Simple indicator on second symbol

[Baseheadz]

I am trying to make a very simple indicator that returns the volume on the second symbol on a chart.

I understand that I can use the "Vol" indicator on a chart and change the input series to the second symbol.

Does anybody know how to make this very simple indicator?

Thanks

[NinjaTrader_RyanM1]

Hello Baseheadz,

You can see a sample by clicking Tools > Edit NinajScript > SampleMultiInstrument.

Volume for additional series is accessed with Volumes[]

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

[Baseheadz]

Copied the code from the Vol indicator and I pasted it into a new indicator script. I added a 1 second bar and I changed another line "Value.Set(Volume[1][0]);"

I'm getting errors when I compile the script. Any help would be greatly appreciated!



// Copyright (C) 2006, NinjaTrader LLC <www.ninjatrader.com>.
// NinjaTrader reserves the right to modify or overwrite this NinjaScript component with each release.
//

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

// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
/// <summary>
/// Volume is simply the number of shares (or contracts) traded during a specified time frame (e.g. hour, day, week, month, etc).
/// </summary>

protected override void Initialize()
{
// Add a 1 second Bars object - BarsInProgress index = 1
Add(PeriodType.second, 1);

}
[Description("Volume is simply the number of shares (or contracts) traded during a specified time frame (e.g. hour, day, week, month, etc).")]
public class VolDATA2 : Indicator
{
/// <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, 2), PlotStyle.Bar, "Volume"));
Add(new Line(Color.DarkGray, 0, "Zero line"));

}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
Value.Set(Volume[1][0]);
}
}
}

#region NinjaScript generated code. Neither change nor remove.
// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
public partial class Indicator : IndicatorBase
{
private VolDATA2[] cacheVolDATA2 = null;

private static VolDATA2 checkVolDATA2 = new VolDATA2();

/// <summary>
/// Volume is simply the number of shares (or contracts) traded during a specified time frame (e.g. hour, day, week, month, etc).
/// </summary>
/// <returns></returns>
public VolDATA2 VolDATA2()
{
return VolDATA2(Input);
}

/// <summary>
/// Volume is simply the number of shares (or contracts) traded during a specified time frame (e.g. hour, day, week, month, etc).
/// </summary>
/// <returns></returns>
public VolDATA2 VolDATA2(Data.IDataSeries input)
{
if (cacheVolDATA2 != null)
for (int idx = 0; idx < cacheVolDATA2.Length; idx++)
if (cacheVolDATA2[idx].EqualsInput(input))
return cacheVolDATA2[idx];

lock (checkVolDATA2)
{
if (cacheVolDATA2 != null)
for (int idx = 0; idx < cacheVolDATA2.Length; idx++)
if (cacheVolDATA2[idx].EqualsInput(input))
return cacheVolDATA2[idx];

VolDATA2 indicator = new VolDATA2();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
Indicators.Add(indicator);
indicator.SetUp();

VolDATA2[] tmp = new VolDATA2[cacheVolDATA2 == null ? 1 : cacheVolDATA2.Length + 1];
if (cacheVolDATA2 != null)
cacheVolDATA2.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheVolDATA2 = tmp;
return indicator;
}
}
}
}

// This namespace holds all market analyzer column definitions and is required. Do not change it.
namespace NinjaTrader.MarketAnalyzer
{
public partial class Column : ColumnBase
{
/// <summary>
/// Volume is simply the number of shares (or contracts) traded during a specified time frame (e.g. hour, day, week, month, etc).
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.VolDATA2 VolDATA2()
{
return _indicator.VolDATA2(Input);
}

/// <summary>
/// Volume is simply the number of shares (or contracts) traded during a specified time frame (e.g. hour, day, week, month, etc).
/// </summary>
/// <returns></returns>
public Indicator.VolDATA2 VolDATA2(Data.IDataSeries input)
{
return _indicator.VolDATA2(input);
}
}
}

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
public partial class Strategy : StrategyBase
{
/// <summary>
/// Volume is simply the number of shares (or contracts) traded during a specified time frame (e.g. hour, day, week, month, etc).
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.VolDATA2 VolDATA2()
{
return _indicator.VolDATA2(Input);
}

/// <summary>
/// Volume is simply the number of shares (or contracts) traded during a specified time frame (e.g. hour, day, week, month, etc).
/// </summary>
/// <returns></returns>
public Indicator.VolDATA2 VolDATA2(Data.IDataSeries input)
{
if (InInitialize && input == null)
throw new ArgumentException("You only can access an indicator with the default input/bar series from within the 'Initialize()' method");

return _indicator.VolDATA2(input);
}
}
}
#endregion

[NinjaTrader_RyanM1]

You're close. Should be Volumes[][]

Value.Set(Volumes[1][0]);

[Baseheadz]

I changed that to "volumes."

I still get an error on line 23: "protected override void Initialize()"

The error is "Expected Class, delegate, enum, interface, or struct"

[NinjaTrader_RyanM1]

I took a second look at your code snippet and you have two Initialize() methods. That won't work, so I would delete what you're using currently. You also aren't capitalizing Second in the Add() method.

Attached is basic 1 second volume indicator you can work from. To get familiar with basic indicator structure in NinjaScript, I suggest going through the tutorials here:

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

[Baseheadz]

Thanks for this. I am using the indicator and I also went through all of the tutorials on using "add" and multiple bar objects.

I changed the add line to:
Add("NQ 06-11",PeriodType.Second, 1);

I created a new 1 second ES 06-11 chart and I inserted the OneSecondVolume indicator on the chart
There is nothing plotting on the panel below when I do this.

Does the indicator need to be working in real time to plot?

[NinjaTrader_Bertrand]

Baseheadz, which datafeed are you using here? Would it support historical tick data?

[Baseheadz]

Zen-Fire. Yes it supports historical. If I open a new chart, I can load the NQ 06-11 on 1 second bars and it loads fine.

[NinjaTrader_Bertrand]

Thanks, can you share the modified indicator you attempt using then? I tried the one from Ryan with your changed line on ES 1 sec and see no issue - what session templates are you working on?

[Baseheadz]

Here is the code:



// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
/// <summary>
/// Enter the description of your new custom indicator here
/// </summary>
[Description("Enter the description of your new custom indicator here")]
public class OneSecondVolume : Indicator
{
#region Variables
#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(Color.FromKnownColor(KnownColor.Orange), PlotStyle.Line, "Plot0"));
Overlay = false;
Add("NQ 06-11",PeriodType.Second, 1);
}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBars[1] < 0) return;


Plot0.Set(Volumes[1][0]);
}

#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 Plot0
{
get { return Values[0]; }
}
#endregion
}
}

#region NinjaScript generated code. Neither change nor remove.
// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
public partial class Indicator : IndicatorBase
{
private OneSecondVolume[] cacheOneSecondVolume = null;

private static OneSecondVolume checkOneSecondVolume = new OneSecondVolume();

/// <summary>
/// Enter the description of your new custom indicator here
/// </summary>
/// <returns></returns>
public OneSecondVolume OneSecondVolume()
{
return OneSecondVolume(Input);
}

/// <summary>
/// Enter the description of your new custom indicator here
/// </summary>
/// <returns></returns>
public OneSecondVolume OneSecondVolume(Data.IDataSeries input)
{
if (cacheOneSecondVolume != null)
for (int idx = 0; idx < cacheOneSecondVolume.Length; idx++)
if (cacheOneSecondVolume[idx].EqualsInput(input))
return cacheOneSecondVolume[idx];

lock (checkOneSecondVolume)
{
if (cacheOneSecondVolume != null)
for (int idx = 0; idx < cacheOneSecondVolume.Length; idx++)
if (cacheOneSecondVolume[idx].EqualsInput(input))
return cacheOneSecondVolume[idx];

OneSecondVolume indicator = new OneSecondVolume();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
Indicators.Add(indicator);
indicator.SetUp();

OneSecondVolume[] tmp = new OneSecondVolume[cacheOneSecondVolume == null ? 1 : cacheOneSecondVolume.Length + 1];
if (cacheOneSecondVolume != null)
cacheOneSecondVolume.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheOneSecondVolume = tmp;
return indicator;
}
}
}
}

// This namespace holds all market analyzer column definitions and is required. Do not change it.
namespace NinjaTrader.MarketAnalyzer
{
public partial class Column : ColumnBase
{
/// <summary>
/// Enter the description of your new custom indicator here
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.OneSecondVolume OneSecondVolume()
{
return _indicator.OneSecondVolume(Input);
}

/// <summary>
/// Enter the description of your new custom indicator here
/// </summary>
/// <returns></returns>
public Indicator.OneSecondVolume OneSecondVolume(Data.IDataSeries input)
{
return _indicator.OneSecondVolume(input);
}
}
}

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
public partial class Strategy : StrategyBase
{
/// <summary>
/// Enter the description of your new custom indicator here
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.OneSecondVolume OneSecondVolume()
{
return _indicator.OneSecondVolume(Input);
}

/// <summary>
/// Enter the description of your new custom indicator here
/// </summary>
/// <returns></returns>
public Indicator.OneSecondVolume OneSecondVolume(Data.IDataSeries input)
{
if (InInitialize && input == null)
throw new ArgumentException("You only can access an indicator with the default input/bar series from within the 'Initialize()' method");

return _indicator.OneSecondVolume(input);
}
}
}
#endregion

[Baseheadz]

I am using 24/7 session templates

[NinjaTrader_Bertrand]

That's exactly the same code I'm using here - how many days of data are you loading up? Would you see any errors in your Control Center log tab?

[Baseheadz]

There is an error. I attached a file which shows a screen shot of the chart as well as the error from the log tab.

[NinjaTrader_Bertrand]

Please try using this OnBarUpdate() instead below and reapply the indicator then to your chart - would it work then?

protected override void OnBarUpdate()
{
if (CurrentBars[0] < 0 || CurrentBars[1] < 0) return;


Plot0.Set(Volumes[1][0]);
}