Moving average flatlines when connected to feed

[adamus]

I wrote an MA indicator to display the higher timeframe moving average on my lower time frame chart. I trade the 3min chart and have a 20 bar MA. The indicator uses the 3-min data series regardless of what the timeframe is, and plots that.

I am using it on a 1-min chart and a 30-sec chart. However when connected, it flatlines. If I reload the ninjascript, then it display correctly.

What am I doing wrong?

    public class EMA3Min : Indicator
    {
        private int period = 1; 

        protected override void Initialize()
        {
            Add(PeriodType.Minute, 3);            
            Add(new Plot(Color.FromKnownColor(KnownColor.Orange), PlotStyle.Line, "EMA 3-min"));
            Overlay                = true;
        }

        protected override void OnBarUpdate()
        {
            if (CurrentBars[0] <= BarsRequired 
                || CurrentBars[1] <= BarsRequired)
                return;
            if (CurrentBars.Length > 1 && CurrentBars[1] > 0)
                Value.Set(EMA(BarsArray[1], period)[0]);
            else
                Value.Set(Input[0]);
        }

        [Browsable(false)]    // this line prevents the data series from being displayed in the indicator properties dialog, do not remove
        [XmlIgnore()]        // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
        public DataSeries Plot0
        {
            get { return Values[0]; }
        }

        [Description("")]
        [GridCategory("Parameters")]
        public int Period
        {
            get { return period; }
            set { period = Math.Max(1, value); }
        }
    } 

[NinjaTrader_Bertrand]

adamus, looks like you're not filtering for any BarsInProgress call here? You would want to not process anything else besides the primary series, so you can return out of OnBarUpdate() here. Then please recheck.

http://www.ninjatrader.com/support/helpGuides/nt7/barsinprogress.htm

[adamus]

Hi Bertrand,

I added

if (BarsInProgress != 0) return;

and reloaded everything. My 30-sec chart is still displaying the problem. Curiously the 1-min chart does not - although I'm not sure if it ever did or if it is now OK due to the new code.

[NinjaTrader_Bertrand]

Thanks adamus, any change for the 30 sec chart with this snippet -

if (CurrentBars.Length > 1 && CurrentBars[1] > 0)
Value.Set(EMA(BarsArray[1], period)[0]);
else
Value.Set(Closes[1][0]);

[adamus]

I'll try it out and let you know how it behaves next time I start up and connect.

Thanks

[adamus]

Still problematic......

    public class EMA3Min : Indicator
    {
        private int period = 1; 

        protected override void Initialize()
        {
            Add(PeriodType.Minute, 3);            
            Add(new Plot(Color.FromKnownColor(KnownColor.Orange), PlotStyle.Line, "EMA 3-min"));
            Overlay                = true;
        }

        protected override void OnBarUpdate()
        {
            if (BarsInProgress != 0) return;
            if (CurrentBars[0] <= BarsRequired 
                || CurrentBars[1] <= BarsRequired)
                return;
            if (CurrentBars.Length > 1 && CurrentBars[1] > 0)
                Value.Set(EMA(BarsArray[1], period)[0]);
            else
                Value.Set(Closes[1][0]);
        }

        [Browsable(false)]    // this line prevents the data series from being displayed in the indicator properties dialog, do not remove
        [XmlIgnore()]        // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
        public DataSeries Plot0
        {
            get { return Values[0]; }
        }

        [Description("")]
        [GridCategory("Parameters")]
        public int Period
        {
            get { return period; }
            set { period = Math.Max(1, value); }
        }
    } 

What I'm seeing now is the 1min chart is fine, 30sec chart flatlines, and the 1sec chart shows nothing.

Could this have something to do with the IB datafeed which only provides 1-min bars historically?

[NinjaTrader_Bertrand]

Hi Adamus, yes could be the case of missing historical tick data then - I've just tried the setup on a feed with full tick backfill and don't see any issues with your code provided. Do you see the same if you reload the NS code after the day when the full day's tick history is present on your charts?

[adamus]

I rarely try to do that, so I'm not sure. I can try later this evening.

[adamus]

Hi Adamus, yes could be the case of missing historical tick data then - I've just tried the setup on a feed with full tick backfill and don't see any issues with your code provided. Do you see the same if you reload the NS code after the day when the full day's tick history is present on your charts?

Hi Bertrand,

when I disconnect and restart with only a short gap of a couple of minutes in the data stream, none of the charts show a flat line for the MA.

As long as I can reload the NS code and get it working quickly it's not an issue, but I'll know for sure tomorrow when I start up with no overnight history in the db. The 1-second chart might cause problems, if I remember what happened yesterday correctly.

Regards