocity[0] Velocity1[1] Velocity[2]
      -0.0500000000000043
      -0.0399999999999991
      0.019999999999996
      5/26/2017 2:55:00 PM5/26/2017 2:54:10 PM49.37:49.45
      Velocity[0] Velocity1[1] Velocity[2]
      -0.0800000000000054
      -0.0399999999999991
      0.019999999999996
      5/26/2017 2:55:00 PM5/26/2017 2:50:00 PM49.37:49.39
      Velocity[0] Velocity1[1] Velocity[2]
      -0.0200000000000031
      -0.0399999999999991
      0.019999999999996
      5/26/2017 2:55:10 PM5/26/2017 2:55:00 PM49.38:49.37
      Velocity[0] Velocity1[1] Velocity[2]
      0.0100000000000051
      -0.0399999999999991
      0.019999999999996
      5/26/2017 2:55:20 PM5/26/2017 2:55:10 PM49.39:49.38
      Velocity[0] Velocity1[1] Velocity[2]
      0.00999999999999801
      -0.0399999999999991
      0.019999999999996
      5/26/2017 2:55:20 PM5/26/2017 2:55:00 PM49.39:49.37
      Velocity[0] Velocity1[1] Velocity[2]
      0.0200000000000031
      -0.0399999999999991
      0.019999999999996
      5/26/2017 2:55:20 PM5/26/2017 2:54:40 PM49.39:49.44
      Velocity[0] Velocity1[1] Velocity[2]
      -0.0499999999999972
      -0.0399999999999991
      0.019999999999996
      5/26/2017 2:55:30 PM5/26/2017 2:55:20 PM49.38:49.39
      Velocity[0] Velocity1[1] Velocity[2]
      -0.00999999999999801
      -0.0399999999999991
      0.019999999999996
      5/26/2017 2:55:30 PM5/26/2017 2:55:00 PM49.38:49.37
      Velocity[0] Velocity1[1] Velocity[2]
      0.0100000000000051
      -0.0399999999999991
      0.019999999999996
      5/26/2017 2:55:40 PM5/26/2017 2:55:30 PM49.39:49.38
      Velocity[0] Velocity1[1] Velocity[2]
      0.00999999999999801
      -0.0399999999999991
      0.019999999999996
      5/26/2017 2:55:40 PM5/26/2017 2:55:20 PM49.39:49.39
      Velocity[0] Velocity1[1] Velocity[2]
      0
      -0.0399999999999991
      0.019999999999996

      Comment


        #4
        I've got it figured out. I've created a Velocity indicator and call that method within my main script. Seems to work fine. Thanks for your input.

        Comment

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