How to Access OHLC and bar time from OUTSIDE OnBarUpdate in another method

[DaFish]

I am moving to a NT Script library of methods of my own. Once I move my methods from outside of the OnBarUpdate, I can't get CurrentBar, OHLC and bar times/dates.

Here is what I want to do:

1. Have multiple time frames and pass to a method OHLC and bar time for the main dataseries that I have on the chart, and for the 5 min dataseries that I am addding in the strategy?
2. I have figured out that I need to do a private DateTimeSeries to get the bar time.... and set this in OnBarUpdate.... BUT this seems inefficient and bulky. I don't think that this is the right way to do this to pass data to a method.
3. Please advise on the best practices way to pass OHLC and bar times (the close of the bar time) to methods outside of OnBarUpdate

private DateTimeSeries myDateTimeSeries; // Define a DateTimeSeries variable

protectedoverridevoid Initialize()
{
CalculateOnBarClose = true;
EntryHandling = EntryHandling.UniqueEntries;

Add(PeriodType.Minute, 5);

myDateTimeSeries = new DateTimeSeries(this, MaximumBarsLookBack.Infinite);
}

protectedoverridevoid OnBarUpdate()
{
// Store the current time that we will pass in to the functions for capturing the bar times
myDateTimeSeries.Set(Time[0]);

mynewmethod (myDateTimeSeries, <how to pass dataseries on chart for 5 min OHLC and bar time?>, <how to pass dataseries for 5 min OHLC and bar time?>

}

[NinjaTrader_Brett]

Hello,

Thanks for the forum post.

Unfortunately this is past the level we are able to support for NinjaScript.

However as a hint on what I might do is that you are correct this information is only available in OnBarUpdate(). Therefor what you would have to do is build a data pass method to pass over the data to your own class/method and pass the OHLCVT as parameters.

-Brett

[DaFish]

Hi, I was hoping for a bit more guidance.

Some better questions:

1. When I create a chart with say IBM data on it.
2. Where is the OHLC data stored for the default chart? - Does this dataseries contain the bar close times/dates?
3. When I add a second dataseries for a different time frame, how do I reference that dataseries to pass to another method?

Both of these questions should be in your scope.

Thanks

[NinjaTrader_Brett]

Hello,

Sure I will answer the follow up questions.

2) Please see the following interface for this.

http://www.ninjatrader.com/support/helpGuides/nt7/idataseries.htm

You would pass the data using this interface to your helper method.


3) You would use the same however instead of calling your own method with just Close you would want to make sure to filter with BarsInProgress with the MTF sript so you are passing the correct data.

You may want add a secondary parameter so that you can specify the BIP so you know what data you are recieving in your own helper method.

-Brett

[DaFish]

Hi Brett, thanks for this. I am getting it, but a couple more questions please.

1) for the default time frame on the chart - will this work?
2) how do I reference the same data from the 5 min time frame?
3)do I have to do anything special for the Time? or access this like Open - using the IDataSeries ?

Thanks

private DateTimeSeries myDateTimeSeries; // Define a DateTimeSeries variable

protectedoverridevoid Initialize()
{
CalculateOnBarClose = true;
EntryHandling = EntryHandling.UniqueEntries;

Add(PeriodType.Minute, 5);

myDateTimeSeries = new DateTimeSeries(this, MaximumBarsLookBack.Infinite);
}

protectedoverridevoid OnBarUpdate()
{
// Store the current time that we will pass in to the functions for capturing the bar times
myDateTimeSeries.Set(Time[0]);

// for the default time frame on the chart - will this work?
mynewmethod (open, high, low, close, time);

// how do I reference the same data from the 5 min time frame?
mynewmethod (open, high, low, close, time);

}

public void mynewmethod (IDataSeries O, IDataSeries H, IDataSeries L, IDataSeries C, IDataSeries T)
{

}

[NinjaTrader_Brett]

Hello,

Please see my code edit below.

protectedoverridevoid OnBarUpdate()
{
// Store the current time that we will pass in to the functions for capturing the bar times
myDateTimeSeries.Set(Time[0]);

if(BarsInProgress == 0)
{
// This is the primary time frame
mynewmethod (open, high, low, close, time);
}

if(BarsInProgress == 1)
{
// This is the secondary time frame
mynewmethod (open, high, low, close, time);
}

}