Hi, I am trying to add a daily ATR to an intraday chart and I have a problem with the amount of data required for the indicator to work. The code below works but instead of requiring 14 days of daily data to be loaded it requires 28 days. From the output window I have noticed that I have to load 28 days of data to get it to start working (processes the second block of code) and it starts counting at currentbars[1] = -1 and finishes counting at current bars[1] = 17 even though I'm loading 28 days. It's very confusing can you shed any light on this please?
public class DailyATR2 : Indicator
{
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Add a Daily bars object and calculate ATR";
Name = "Daily ATR2";
Calculate = Calculate.OnBarClose;
IsOverlay = true;
DisplayInDataBox = true;
DrawOnPricePanel = true;
DrawHorizontalGridLines = true;
DrawVerticalGridLines = true;
PaintPriceMarkers = true;
ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right;
IsSuspendedWhileInactive = true;
BarsRequiredToPlot = 14;
}
else if (State == State.Configure)
{
AddDataSeries(BarsPeriodType.Day, 1);
}
}
protected override void OnBarUpdate()
{
if (CurrentBars[0] < BarsRequiredToPlot || CurrentBars[1] < BarsRequiredToPlot) //(CurrentBars[1] < 14)//
{
Print("The current daily bar is " + CurrentBars[1]);
Print("The Time is " + Time[0]);
}
else
{
var dailyATR = ATR(BarsArray[1], 14)[0];
Print("The current daily bar is " + CurrentBars[1]);
Print("The time is " + Time[0]);
Print("The Daily ATR is " + dailyATR);
}
// This is working but it requires far more bars than expected in order to work. Investigate tomorrow.
}
region Properties
#endregion
}
As can be seen in the output windows below the indicator starts on the 01/12/2022 and ends on the 30th (28 and a bit days of data) but the bar count if only 18? and the barscount starts at -1?
Thankyou
public class DailyATR2 : Indicator
{
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Add a Daily bars object and calculate ATR";
Name = "Daily ATR2";
Calculate = Calculate.OnBarClose;
IsOverlay = true;
DisplayInDataBox = true;
DrawOnPricePanel = true;
DrawHorizontalGridLines = true;
DrawVerticalGridLines = true;
PaintPriceMarkers = true;
ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right;
IsSuspendedWhileInactive = true;
BarsRequiredToPlot = 14;
}
else if (State == State.Configure)
{
AddDataSeries(BarsPeriodType.Day, 1);
}
}
protected override void OnBarUpdate()
{
if (CurrentBars[0] < BarsRequiredToPlot || CurrentBars[1] < BarsRequiredToPlot) //(CurrentBars[1] < 14)//
{
Print("The current daily bar is " + CurrentBars[1]);
Print("The Time is " + Time[0]);
}
else
{
var dailyATR = ATR(BarsArray[1], 14)[0];
Print("The current daily bar is " + CurrentBars[1]);
Print("The time is " + Time[0]);
Print("The Daily ATR is " + dailyATR);
}
// This is working but it requires far more bars than expected in order to work. Investigate tomorrow.
}
region Properties
#endregion
}
As can be seen in the output windows below the indicator starts on the 01/12/2022 and ends on the 30th (28 and a bit days of data) but the bar count if only 18? and the barscount starts at -1?
Thankyou
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