For reference, please see my related post:
To correct this, I have moved all of my indicator calculations inside of my strategy, and call them using custom functions rather than the NinjaTrader ones.
My question is:
- For the ADX calculation, there are 7 separate DataSeries that are typically stored
> dmPlus, dmMinus, sumDmPlus, sumDmMinus, sumTr, tr, ADX
- I would like to make a single DataSeries that contains all of these items, by creating my own class
public class iADX { public double dmPlus; public double dmMinus; public double sumDmPlus; public double sumDmMinus; public double sumTr; public double tr; public double ADX; } ... ... private DataSeries[] cADXs = new DataSeries[numberInstruments]; ... for (int i = 0; i <= numberInstruments; i++) { cADXs[i] = new DataSeries(this); }
For example:
for (int i = 0; i <= numberInstruments; i++) { cADXs[i] = new iADX; } ... cADX[i].dmPlus = someNumber cADX[i].dmMinus = someOtherNumber
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