How to Get the Added Series MasterInstrument.TickSize on a different instrument chart

[PaulMohn]

I have a YEN added series in a multi-series indicator. This indicator is added to a CL Chart.
For some reason Test0 in the Print below returns the SMA(20)[0] value of 100.6973685 which is the CL instrument SMA(20)[0] value, when it is clearly stipulated YEN as the instrument to get the SMA 20 from (not CL, YEN, please see in bolded red below).

print Statement


Print("Test0 : " + YEN.MasterInstrument.RoundToTickSize(SMA(20)[0]).ToString());



print output

Test0 : 100.6973685

How to get the YEN SMA(20)[0] (which should be < 0, not 100.6973685)?

NinjaTrader_Jesse

...it seems your script may have multiple series

Yes it is a multi-series script.

Do you still see a problem using a single series script applied directly to the Yen? If so then we could cover that directly.

I need the script to work for a multi-series, not a single series.
I isolated in post #4 the correct TickSize for YEN (please see Testx : 5E-07). Therefore it works for multi-series, therefore the problem does not relate to the multi-series.

[NinjaTrader_ChelseaB]

Hello PaulMohn,

Are you supplying BarsArray[1] as the input series to the indicator?

Below is a link to the help guide which includes sample code.
https://ninjatrader.com/support/help.../barsarray.htm


Are you looking at BarsArray[1].Instrument.MasterInstrument.TickSize to get the TickSize?

[PaulMohn]

Hello Chelsea and thanks for the reply.

No, I didn't use BarsArray[1], I used a regular series YENSeries[0] = Closes[1][0];

I used Jim's custom method to get the expiry date in the instrument local variable YEN

protected override void OnBarUpdate()
Instrument YEN = Instrument.GetInstrument(GetCurrentFuture("6J"));

YENSeries[0] = Closes[1][0];

(Math.Abs(YEN.MasterInstrument.RoundToTickSize(YEN Series[0]) - YEN.MasterInstrument.RoundToTickSize(SMA(20)[0])) / YEN.MasterInstrument.TickSize).ToString())

[NinjaTrader_ChelseaB]

Hello PaulMohn,

So you are using an Instrument object for the RoundToTickSize but you are rounding a value from a completely different instrument (which may have a different tick size)?

You stated "How to get the YEN SMA(20)[0]", you do this by using the Bars from the BarsArray that has the Yen series and supply this as the input series to the indicator call. The indicator will use the primary series if no input series is specified, or will use the input series you specify if you specify one.

Also, is this a completely new inquiry or is this a duplication of a thread you already have open?

[PaulMohn]

Oh, so the solution should be

BarsArray[3].Instrument.MasterInstrument.TickSize

instead of

YEN.MasterInstrument.TickSize

when BarsArray[3] corresponds to the YEN series series index of 3 (if all I have on my CL 1 minute chart is 2 added series (CL 10 min, and YEN 10 min)

(i.e.
// the 1st series is the series displayed on the chart (i.e. CL 1 min)
AddDataSeries(GetCurrentFuture("CL"), RangePeriod, RangeInterval); //2. Crude Oil Futures - NYMEX
AddDataSeries(GetCurrentFuture("6J"), RangePeriod, RangeInterval); //3. YEN/6J - GLOBEX
)
?

If so can I just call the BarsArray[3] statement for example as
(Math.Abs(YEN.MasterInstrument.RoundToTickSize(YEN Series[0]) - BarsArray[3].Instrument.MasterInstrument.TickSize(SMA(20)[0])) / YEN.MasterInstrument.TickSize).ToString())
as is?

Or do I need to declare and initialize the BarsArray[3] as well?

Or do you had another idea in mind?

On a side note, why does it require the additional less intuitive BarsArray statement and cannot do with the simpler YEN.MasterInstrument.RoundToTickSize(SMA(20)[0]) one (if there's a way to use this simpler statement I'd use it preferably)? Thanks!

Please answer today if you can, I'll get back tomorrow (up with this simple issue for 3 days now).

Jesse suggested opening a new thread here

[NinjaTrader_ChelseaB]

Hello PaulMohn,

Not quite, I am saying SMA(20)[0] should be SMA(BarsArray[1], 20)[0]. I am saying that the indicator should be using the BarsArray of the input series you want it do calculations with.

BarsArray is the collection of bars that have been added with AddDataSeries(). If you have called AddDataSeries, then this was added as BarsArray[1]. The primary series, or chart bars, is BarsArray[0].

If you have called AddDataSeries() 3 times in State.Configure, then there will be 4 series in BarsArray, indexes 0 through 3.

[PaulMohn]

Thank you a lot Chelsea for the solution clarity and simplicity! Now it's working as needed.


Prints Output

Testz : 0.01
Testy : 101.982631578948
Testx : 0.00783078947368422

Prints Statements

Print("Testz : " + Crude.MasterInstrument.TickSize.ToString());
Print("Testy : " + SMA(BarsArray[1], 20)[0]);
Print("Testx : " + SMA(BarsArray[2], 20)[0]); 

Uses

// the 1st series is the series displayed on the chart (i.e. CL 1 min)
AddDataSeries(GetCurrentFuture("CL"), RangePeriod, RangeInterval); //2. Crude Oil Futures - NYMEX
AddDataSeries(GetCurrentFuture("6J"), RangePeriod, RangeInterval); //3. YEN/6J - GLOBEX

(Math.Abs(Crude.MasterInstrument.RoundToTickSize(CLSeries[0] - SMA(BarsArray[1], 20)[0])) / Crude.MasterInstrument.TickSize).ToString() )

(Math.Abs(YEN.MasterInstrument.RoundToTickSize(YENSeries[0] - SMA(BarsArray[2], 20)[0])) / YEN.MasterInstrument.TickSize).ToString() )