Get Dataseries Index in Initialize Routine

[Beauregard]

Hi

Within Initialize() I add dataseries with add(). One special dataseries is my riskfree-data and I must know at which position in the dataseries arry it is saved.
Example A:
Instrument1: SP500
Instrument2: RiskFreeData Series

--> The riskfree data series is saved with index=1

Example B:
Instrument1: SP500
Instrument2: WorldIndex
Instrument3: RiskFreeData Series

--> The riskfree data series is saved with index=2

I want to save this during Initialize(), e.g.:
RiskFreeIndex=

however when I want to assign count to a variable, then I get the error that this is not accessible during.
Is there a way to save it?

[NinjaTrader_Jesse]

Hello Beauregard,

The series will be added in the order you have the syntax as you have demonstrated. If you know this will be index 1, the most simple way to use this in your logic is to use use the number 1 where you want to reference this series:

if(BarsInProgress == 1)

If you want to be more descriptive in your variables you can make a constant int variable for this:

private int riskFreeSeries = 1;

protected override void OnBarUpdate()
{
    if(BarsInProgress == riskFreeSeries)

I am curious why the index would change in your example, are you referring to when you make changes while developing the script and add a new series in an order that was not used previously?



I look forward to being of further assistance.

[Beauregard]

hi Jesse

thanks for the feedback. this does not solve my problem. Why? Because I pass in my strategy up to 4 instruments. The risk free instrument is added always, at the end. Therefore it is once number 1, and once 3 etc. And I cannot add it as first to be 0, because a lot of my existing code relies on the fact that the first added instrument is the main instrument

[NinjaTrader_Jesse]

Hello Beauregard,

Are you adding series in a dynamic way? Why would the position of the series change?

If you are actively developing the script and the order changes, using a variable would work you just need to remember to change the value when you update your series. That is really up to you to remember to do if you are changing the series around as your logic would rely on the order you add them.

If you are adding instruments dynamically I would have no suggestion for that use case. Dynamically adding series is not a supported way to add data in a script so you would need to come up with your own system there if that is the use case. You could check the instrument name you passed in or do other logic to try to determine what order your logic used, that would really depend on what you made.


I look forward to being of further assistance.

[Beauregard]

hi Jesse

yes, this is what I am doing instead, I have my own counter and save it finally in a variable. Just thought if there is a way by NT itself, it would be better
thanks