Trying to Plot ATR * factor above and below bar

[pauleman]

I'm trying to create a new indicator that is ATR * Factor above and below the current bars.

I think I have the values calculating, but I can't verify and nothing shows on the charts.

What am I missing?

Here is my code:

================================================== =====

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

//This namespace holds Indicators in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Indicators
{
public class MyATR : Indicator
{
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Indicator here.";
Name = "MyATR";
Calculate = Calculate.OnBarClose;
IsOverlay = true;
DisplayInDataBox = true;
DrawOnPricePanel = true;
DrawHorizontalGridLines = true;
DrawVerticalGridLines = true;
PaintPriceMarkers = true;
ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right;
//Disable this property if your indicator requires custom values that cumulate with each new market data event.
//See Help Guide for additional information.
IsSuspendedWhileInactive = true;
ATRFactor = 1;
ATRBars = 14;
// AddPlot(Brushes.Red, NinjaTrader.NinjaScript.Indicators.MyATR.HighestBa r);
// AddLine(Brushes.Green, 1, NinjaTrader.NinjaScript.Indicators.MyATR.UpperBar) ;


}
else if (State == State.Configure)
{
AddDataSeries(Data.BarsPeriodType.Minute, 1);
}
}

protected override void OnBarUpdate()
{
{
double high0 = High[0];
double low0 = Low[0];

if (CurrentBar == 0)
Value[0] = high0 - low0;
else
{
double close1 = Close[1];
double trueRange = Math.Max(Math.Abs(low0 - close1), Math.Max(high0 - low0, Math.Abs(high0 - close1)));
Value[0] = ((Math.Min(CurrentBar + 1, ATRBars) - 1 ) * Value[1] + trueRange) / Math.Min(CurrentBar + 1, ATRBars);
}

LowerBar[0] = Close[0] - (Value[0] * ATRFactor);
UpperBar[0] = Close[0] + (Value[0] * ATRFactor);
}
}

#region Properties
[NinjaScriptProperty]
[Range(1, double.MaxValue)]
[Display(Name="ATRFactor", Order=1, GroupName="Parameters")]
public double ATRFactor
{ get; set; }

[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name="ATRBars", Order=2, GroupName="Parameters")]
public int ATRBars
{ get; set; }

[Browsable(false)]
[XmlIgnore]
public Series<double> LowerBar
{
get { return Values[0]; }
}
[Browsable(false)]
[XmlIgnore]
public Series<double> UpperBar
{
get { return Values[1]; }
}

#endregion

}
}

#region NinjaScript generated code. Neither change nor remove.

namespace NinjaTrader.NinjaScript.Indicators
{
public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
{
private MyATR[] cacheMyATR;
public MyATR MyATR(double aTRFactor, int aTRBars)
{
return MyATR(Input, aTRFactor, aTRBars);
}

public MyATR MyATR(ISeries<double> input, double aTRFactor, int aTRBars)
{
if (cacheMyATR != null)
for (int idx = 0; idx < cacheMyATR.Length; idx++)
if (cacheMyATR[idx] != null && cacheMyATR[idx].ATRFactor == aTRFactor && cacheMyATR[idx].ATRBars == aTRBars && cacheMyATR[idx].EqualsInput(input))
return cacheMyATR[idx];
return CacheIndicator<MyATR>(new MyATR(){ ATRFactor = aTRFactor, ATRBars = aTRBars }, input, ref cacheMyATR);
}
}
}

namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
{
public Indicators.MyATR MyATR(double aTRFactor, int aTRBars)
{
return indicator.MyATR(Input, aTRFactor, aTRBars);
}

public Indicators.MyATR MyATR(ISeries<double> input , double aTRFactor, int aTRBars)
{
return indicator.MyATR(input, aTRFactor, aTRBars);
}
}
}

namespace NinjaTrader.NinjaScript.Strategies
{
public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
{
public Indicators.MyATR MyATR(double aTRFactor, int aTRBars)
{
return indicator.MyATR(Input, aTRFactor, aTRBars);
}

public Indicators.MyATR MyATR(ISeries<double> input , double aTRFactor, int aTRBars)
{
return indicator.MyATR(input, aTRFactor, aTRBars);
}
}
}

#endregion

[NinjaTrader_ChelseaB]

Hello pauleman,

Welcome to the NinjaTrader forums!

When uncertain about behavior, use Print() to print the values to understand the behavior.

Below is a link to a forum post that demonstrates using Print() to understand behavior.

https://ninjatrader.com/support/forum/forum/ninjatrader-7/strategy-development-aa/99209-date-conditions-not-working?p=791121#post791121

Further, be sure to check the Log tab of the Control Center for any errors that may cause the script to disable.

Start by printing the time of the bar. Then print the value of trueRange after this is assigned.
What is appearing the output window?


As a tip, when using AddDataSeries() multiple series will update OnBarUpdate(). The logic should specify which BarsInProgress the conditions and actions should be evaluated on, and each series should be checked that CurrentBars[BarsInProgress index] is greater than any index used for that series.

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

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

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

[pauleman]

Thanks for the hints. In the Output window I see the following:
Indicator 'MyATR': Error on calling 'OnBarUpdate' method on bar -1: Index was outside the bounds of the array.

Any advice?

[NinjaTrader_ChelseaB]

Hello pauleman,

This message indicates an invalid index was used.

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

What indexes are used in the script? Are all indexes less than the size of the collection?