CalculateOnBarClose and variable persistence

[anachronist]

I have some indicators that work fine when they calculate on bar close but screw up when CalculateOnBarClose=false.

The reason seems to be because I am expecting everything to be reset to their values on the previous bar on every call to OnBarUpdate(). This seems to be a bad assumption. So I ask for clarification: Any variables declared in the "variables" region, outside the scope of OnBarUpdate(), will have their values persist in each call to OnBarUpdate(), right? Does the same hold true for the latest DataSeries values set?

Is there some way to have my indicator variables reset to the state they were in at the close of the last bar, so that these values can be used for intraday calculations? Or do I have to declare everything as DataSeries and access myvalue[1] all the time? That seems terribly memory-inefficient, unless there's some way to create 2-bar DataSeries.

The only alternative I can think of is to maintain copies of all variables with their values from the previous bar, and whenever FirstTickOfBar() occurs, to update these copies. That gets kind of messy if I have a lot of variables, though.

-A

[NinjaTrader_Bertrand]

anachronist, you're correct in understanding that the COBC = false behaviour of your studies will need special attention, best would be to store the temp value needed in a variable so you would not have to run DataSeries objects for those calculations then.

[anachronist]

Thanks, that's what I thought.

Is there a way to create DataSeries objects of lengths other than 256 or infinite? I couldn't find documentation about that, and when I tried it I got an error.

Often I just need the most recent dozen or so values, and don't care about the older ones. In the case above I'd need a 2-value series.

-A

[NinjaTrader_Bertrand]

Unfortunately this is not possible, so either infinite like 6.5 or 256 newly introduced for NT7. Best might just stored the values in double variables for your reference.

[koganam]

Thanks, that's what I thought.

Is there a way to create DataSeries objects of lengths other than 256 or infinite? I couldn't find documentation about that, and when I tried it I got an error.

Often I just need the most recent dozen or so values, and don't care about the older ones. In the case above I'd need a 2-value series.

-A

Why not just use an ArrayList then, removing at 0 and adding to the end of the array as you go along, so as to keep the ArrayList a fixed size.

[anachronist]

Why not just use an ArrayList then, removing at 0 and adding to the end of the array as you go along, so as to keep the ArrayList a fixed size.

I ended up doing something like that, only just using two variables. For example, if a0 is the current bar variable that gets changed on every tick, and a1 is the value to which it should be reset on each call to OnBarUpdate, I used

if (FirstTickOfBar) { // save last values
   a1 = a0;
   b1 = b0;
   etc...
} else { // reset to last values
   a0 = a1;
   b0 = b1;
   etc...
} 

Then I just use a0, b0, and others in my code as I normally would.
-A