Draw TimeSpan

[dsraider]

Hi,

I have an indicator which gives me the timespan between two objects. I'd like to draw this number but can't seem to be able to convert it. It measures as far as milliseconds.

if (e.MarketDataType == MarketDataType.Last)
                
                ts.Set(DateTime.Now);
                TimeSpan myDiff = ts[0] - ts[1]; 

Any ideas?

[NinjaTrader_Joydeep]

Hello dsraider,
Thanks for your post and I am happy to assist you.

Without the complete code it would be difficult to say as your sample does not contain enough information. Please provide us with a sample code containing all of the relevant points to your issue.

I look forward to assist you.

[dsraider]

Hi Joydeep,

I THINK this should do it. Let me know if I haven't posted enough:

if (e.MarketDataType == MarketDataType.Last)
                
                ts.Set(DateTime.Now);
                TimeSpan myDiff = ts[0] - ts[1];
                        
            if (DateTime.Compare (ts[0], ts[1]) > -1)
                
                    Print(myDiff.ToString()); 

Basically, myDiff is the measurement in TimeSpan between the two last trades. I'd like to draw that number on my chart as an indicator.

[NinjaTrader_Joydeep]

Hello dsraider,
I presume “ts” is a DataSeries/Plot here. If so, a dataseries/plot doesn’t takes any DateTime argument. You have to pass a double.

Again a difference between, ts[0] – ts[0] will return a double, and you cannot assign the same to a TimeSpan. But again my answer is assumptive as I don’t know for sure what the ts field is.

I look forward to assist you.

[dsraider]

Yes. Okay, here's the rest.

private DateTimeSeries ts;
DateTime myDiff;

protected override void Initialize()
{
ts = new DateTimeSeries(this, MaximumBarsLookBack.Infinite);
} 

And when I go to do something like...

Speed.Set(myDiff); 

I get

1. The best overload method match for NinjaTrader.Data.DataSeries.Set(double) has some invalid arguments.
2. Argument 1: cannot convert from System.TimeSpan to double.

[NinjaTrader_Joydeep]

Hello tsraider,
Thanks for the clarification, much appreciated.

Please try this code

TimeSpan myDiff = ts[0].TimeOfDay.Subtract(ts[1].TimeOfDay);

In your last post you have assigned myDiff as DateTime which is different from TimeSpan, so do take care on that.

Please let me know if I can be of any further assistance.

[dsraider]

Good catch. Well, I made the following changes:

TimeSpan myDiff;

protected override void OnMarketData(MarketDataEventArgs e)
{
ts.Set(DateTime.Now);
TimeSpan myDiff = ts[0].TimeOfDay.Subtract(ts[1].TimeOfDay);

if (DateTime.Compare (ts[0], ts[1]) > -1)
Speed.Set(myDiff);
} 

But still get errors. The first is the same as last night while the second says it cannot convert from TimeSpan to double.

Thanks for your help so far.

[koganam]

Hi Joydeep,

I THINK this should do it. Let me know if I haven't posted enough:

if (e.MarketDataType == MarketDataType.Last)
                
                ts.Set(DateTime.Now);
                TimeSpan myDiff = ts[0] - ts[1];
                        
            if (DateTime.Compare (ts[0], ts[1]) > -1)
                
                    Print(myDiff.ToString()); 

Basically, myDiff is the measurement in TimeSpan between the two last trades. I'd like to draw that number on my chart as an indicator.

Apart from any other issues, this is what looks like your problem:

ts.Set(DateTime.Now);

It sets the your ts series to the time of the clock as at whenever the statement is called. In other words, it is not a set time, but an uncontrolled variable.

You want to set it to the time of the transaction. The would be e.Time.

Hence, more correct will be:

ts.Set(e.Time);

[dsraider]

Hello again koganam,

Thanks for your help but I'm afraid there was no change in error messages. Maybe I need to change something else in order to accommodate it?

[koganam]

Hello again koganam,

Thanks for your help but I'm afraid there was no change in error messages. Maybe I need to change something else in order to accommodate it?

I was only dealing with the cleanness of your code in that aspect.

OTOH, if you are talking about your error in regard to Speed.Set(), evidently Speed() is most probably a DataSeries. You cannot set it to a TimeSpan value. The error means what it says. I was talking about ts(), not Speed(). That is another issue that you will have to correct. Are we talking about a different error message?

[dsraider]

Ahh, gotcha. Well, the error message is that I can't convert System.TimeSpan to double. I changed "Speed" to "Diff" just in case, though.

[koganam]

Ahh, gotcha. Well, the error message is that I can't convert System.TimeSpan to double. I changed "Speed" to "Diff" just in case, though.

I am getting more confused by the minute with what you are trying to do. Yes, you cannot convert TimeSpan to a double, without doing so explicitly. Is that what you are trying to do in the first place? e.g., given a TimeSpan variable, tSpan, the double value, tSpan.TotalSeconds will tell you how many seconds tSpan represents etc.,

I think it will be better if you told us the intent of the code, then showed us how you are trying to achieve it. You have multiple assignations in different places, and I have no idea of how it ties together. I can see each error and what it means, but we may be going in circles with this. This piecemeal approach is getting rather confusing for me.

[dsraider]

I would but "myDiff.TotalMilliseconds" was all I needed. Thanks again for your help and definitely for the laugh

DS

[dsraider]

Ugh. I spoke too soon. What I'm trying to do is measure the time between actual trades and draw that on a chart as an indicator. While it now draws, it doesn't update from bar to bar as you can see by the pic below.

[dsraider]

And which just started working without making any changes (cue horror music).