Add cached indicator

[onnb1]

hi,

I have a strategy that uses an indicator. Say the user adds that same indicator on the same chart. Can I get NT to use that instance of the indicator in my strategy when I call add or when I make a reference to the indicator properties?

From the 30,000 ft view I had of the code, it looks like there is a cache?

Onn

[NinjaTrader_ChelseaB]

Hello onnb1,

Thanks for your note.

Separate instances of NinjaScripts are not able to communicate with each other.

Each separate instance of a script will have its own location in memory, and will make its calculations separately.


I will forward this to our development department as a feature request. I will update you with a tracking ID for this feature request when it is available.

Please do not hesitate to contact us for any other NinjaTrader inquiries you may have.

[NinjaTrader_ChelseaB]

Hi onnb1,

I got an update from our development department. They let me know that NinjaTrader does do optimization under the hood.

As long as the indicator added uses the exact same parameters on the same instrument with the same input series and that indicator is called from the same host, the second indicator added will be a cached instance.


Please let me know if this does not resolve your inquiry.

[sledge]

Please see this thread and pdf.

http://ninjatrader.com/support/forum/showthread.php?t=38831&highlight=pdf

hi,

I have a strategy that uses an indicator. Say the user adds that same indicator on the same chart. Can I get NT to use that instance of the indicator in my strategy when I call add or when I make a reference to the indicator properties?

From the 30,000 ft view I had of the code, it looks like there is a cache?

Onn

[NinjaTrader_ChelseaB]

Hi sledge,

Thank you for bringing my attention to this pdf that explains a work around for calling indicators more efficiently.

[onnb1]

kudos on the follow up! I'll look to see if I am indeed receiving the same indicator when one is already
on the chart. From a brief look it doesn't look like it is.

I do the following:
1. I add indicator X and let it run for a few bars
2. I add and enable the strategy which adds indicator X in the initialize method which causes it to be displayed on the screen

I'll take a look at it - perhaps it is the parameters that are not the same so the cache is not returning the same instance.

(the strategy version I see plotted is missing historical data. the context of this is that indicator X implements OnMarketData and plot information based on that. So I was expecting that if an indicator has been on the chart, the strategy version of the indicator would pick up all market data previous to enabling the strategy - if this does not make sense, no worries.)

Onn

[onnb1]

Hi sledge,

Thank you for bringing my attention to this pdf that explains a work around for calling indicators more efficiently.

I second that. Nice article and saving a reference to the indicator like that is an excellent best practice I will be quick to adopt.

Onn

[sledge]

I second that. Nice article and saving a reference to the indicator like that is an excellent best practice I will be quick to adopt.

Onn

I'm not feeling out of cycles yet, so I haven't tried any of it.

I only was researching something else the other night and had come upon this and made the match.