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indicator optimization in a strategy

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    indicator optimization in a strategy

    If I create a strategy that both displays an indicator, and uses some of it's values, does NT actually create multiple instances of that indicator (resulting in running the indicator calculations multiple times) or only one instance?

    I'm trying to optimize the code so the indicator calculations are only done once to provide information to both the plot and the strategy.

    Strategy Contains:
    Add(MyIndicator(25)); //Add the indicator's plots
    test1 = MyIndicator.PlottedSeries[0]; //get a plotted value
    test2 = MyIndicator.SeriesNotPlotted[0];//get a non-plotted value

    thanks,

    #2
    Internally its only one instance of the indicator so you are always referencing the same internal object.

    One tip for efficiency is if you repeatedly reference the same indicator, you can hold a reference to this indicator in a variable. This is optimized since NT does not have to do a look up to find the correct instance of an indicator.

    For example:

    SMA mySma = SMA(20);

    and then just reference

    Print(mySma[0]);
    Print(mySma[1]);
    Print(mySma[2]);

    etc...
    RayNinjaTrader Customer Service

    Comment


      #3
      Great, thanks for your help.
      You guys have a great forum here!

      Comment

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