Indicator using two data series

[CopyPasteGhost]

Hello.

I have two charts (30 minute chart and 1 minute chart)

I'm trying to have a 24 EMA using the data series of the 1 min chart to show up on the 30 min chart.

When I add several data series to the chart the chart has gaps. I don't want this.

I have no problem coding this solution but I would like to be pointed in the right direction.

Ideally I would only have one data series on the chart and my indicators would use another time frame as the input data source.

How can I do this?

thanks!
CPG

[NinjaTrader_ChelseaB]

Hello CopyPasteGhost,

Are these in separate panels or the same panel?

Is Equidistant Bar Spacing checked and enabled in the chart properties?
https://ninjatrader.com/support/help...AndDefinitions
https://ninjatrader.com/support/help...ipleDataSeries


It is possible to add a data series to an indicator with AddDataSeries().
https://ninjatrader.com/support/help...dataseries.htm
https://ninjatrader.com/support/helpGuides/nt8/barsarray.htm

[CopyPasteGhost]

Hi Chelsea,
Thanks so much for getting back to me so quickly!

They are in the same panel.
Equidistant Bar Spacing has been set to false.


As you can see the top chart has spacing.
I want to remove this spacing...


What did I do wrong?
Thanks!

[NinjaTrader_ChelseaB]

Hello CopyPasteGhost,

They are in different panels. There are 3 panels, and there is a data series in panel 1 and a data series in panel 3. Check this in the Data Series window.

However by being on the same chart in different panels, they still have to share the same time scale at the bottom.


That said, adding the data series to the indicator would not have this issue.

Also, I forgot I had an example.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/indicator-development/105828-indicator-accessing-multiple-time-frame?p=820196#post820196

[CopyPasteGhost]

Thank you very much for that example. I'm still trying to get something really simple to work and for some reason it's evading me!

The image I have a simple 15 Min ES chart.
I have a 165 Indicator in the 2nd panel using the 15M Data series (no custom indicators)

In the 3rd panel I have the custom indicator I wrote. (I basically took the code from the @EMA file and changed the data series. Nothing seems to be printing for this chart. I have attached my .CS file.

Any ideas?
CPG

[CopyPasteGhost]

Here is the file.

[NinjaTrader_ChelseaB]

Hello CopyPasteGhost,

Are you ensuring a value is set for every primary bar as demonstrated in the example I have provided a link to?

Print the value of IsValidDataPoint for the Values series on every primary bar when BarsInProgress is 0 at the end of OnBarUpdate.

https://ninjatrader.com/support/helpGuides/nt8/isvaliddatapoint.htm

Is the value set on every primary bar?

[CopyPasteGhost]

Thank you for your help. This is actually my first go at writing anything for NinjaTrader. Thanks for your patience with me.

This is the error I'm getting:

Time Category Message
4/14/2020 11:28:17 AM Default Indicator 'EMA 165 One Min Chart': Error on calling 'OnBarUpdate' method on bar 0: You are accessing an index with a value that is invalid since it is out-of-range. I.E. accessing a series [barsAgo] with a value of 5 when there are only 4 bars on the chart.

I have updated the OnBarUpdate method to contain this.

protected override void OnBarUpdate()
{
var pointToPlot = CurrentBar == 0 ? OneMinuteChart[0] : OneMinuteChart[0] * constant1 + constant2 * Value[1];
Print(pointToPlot);
if (Value.IsValidDataPoint(CurrentBar) && BarsInProgress == 0)
{
Print("Bar #: " + CurrentBar + " Value To Plot: " + pointToPlot);
Value[0] = pointToPlot;
}
}

As you see from the error... Nothing is happening and it's crashing.
Any thoughts?

[NinjaTrader_ChelseaB]

Hello CopyPasteGhost,

If CurrentBar is 0, then Value[1] does not exist. Using 1 barAgo on the first bar is not a valid barsAgo index.

Below is a link to a forum post on index errors.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/indicator-development/1046200-indicator-that-calculate-in-different-chartime?p=1048513#post1048513

[MojoJojo]

Since you are not interested in the primary data series, you should skip it by adding this

protected override void OnBarUpdate()
{
    if(BarsInProgress == 0 || CurrentBars[0] < 1) {
         return;
    }
    Value[0] = EMA(OneMinuteChart, 24)[0];

Edit: Code clean up & CurrentBars check

[CopyPasteGhost]

Thank you to both of you. I'm reviewing all your suggestions now. I'll post back with some code examples for any other questions.

[CopyPasteGhost]

MojoJojo - Why would we be checking the CurrentBars[0]. Wouldn't we want to check the CurrentBars[1]. as we want this EMA to print for the Added Data Series and not the primary data series.

Did I miss something?

[NinjaTrader_ChelseaB]

Hello CopyPasteGhost,

You would want to check all series to ensure that the barsAgo index used is valid.

See the link to the help guide on CurrentBars in the post about indexing errors.

[CopyPasteGhost]

Alright Thanks. I am no longer getting any index errors. Here is my current code:

private Series<double> OneMinuteChart;
private int period = 165;

protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Description";
Name = "EMA " + period + " One Min Chart";
Calculate = Calculate.OnEachTick;
IsOverlay = false;
BarsRequiredToPlot = 1;
AddPlot(Brushes.Goldenrod, "1M EMA " + period);
}
else if (State == State.Configure)
{
AddDataSeries("NQ 06-20", BarsPeriodType.Minute, 1);
}
else if (State == State.DataLoaded)
{
OneMinuteChart = new Series<double>(BarsArray[1]);
}
}

protected override void OnBarUpdate()
{
if (!CurrentBars.Any(v => v < 1))
{
if (BarsInProgress == 0)
{
//Base Chart Time Frame - Skip
return;
}
else if (BarsInProgress == 1)
{
Value[0] = EMA(OneMinuteChart, 24)[0];
return;
}
}
}

I am still not getting the results I expect. The chart is just staying on the "0" Line as shown in the image.

I must be close at this point....right?

[MojoJojo]

Why would we be checking the CurrentBars[0]. Wouldn't we want to check the CurrentBars[1]

The problem is that your primary data series is 30 min and the secondary 1 min, that is why there will be no bar for the 30 min until the 1 min reaches 30 bars.
I guess this only applies if you set the calculation to OnBarClose, but I haven't tested it and it's good to err on the side of caution.

Since I was interested in how to best synchronize the two series, I've done some testing.
The solution I've arrived at is.

            if(BarsInProgress == 0 || CurrentBars[0] < 1) {
                return;
            }

            if( Calculate != Calculate.OnBarClose
                || (Calculate == Calculate.OnBarClose
                    && Times[1][0].CompareTo(Times[0][0]) >= 0)
                ) {
                int barsAgo = CurrentBars[1] - BarsArray[1].GetBar(Times[0][0]);
                Value[0] = EMA(Inputs[1], 24)[barsAgo];
            }

The drawback is that for calculation OnBarClose you won't get an EMA value for the current 30 min bar. You could switch to OnEachTick, if that is what you need.

Edit:
The old time comparision required tweaking
Old:

            if(Times[1][0].CompareTo(Times[0][0]) > 0) {
                int barsAgo = CurrentBars[1] - BarsArray[1].GetBar(Times[0][0]);
                Value[0] = EMA(Inputs[1], 24)[barsAgo];
            }