MArket Analyzer aborts Initialize(), CuurentBars[x] wrong

[roland_nt]

The market Analyzer value for an indicator is not matching the chart indicator value.
Both usages are set to CalculateOnBarClose = false
The time frames are 2 minute, 4 minutes, 6 minutes.
Market Analyzer set to 2 minutes.
Using 24/7 default in MA properties and chart, ES 3-13 2 min.

I built a debugging statement to see what is happening.
Here is sample debugging outputs of that line for the same tick from each usage
Print(" c1n " +CurrentBars[0] + " c2n " + CurrentBars[1] + " c3n " + CurrentBars[2]);

From Chart Indicator:
c1n 12268 c2n 3882 c3n 1312
From Market Analyzer indicator for look back 200
c1n 254 c2n 199 c3n 199


You can see the count ratios are related to that for the chart indicator values.
But the values in the MA indicator instance for 4 minute and 6 minute are not updated
They should be appropriately 254, 218, 206

The CurrentBars[1] and CurrentBars[2] will update slowly if I run Replay
for long time but are still not correct
Here are the values after running replay for another 146 minutes worth of Replay data
c1n 12341 c2n 3906 c3n 1320
c1n 328 c2n 200 c3n 200

Both CurrentBars[0] values are correct, but the CurrentBars[1] and
CurrentBars[2] for the MA indicator has barely budged.

Changing Look back value in MA properties and MA indicator reference to 1000 did not fix things

The problem seems to be that MA does not like the Initialize() code that is OK in a Chart
and aborts with an error some times "Add method only accepts positive value but value was -3 min"
and other times about bad object reference.
Here is the initialize() code which is OK in the Chart usage.but aborts in MA
===
protected override void Initialize()
{
CalculateOnBarClose = false;
Overlay = true;
PriceTypeSupported = false;
BarsRequired = barsReq;
Print("Initialize open " );
tpSignal = new DataSeries (this);
Add(new Plot(Color.FromKnownColor(KnownColor.SlateBlue), PlotStyle.Bar, "BuySell"));
// Plots[0].PanelUI = 1; // nope doesn't work
if (secondInstDupe == true)
secondInstrument = Instrument.FullName; // force identical
string pType = BarsPeriod.BasePeriodType.ToString();
var pBaseType = BarsPeriod.BasePeriodType;
string tunit = BarsPeriod.ToString(); // e.g. "3 Min"
string tId = BarsPeriod.Id.ToString();
Print("Initialize period length = " + tunit);
int iPos=tunit.IndexOf(" ");
if (iPos!=-1) {
tunit=tunit.Substring(0,iPos);
// Print("Initialize period Type = " + pType + ", <" + tunit + ">");
baseSize = Convert.ToInt32(tunit);
Print("Initialize period Type = " + pType + ", <" +
tunit + "> baseSize " + " ID<" + tId + "> " +
+ baseSize);
}

// Add(secondInstrument, pBaseType, baseSize);
int b2count = (int) (bigMult * baseSize);
int b3count = (int) (bigMult * bigMult * baseSize);
Print("Initialize period 2 & 3 length = " + b2count + " " +
b3count);
Add(secondInstrument, BarsPeriod.Id, b2count);
Add(secondInstrument, BarsPeriod.Id, b3count);
}




How can I get Initialize to perform in MA the same way as in the Chart usage
Thanks in advance
Roland

[roland_nt]

Market Analyse and BarsPeriod

Possible hint:
Further experimentation reveals that if this line is commented out
tunit = BarsPeriod.ToString(); // e.g. "3 Min"
Initialize() perform to completion.

OK so the Help section says don't use this in Initialize() (even though it is OK in Charts).
So how do I get the equivalent information during Initialize() so that i can set up variable higher level time frames on starting up?

[NinjaTrader_Bertrand]

Thanks for the update Roland, that's unfortunately correct - we could not fully support dynamic adding of series, it may or may not as expected and race conditions could exist (like the one you hit). I would suggest making a user variable to configure the added series as needed prior to running through Initialize() then.

[roland_nt]

Market Analyzer detect setting of Dataseries for indicator column

So does that mean there is no (maybe sneaky) way to detect the settings that DataSeries holds in the Column when an indicator is used in the column?

Or for the case of user supplied values as you suggest, in the line
Add(secondInstrument, BarsPeriod.Id, b2count);
what is the datatype and values for BarsPeriod.Id?

[roland_nt]

Market Analyzer multi time frame not referencong same bars as indicator

Bertrand:
Changed to hard coded multi time frame setup per recommendation.
However still getting odd results
Here is the debug line:
Print(CurrentBar.ToString("00000") + " getTpdir tlevel " + tLevel + " tpSignal " + tpSignal[0]+ " cdir " + currentDir
+ " cl 0,1,2 " + Closes[0][2] + " " + Closes[tf2][2] + " " + Closes[tf3][2]);
Here are the results for indicator
13939 getTpdir tlevel 3 tpSignal -1 cdir -3 cl 0,1,2 1464.25 1463.75 1462.5
Here are the results for Market Analyzer instance
00239 getTpdir tlevel 3 tpSignal 0 cdir -1 cl 0,1,2 1464.25 1463.75 1462.75
Note that Closes[tf3][2] are different.
(tf2 and tf3 are hard coded as 1,2 respectively.)
(tpSignal is the value I am trying to calculate, code not shown but is based on closes))

Here are the CurrentBars values for indicator, MA for the same tick (BarsInProgress = 0)
Print(CurrentBar + " onbru2 " + Time[0] + " c1n " +CurrentBars[0] + " c2n " + CurrentBars[1] + " c3n " + CurrentBars[2]);
13939 onbru2 1/11/2013 10:50:00 AM c1n 13939 c2n 3978 c3n 1345
00239 onbru2 1/11/2013 10:50:00 AM c1n 239 c2n 213 c3n 204
Bars required for MA set to 200, both have CalculateOnBarClose=false
IndicatorGUI has BarsRequired of 150
Base level is 2 minutes, 2nd level is 6 minutes, 3rd level is 18 minutes..

I am unsure of how MA Bars Required needs to be set relative to indicator Bars Required
so I just made MA value larger.

I note that the MA values on reload at an earlier time might be something like
00239 onbru2 1/11/2013 8:50:00 AM c1n 200 c2n 200 c3n 199
which means that they start out not following the indicator
CurrentBars 1x, 3x, 9x ratios seen in the indicator and that it
takes several bars for the MA to begin to show that ratio.
Any ideas here would be helpful.
Thanks in advance.
Roland

[NinjaTrader_Bertrand]

Hi Roland, so all other settings between MarketAnalyzer and chart including COBC (MA per default false, Chart normally true) and session template are the same?

I would set the same # of BarsRequired on the chart (it would apply to all series in your script) and load more data back on the Market Analyzer to your script more initialization to catch up.

Would you see an issue on other instruments as well? Would it be possible to testdrive the same setup on my end for you?

[roland_nt]

Market Analyzer multi time frame not referencong same bars as indicator

Bertrand:
Yes everything matches up.
You can run this, no special dependencies.
Tell me where to email.
Roland

[NinjaTrader_Bertrand]

Ok, please direct to my Attn to support at ninjatrader dot com Roland. Thanks.