The evaluation order of indicators

[Follow Shadan]

I have indicators A and B, where A will reference B.

How to enforce NT to evaluate B before A? (A needs B's value)

David

[NinjaTrader_Bertrand]

Hi David, you can force an update of the indicators OnBarUpdate() with the Update() method - http://www.ninjatrader-support.com/H...V6/Update.html

[Follow Shadan]

One more question: are those built-in indicators (like EMA,SMA) always evaluated before the custom ones? Or do we need to use Update() to enforce their updates?

Thanks.

David

[Follow Shadan]

The method doesn't seem to work.

I have already put an Update() in B, but A still can not get the update-to-date value from B.

Note that the document only states that the method works for "strategy".

Quoted from the document:
"When indicators are embedded (called) within a NinjaScript strategy,...."

David

[NinjaTrader_JoshP]

David,

Since you are discussing a very specific concept it would be better if you posted very simple code and we can evaluate it in theory for you. Thank you.

[Follow Shadan]

For example, in @Bollinger.cs (attached the code), how to make sure SMA(Period)[0] has the most update-to-date value? There is a possibility that SMA(Period)'s OnBarUpdate() is executed after the Bollinger's OnBarUpdate(). In such a case, Bollinger's OnBarUpdate() will access SMA(Period)'s [0], but that [0] may not has been set (so a test of ContainsValue(0) will give FALSE). I can explain more if the above question is unclear.


protected override void OnBarUpdate()
{
Upper.Set(SMA(Period)[0] + NumStdDev * StdDev(Period)[0]);
Middle.Set(SMA(Period)[0]);
Lower.Set(SMA(Period)[0] - NumStdDev * StdDev(Period)[0]);
}

[NinjaTrader_JoshP]

David,

It should always be the most up-to-date value. I am not sure how you are evaluating this scenario exactly. If you still feel it is not you can try calling Update() to force an update.