Multi-Time Frame Indicator

[Plaket]

Hi,

I am trying to develop a very simple indicator. I'm trying to plot the close of daily data on an intraday chart. I'm trying to do this using the next code:


protected override void Initialize()
{
Add(new Plot(Color.FromKnownColor(KnownColor.OrangeRed), PlotStyle.Line, "Valor"));
Add(PeriodType.Day, 1);

Overlay = true;
}
protected override void OnBarUpdate()
{
if(CurrentBar < 15) return;

if (BarsInProgress == 0)
Valor.Set(Closes[1][0]);
}

I have enough bars on the daily chart, however when I try this code I receive the next message:

Error on calling 'OnBarUpdate' method for indicator 'X' on bar 15: 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.

Please, could you tell me if there is any mistake on the code?

Thanks.

[imalil]

Don't know about the code but this vid might be helpful to you:

http://screencast.com/t/5KGDG4AX

[NinjaTrader_Jesse]

Hello,

You may need to check both series and return like the following:

if(CurrentBars[0] < 15 || CurrentBars[1] < 1) return;

The amount of bars for each series in respect to the data needed.

Could you try this and see if the outcome is corrected?

I look forward to being of further assistance.

[Plaket]

Thank you Jesse,

I tried your code, and also tried this one:

if(CurrentBars[0] < 15 && CurrentBars[1] < 1) return;

But in both cases I get the same result.

In adition In Initialize() section I also changed this:

Add(PeriodType.Day, 1);

for this:

Add("ES 12-16", PeriodType.Day, 1);

But I have the same result.

As I mentioned I have enough bars on daily data on that symbol (ES 12-16) so that it cannot be the problem.

Please, could you develop this simple indicator and try it on your data in order to see if everything is correct?

Thanks.

[NinjaTrader_PaulH]

Hello Plaket,

Thanks for your reply.

This code works:

 protected override void Initialize()
        {
			CalculateOnBarClose = false;  
			Overlay = true;				
			Add(new Plot(Color.FromKnownColor(KnownColor.OrangeRed), PlotStyle.Line, "Valor"));
			Add(PeriodType.Day, 1);
        }

protected override void OnBarUpdate()
        {
			if(CurrentBars[0] < 15 || CurrentBars[1] < 1 ) return;

			if (BarsInProgress == 0) 
			Valor.Set(Closes[1][0]);	

		}

In the CurrentBars check you must use the "OR" || operator. It is not a question of how many bars you are loading on your chart it is a question of how many bars have loaded when you code does Valor.Set(Closes[1][0]); In this case you would need to have 1 day bar processed by the strategy code. (Note that the counts start at 0 (zero)).

Also, you might consider the use of the NinjaTrader indicator PriorDayOHLC which will produce the same thing and you have the option to turn off any of the plots not needed.

[Plaket]

Thank you,

The problem has been solved.