Multi-Instrument Indicator

[Master.Aurora]

Hello Support,

I am creating an indicator that will plot the ratio of EMAs of 2 separate instruments. What i am doing is that i put the dataseries of the 2 instruments on the chart. In my code:

double ema1 = EMA(BarsArray[0],_ema1Length)[0];
double ema2 = EMA(ChartControl.BarsArray[1],_ema2Length)[0];

I calculate the ratio and then plot it.

I get some very peculiar and inconsistent behaviour. The above code somethimes work and sometimes it doesnt. Changing the 2nd line to:

double ema2 = EMA(ChartControl.BarsArray[1],_ema2Length)[-1];

works. And then after some time of running, it stops working again. And when i change the statement to 0 offset, it starts to work.

The exception that i get is:

4/17/2013 7:36:11 PM|3|4|Error on calling 'OnBarUpdate' method for indicator 'EMARatio' on bar 0: You are accessing an index with a value that is invalid since its out of range. I.E. accessing a series [barsAgo] with a value of 5 when there are only 4 bars on the chart.

Can you please explain the behaviour or what i am supposed to do.

Thanks.
Umer

[NinjaTrader_JC]

Hello Umer,

ChartControl, is not a supported method by NinjaTrader.

With that said, the error message means that you are accessing a Data Series that does not have enough data loaded. Since you are accessing a Secondary Series on a chart rather than inside of the Indicator itself you would have to create a check to make sure that it has enough bars before you start your calculations like in the following thread post.

http://www.ninjatrader.com/support/forum/showthread.php?t=3170

[Master.Aurora]

Hello JC,

Thanks for your reply.

I have put in all those checks. And the exception is on the EMA dataseries. Please advice. I can share the indicator as well

Thanks.
Umer

[NinjaTrader_JC]

Hello Umer,

It looks like on one of your EMA Data Series you are passing it the "ChartControl.BarsArray[1]" which can be accessing data that is not valid since you are checking "-1" BarsAgo.

If you would like to share the indicator, I can take a look at it to see if anything stands out to me or any other member that comes across this thread.

[koganam]

Hello Support,

I am creating an indicator that will plot the ratio of EMAs of 2 separate instruments. What i am doing is that i put the dataseries of the 2 instruments on the chart. In my code:

double ema1 = EMA(BarsArray[0],_ema1Length)[0];
double ema2 = EMA(ChartControl.BarsArray[1],_ema2Length)[0];

I calculate the ratio and then plot it.

I get some very peculiar and inconsistent behaviour. The above code somethimes work and sometimes it doesnt. Changing the 2nd line to:

double ema2 = EMA(ChartControl.BarsArray[1],_ema2Length)[-1];

works. And then after some time of running, it stops working again. And when i change the statement to 0 offset, it starts to work.

The exception that i get is:

4/17/2013 7:36:11 PM|3|4|Error on calling 'OnBarUpdate' method for indicator 'EMARatio' on bar 0: You are accessing an index with a value that is invalid since its out of range. I.E. accessing a series [barsAgo] with a value of 5 when there are only 4 bars on the chart.

Can you please explain the behaviour or what i am supposed to do.

Thanks.
Umer

You need a CurrentBars validity check for each and every barSeries that you are loading.

[Master.Aurora]

JC, if you read my original message completely, i have specifically mentioned that using -1 works for me sometimes and then it stops working.

I am attaching the indicator. Please advise.

Thanks.
Umer

[NinjaTrader_PatrickH]

Hello Master.Aurora,

Thank you for your response.

As the ChartControl.BarsArray is unsupported in NinjaScript, can you describe why you are using ChartControl.BarsArray over BarsArray and ChartControl.BarsArray[0].Count over CurrentBars?

I look forward to your response.

[sledge]

JC, if you read my original message completely, i have specifically mentioned that using -1 works for me sometimes and then it stops working.

I am attaching the indicator. Please advise.

Thanks.
Umer

This should help you see what is going on:

  protected override void OnBarUpdate()
        {
            // Use this method for calculating your indicator values. Assign a value to each
            // plot below by replacing 'Close[0]' with your own formula.

[COLOR="Blue"][B][I]Print ( "BarsArray[0].Count=" +  BarsArray[0].Count);
Print ( "ChartControl.BarsArray[0].Count=" +  ChartControl.BarsArray[0].Count);
Print ( "BarsArray[1].Count=" +  BarsArray[1].Count); //might not be valid?
Print ( "ChartControl.BarsArray[1].Count=" +  ChartControl.BarsArray[1].Count);
Print ( "BarsRequired = " + BarsRequired );[/I][/B][/COLOR]


			if(ChartControl.BarsArray[0].Count<= BarsRequired || ChartControl.BarsArray[1].Count<= BarsRequired)
				return;