Initializing a public DataSeries

[RandyT]

After Ray suggested I needed to make a few shared data variables public, I discovered that whenever I tried to save the chart template, I would get the error, "Indicator 'NinjaTrader.Indicator.blah' could not be serialized"

Sifting through the forum and docs, it seems I need to move the public DataSeries to the Properties section, which I have done. But when trying to load the indicator, I get an array out of bounds error which suggests that I need to initialize the DataSeries.

How do I do that? Everything I have tried leads to compile error.

[NinjaTrader_Ben]

Hello,

There are instructions on how to initialize a data series in this link:

http://www.ninjatrader-support.com/HelpGuideV6/DataSeriesObject.html

It may look something like this:

protected override void Initialize()
{
myDataSeries = new DataSeries(this);
}

If you post some code we can take a look at it.

[RandyT]

That method complains loudly if I am trying to initialize an already public DataSeries declared in properties section...

Here is what I have in the properties section:

#region Properties
[Browsable(false)] // this line prevents the data series from being displayed in the indicator properties dialog, do not remove
[XmlIgnore()] // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
public DataSeries HistTickUp
{
get { return Values[0]; }
}


The Indicator blows up right at first call to HistTickUp.Set(0);

"Array out of bounds"

There is no other declaration of HistTickUp in the file since that too will cause compiler errors.

[NinjaTrader_Ben]

Hello,

Your code looks OK from what you posted. The issue is that you are accessing array elements that do not exits yet. This link should resolve it:

http://www.ninjatrader-support.com/vb/showthread.php?t=3170

If it does not, please post all of your code.

[RandyT]

Already performing that suggested function. It does not matter how many bars I see before doing the first .Set, it blows up.

Including all of the code. I've commented out the approach which will allow the Indicator to run, but will not allow me to save it in a template.

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Gui.Chart;
#endregion

// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
    /// <summary>
    /// Rahul Mohindra Indicator
    /// </summary>
    [Description("Rahul Mohindar Indicator v2.0.0")]
    public class RMO : Indicator
    {
        #region Variables
        // Wizard generated variables
            private int len1 = 2; // Default setting for Len1
            private int len2 = 10; // Default setting for Len2
            private int len3 = 30; // Default setting for Len3
            private int len4 = 81; // Default setting for Len4
            private bool    soundAlert        = true;
            private string    alertFile        = "Alert4.wav";
            private    int        alertInterval     = 60;
            // User defined variables (add any user defined variables below)
//            public DataSeries    vST1;
//            public DataSeries    vST2;
//            public DataSeries    vST3;
//            public DataSeries    plotRMO;
        #endregion

        /// <summary>
        /// This method is used to configure the indicator and is called once before any bar data is loaded.
        /// </summary>
        protected override void Initialize()
        {
            Add(new Plot(new Pen(Color.Blue, 4), PlotStyle.Bar, "Bull Trend"));
            Add(new Plot(new Pen(Color.Red, 4), PlotStyle.Bar, "Bear Trend"));
            Add(new Plot(new Pen(Color.Gray, 4), PlotStyle.Bar, "Gray Zone"));
    
            Add(new Line(Color.Gold, 0, "ZeroLine"));
            Lines[0].Pen.DashStyle = DashStyle.Dot;
            Lines[0].Pen.Width = 2;
            
            CalculateOnBarClose    = false;
            Overlay                = false;
            PriceTypeSupported    = false;
            DrawOnPricePanel    = true;
            PaintPriceMarkers    = false;
            AutoScale             = true;
            
//            vST1 = new DataSeries(this);
//            vST2 = new DataSeries(this);
//            vST3 = new DataSeries(this);
//            plotRMO = new DataSeries(this);
        }
        
        
        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            if (CurrentBar < 15) {
                return;
            }
            
            vST1.Set(100 *
                (Close[0] - ((
                SMA(Close,Len1)[0] +
                SMA(SMA(Close,Len1),Len1)[0] +
                SMA(SMA(SMA(Close,Len1),Len1),Len1)[0] +
                SMA(SMA(SMA(SMA(Close,Len1),Len1),Len1),Len1)[0] +
                SMA(SMA(SMA(SMA(SMA(Close,Len1),Len1),Len1),Len1),Len1)[0] +
                SMA(SMA(SMA(SMA(SMA(SMA(Close,Len1),Len1),Len1),Len1),Len1),Len1)[0] +
                SMA(SMA(SMA(SMA(SMA(SMA(SMA(Close,Len1),Len1),Len1),Len1),Len1),Len1),Len1)[0] +
                SMA(SMA(SMA(SMA(SMA(SMA(SMA(SMA(Close,Len1),Len1),Len1),Len1),Len1),Len1),Len1),Len1)[0] +
                SMA(SMA(SMA(SMA(SMA(SMA(SMA(SMA(SMA(Close,Len1),Len1),Len1),Len1),Len1),Len1),Len1),Len1),Len1)[0] +
                SMA(SMA(SMA(SMA(SMA(SMA(SMA(SMA(SMA(SMA(Close,Len1),Len1),Len1),Len1),Len1),Len1),Len1),Len1),Len1),Len1)[0]) / 10))
                / (High[HighestBar(Close, Len2 - 1)] - Low[LowestBar(Close, Len2 - 1)]));
    
            vST2.Set(EMA(vST1, Len3)[0]);
            vST3.Set(EMA(vST2, Len3)[0]);
            plotRMO.Set(EMA(vST1, Len4)[0]);

            // Questionable if this works
            if (CrossAbove(vST3, vST2, 1) && plotRMO[0] < 0) {
                DrawArrowDown(CurrentBar.ToString(), false, 0, High[0] + (1 + TickSize), Color.IndianRed);
                if (soundAlert) {
                    Alert(CurrentBar.ToString(), Priority.High, "Bear Trend Established", @AlertFile, alertInterval, Color.Red, Color.White);
                }
            }
            else if (CrossAbove(vST2, vST3, 1) && plotRMO[0] > 0) {
                DrawArrowUp(CurrentBar.ToString(), false, 0, Low[0] - (1 + TickSize), Color.RoyalBlue);
                if (soundAlert) {
                    Alert(CurrentBar.ToString(), Priority.High, "Bull Trend Established", @AlertFile, alertInterval, Color.Blue, Color.White);
                }
            }
            if ((plotRMO[0] > 0) && (vST2[0] > 0) && (vST3[0] > 0)) {
                HistTickUp.Set(plotRMO[0]);
                BarColor = Color.Blue;
            }
            else if ((plotRMO[0] < 0) && (vST2[0] < 0) && (vST3[0] < 0)) {
                HistTickDown.Set(plotRMO[0]);
                BarColor = Color.Red;
            }
            else {
                GrayZone.Set(plotRMO[0]);
                BarColor = Color.Gray;
            }
        }

        #region Properties
        [Browsable(false)]    // this line prevents the data series from being displayed in the indicator properties dialog, do not remove
        [XmlIgnore()]        // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
        public DataSeries HistTickUp
        {
            get { return Values[0]; }
        }

        [Browsable(false)]    // this line prevents the data series from being displayed in the indicator properties dialog, do not remove
        [XmlIgnore()]        // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
        public DataSeries HistTickDown
        {
            get { return Values[1]; }
        }

        [Browsable(false)]    // this line prevents the data series from being displayed in the indicator properties dialog, do not remove
        [XmlIgnore()]        // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
        public DataSeries GrayZone
        {
            get { return Values[2]; }
        }
        
        [Browsable(false)]    // this line prevents the data series from being displayed in the indicator properties dialog, do not remove
      [XmlIgnore()]        // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
        public DataSeries    vST1
        {
            get { return Values[3]; }
      }
        
        [Browsable(false)]    // this line prevents the data series from being displayed in the indicator properties dialog, do not remove
      [XmlIgnore()]        // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
        public DataSeries    vST2
        {
            get { return Values[4]; }
      }
        
        [Browsable(false)]    // this line prevents the data series from being displayed in the indicator properties dialog, do not remove
      [XmlIgnore()]        // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
        public DataSeries    vST3
        {
            get { return Values[5]; }
      }
        
        [Browsable(false)]    // this line prevents the data series from being displayed in the indicator properties dialog, do not remove
      [XmlIgnore()]        // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
        public DataSeries    plotRMO
        {
            get { return Values[6]; }
      }
        
        [Description("")]
        [Category("Parameters")]
        public int Len1
        {
            get { return len1; }
            set { len1 = Math.Max(1, value); }
        }

        [Description("")]
        [Category("Parameters")]
        public int Len2
        {
            get { return len2; }
            set { len2 = Math.Max(1, value); }
        }

        [Description("")]
        [Category("Parameters")]
        public int Len3
        {
            get { return len3; }
            set { len3 = Math.Max(1, value); }
        }

        [Description("")]
        [Category("Parameters")]
        public int Len4
        {
            get { return len4; }
            set { len4 = Math.Max(1, value); }
        }
        
        [Description("How often do you want the alert to sound?")]
        [Category("Sound and Display")]
        [Gui.Design.DisplayName("Alert Interval (sec.)")]
        public int AlertInterval
        {
            get { return alertInterval; }
            set { alertInterval = value; }
        }
        
        [Description("Where is the alert sound file located?  File name of .wav file to play. Provide either the absolute file path or just the name if the file is located in NinjaTrader Installation Folder sounds folder")]
        [Category("Sound and Display")]
        [Gui.Design.DisplayName("Alert .wav File")]
        public string AlertFile
        {
            get { return alertFile; }
            set { alertFile = value; }
        }

        [Description("Sound an alert when an RMO Pattern is signaled")]
        [Category("Sound and Display")]
        [Gui.Design.DisplayName("Alert Active?")]
        public bool SoundAlert
        {
            get { return soundAlert; }
            set { soundAlert = value; }
        }
        
        public override void GetMinMaxValues(ChartControl chartControl, ref double min, ref double max)
        {
            min = -15; // As far south as it can go.
            max = +15; // Set a top limit too.
        } 
        #endregion
    }
}

[NinjaTrader_JoshP]

Hi RandyT,

We will get back to you in a little bit.

[NinjaTrader_Ben]

Hello,


To make a dataseries available outside of your program:

//in variables
private DataSeires vST1;

//in Initialize()
vST1 = new DataSeries(this);

//in OnBarUpdate()
vST1.Set(...some value here...)

//in properties
[Browsable(false)]
[XmlIgnore()]
public DataSeries VST1
{
get { return vST1}
}

Note: the first letter capitalization is important. Also note we are returning vST1 and not "Values[0]".

So when you try to get this value from another strategy it will look something like this:

indicator_name().VST1[0]

This link will hlep:

http://www.ninjatrader-support.com/HelpGuideV6/DataSeriesObject.html

There is an example of it here:

http://www.ninjatrader-support.com/vb/showthread.php?t=4991

[RandyT]

Thanks Ben, all sorted out now and lesson learned.

[RandyT]

Any idea why I would not get data plots for Dow Mini when interval is set below 10 minutes?

The value to be plotted is showing a value of Infinity. But only for the Dow Mini.

[NinjaTrader_JoshP]

RandyT,

Unfortunately you will need to debug your NInjaScript to determine why you are getting infinity as your value. Please proceed as per this tip: http://www.ninjatrader-support.com/v...ead.php?t=3418

[stefy]

Very interesting... I tried to apply the same code into a strategy to make a dataseries readable into another strategy, but when I'm into the second strategy I cannot "see" the public dataseries of the first strategy. Can you explain why it works with indicators but not with strategies?

Hello,


To make a dataseries available outside of your program:

//in variables
private DataSeires vST1;

//in Initialize()
vST1 = new DataSeries(this);

//in OnBarUpdate()
vST1.Set(...some value here...)

//in properties
[Browsable(false)]
[XmlIgnore()]
public DataSeries VST1
{
get { return vST1}
}

Note: the first letter capitalization is important. Also note we are returning vST1 and not "Values[0]".

So when you try to get this value from another strategy it will look something like this:

indicator_name().VST1[0]

This link will hlep:

http://www.ninjatrader-support.com/HelpGuideV6/DataSeriesObject.html

There is an example of it here:
http://www.ninjatrader-support.com/v...ead.php?t=4991

[NinjaTrader_Bertrand]

stefy, correct cross strategy communication is not supported, as there's no method available for calling a strategy to return a value.