Multiple Input Series Indicators (eg. Custom Indexes)

[gregid]

Since you can now add invisible Data Series to the chart (thank you!) a nice touch would be to also allow for multiple input indicators.
Possible implementation:
1. [optional] Add property to indicator base class: IsMultipleInput with default set to false
2. [optional] If IsMultipleInput == true:
3. when selecting Input Series you can use CTRL + select to multi select instruments.
4. This would require new overload to indicator, eg: Indicator(ISeries<double>[], parameters...)
5. The indicator would have to be designed to work with BarsArray[], hence the [optional] idea for new property.

This would allow to create and indicator that would serve as an easy way to create custom indexes which would be a welcomed addition to the new NT.

[NinjaTrader_Matthew]

To make sure we're on the same page, you're not speaking directly of selecting another input than primary to calculate from, you'd like to combine inputs from multiple data series?

For example,

ES + NQ selected

Close[0] == ES + NQ value?

[gregid]

To make sure we're on the same page, you're not speaking directly of selecting another input than primary to calculate from, you'd like to combine inputs from multiple data series?

For example,

ES + NQ selected

Close[0] == ES + NQ value?

To start - what I am suggesting is obviously new feature - and you guys know your priorities. But since I am in "discovery mode" while beta testing - I am sharing what comes to mind.

And to answer your question - I am suggesting that Input Series box in the PropertyGrid could become instead Collection<Input Series> dialog where you could add any Data Series (Instruments) that are currently added to the chart (that's where Invisible data series are helpful and what gave me the idea).
In effect it would be just like from code level adding new bars (AddDataSeries()) but set up from the property grid instead. It would be then up to indicator's developer to ensure that indicator can deal with multiple input series (IsMultipleInput), so your mentioned code in the example indicator could look more like:

if (BarsInProgress != 0) return; //process on primary series on chart only
foreach (ISeries<double> series in Inputs)
{
    Value[0] += series[0];
}

IsMultipleInput value would decide whether it will use current Input Series selector or the new Collection selector.