Indicator of Custom Indicator

[investic]

Hi,

I am creating an indicator based on Real time tick data. The indicator calculates average price of each bar. The indicator works fine stand alone.
When i use indicator on that indicator example EMA of the my custom indicator i could not get the values.

Print("Strategy "+ MyTestIndicator()[0]+"  "+ MyTestIndicator()[1]+"  "+EMA(MyTestIndicator().WP,5)[0]);

I am getting the result as "Strategy 129.972837802219 129.946845515136 NaN"

i have attached the indicator cs file for your reference.
can you let me know what i am missing

[NinjaTrader_PatrickH]

Hello investic,

Thank you for your post and welcome to the NinjaTrader Support Forum!

The indicator will only need to be passed and not it's plot. For example:

EMA(MyTestIndicator(),5)[0]

Please let me know if you have any questions.

[koganam]

Hi,

I am creating an indicator based on Real time tick data. The indicator calculates average price of each bar. The indicator works fine stand alone.
When i use indicator on that indicator example EMA of the my custom indicator i could not get the values.

Print("Strategy "+ MyTestIndicator()[0]+"  "+ MyTestIndicator()[1]+"  "+EMA(MyTestIndicator().WP,5)[0]);

I am getting the result as "Strategy 129.972837802219 129.946845515136 NaN"

i have attached the indicator cs file for your reference.
can you let me know what i am missing

Regardless of any other issue, you have this line in your OBU.

WP.Set(TotalValue/TotalVolume);

You have not handled the case when TotalVolume is zero, so you are sometime or the other going to come a cropper on a "division by zero" error. It sometimes shows up as a NaN (Not A Number) error. At other times, it just causes an exception that stops the processing.

[investic]

Thanks koganam,

I am getting divide by zero exception in the first bar calculation , addressing it makes the EMA working.

As a follow up to MyTestindicator, its calculating the indicator after bar close. so the totalvalue and totalvolume should have values. Lets assume

when currentbar == 0 and Totalvalue = 100000 and Totalvolume = 1000 then indicator value will be 100

the next bar
when currentbar == 1 and Totalvalue = 99000 and Totalvolume = 1000 then indicator value will be 99

the next bar (same as currentbar > 1 as in the indicator)
when currentbar == 2 and Totalvalue = 98000 and Totalvolume = 1000 then indicator value will be 98

In all the scenarios totalvalue and totalvolume has values. in that case how come zero exception happens.

Is my understanding correct.
As a note i have set Barsrequired= 1

[NinjaTrader_Jesse]

Hello,

Thank you for the question.

I am unsure if the question here is still relevant regarding the first script you had posted.

If you are still using the script from post #1, on bar 0 both values are assigned the value of 0, so they would be dividing by 0. The assignment comes later in the script during live market data so this would produce a NaN value until live market data has assigned values to the two variables.

If the original script has been modified, please post the updated copy so I can address the current issue.

I look forward to being of further assistance.