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DataSeries
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DataSeries
Would it be possible to to create a DataSeries for a multi time frame indicator that would hold say Closes[0] when the bar is closed but Closes[1] when the bar is front and not yet closed. The idea is that say I had 10 min bars as primary bars and 1 tick bars as secondary that when I referenced my data series I would get the closes of the 10min bars unless I was looking at MyDataSeries[0] which would return Closes[1][0] ?Tags: None
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Hello GKonheiser,
Thank you for your post.
So hold the Closes[0][0] or Closes[1][0] based on a condition? Like the following?
Code:#region Variables private DataSeries myDataSeries; #endregion protected override void Initialize() { Add("NQ 03-16", PeriodType.Minute, 1); myDataSeries = new DataSeries(this); } protected override void OnBarUpdate() { if (Closes[0][0] > Closes[1][0]) myDataSeries[0] = Closes[0][0]; else myDataSeries[0] = Closes[1][0]; }
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Hi Patrick,
What I want to do it have a data series that contains the close of 10min bars unless its the first bar which should contain the close of 1 tick bar. the complication is that i need to align the data series with a 10 min series and then just update the data-series at index 0 when prices change on processing of BarsInProgress == 1 (tick bars). At the moment with logic similar to below I get stack overflow error and I can guess why.
More like this
Code:protected override void Initialize() { if(Historical) { Add(PeriodType.Tick,1); hClose = new DataSeries(this); } } protected override void OnBarUpdate() { if(Historical) { if(BarsInProgress == 0) { hClose.Set(1,Close[1]); } if(BarsInProgress == 1) { hClose.Set(Closes[1][0]); } } }
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