How/When do you pass PriceSeries<double>, ISeries<double> or Series<double>,

[DaFish]

Hi, I am porting DoubleStochasticOptimized over to NT8.

I pretty much figured out the conversion from DataSeries to NT8 Series<double> use, but just want to clarify what we use the following for:

ISeries<double> or Series<double>:

Definition:
private Series<double> p1;

State == State.Configure:
p1 = new Series<double>(this);

OnBarUpdate():
p1[0] = 2.0;

Passing this to a method (passing by reference so I can update in the method):
K[0] = DoubleStochasticsOptimized(ref p1, ref p2, ref p3, ref kEMA, ref pEMA, Highs, Times;

Definition at the method:
public double tDoubleStochasticsOptimized(ref Series<double> p1, ref Series<double> p2, ref Series<double> p3, ref JMA kEMA, ref JMA pEMA, ISeries<double> dHighs, TimeSeries<DateTime> dTimes)

QUESTION 1: Is the use of Series<double> correct?

QUESTION 2: Passing in Highs[0] to a method (see above, not by reference):
- How do you declare the method to receive the Series<double>? (IE: I tried PriceSeries<double>, and ISeries<double> and these return errors).

QUESTION 3: Passing in Times[0] to a method (see above, not by reference):
- How do you declare the method to receive the TimeSeries<DateTime>? (IE: I tried TimeSeries<DateTime>, and ISeries<DateTime> but these return errors).

Thanks in advance

[Calonious]

Question 1: Yes this the correct way to do this. ISeries is the interface for all the other series that can be done. Series<T> is the generic form in this case.

Question 2 & 3: What is the error you are receiving?

[DaFish]

Question 2 & 3: What is the error you are receiving?

1) here is the error, trying to pass using PriceSeries<double> dHighs:
K[0] = tDoubleStochasticsOptimized(ref p1, ref p2, ref p3, ref kEMA, ref pEMA, Highs);

and method:
public double tDoubleStochasticsOptimized(ref Series<double> p1, ref Series<double> p2, ref Series<double> p3, ref JMA kEMA, ref JMA pEMA, PriceSeries<double> dHighs)

The non-generic type 'NinjaTrader.NinjaScript.PriceSeries' cannot be used with type arguments.

2) here is the error, trying to pass using Series<double> dHighs:
K[0] = tDoubleStochasticsOptimized(ref p1, ref p2, ref p3, ref kEMA, ref pEMA, Highs);

and method:
public double tDoubleStochasticsOptimized(ref Series<double> p1, ref Series<double> p2, ref Series<double> p3, ref JMA kEMA, ref JMA pEMA, Series<double> dHighs)

I get a "best overload method mismatch" (too long to type).

I attached my code (uncomment the line at 85 to call the method).

[Calonious]

Took a look at it and then followed up on their documentation.

You can pass a PriceSeries such as High through a method but you need to use ISeries<double> as that is how the PriceSeries are structured. If you make a custom Series<T> you then need to use the same type structure as you are passing through as well. So, if you have a Series<bool> object you need to use that as your method parameter as well.

Take a look a the documentation for the ISeries<T> under the Common section. This should help explain further.

I reattached the code for you as well.

[DaFish]

Hi Calonious, thank you very much again. You are a real asset to this community!

I have got this to work, although I think it looks slightly different than in NT7 which I will verify.

I am confused on one thing though.

K[0] = DoubleStochasticsOptimized( ref p1, ref p2, ref p3, ref kEMA1, ref pEMA1, High, Low, Close, Period);

on calling the method, You had changed HIGHS to HIGH. I had thought that the HIGHS is the SERIES of doubles, and HIGH was a SINGLE double.

In the method, you defined it as ISeries<double> dHighs and I can reference the series of highs

QUESTION: Why didn't you specify HIGHS vs HIGH when you passed this to the function?


public double DoubleStochasticsOptimized(ref Series<double> p1, ref Series<double> p2, ref Series<double> p3, ref JMA kEMA, ref JMA pEMA, ISeries<double> dHighs, ISeries<double> dLows, ISeries<double> dCloses, int dStochPeriod)
{

// Print ("in DS P1: <" + p1[0] + ">, dHighs[1] = <" + dHighs[1] + ">" );

double r = MAX(dHighs, dStochPeriod)[0] - MIN(dLows, dStochPeriod)[0];
// Print ("past r: <" + r + ">" );

p1[0] = ((dCloses[0] - MIN(dLows, dStochPeriod)[0]) / (r == 0 ? 1 : r)) * 100;
// Print ("P1: <" + p1[0] + ">" );

pEMA = JMA(p1,5,100);
p2[0] = pEMA[0];
// Print ("P2: <" + p2[0] + ">" );

double s = MAX(p2, dStochPeriod)[0] - MIN(p2, dStochPeriod)[0];
// Print ("s: <" + s + ">" );

p3[0] = ((p2[0] - MIN(p2, dStochPeriod)[0]) / (s == 0 ? 1 : s)) * 100;
kEMA = JMA(p3,3,-50);
// Print ("P3: <" + p3[0] + ">, kEMA[0] <" + kEMA[0] + ">" );
// K[0] = kEMA[0];
//Print ("MFDoubleStochasticsOptimized: <" + kEMA[0] + ">" );
return (kEMA[0]);
}

[Calonious]

More than likely just a spelling error on my end. I didn't put any meaning behind it.
As just the method parameter name you use anything like - 'HiGhS' but for continuity and ease of use throughout your code you would want to make it look viable like using 'high'

I had thought that the HIGHS is the SERIES of doubles, and HIGH was a SINGLE double.

High is the single series of the primary instrument on the chart.

Highs is multiple series of High from the number of Instruments/Data Series you add to the script

When referencing a single value from either it will look like this respectively -

High[0] - CurrentBar Value of the primary
Highs[1][0] - CurrentBar value of the secondary series

However, you can use just Highs[1] to reference the exact ISeries you want to pass through your method.

Hope this helps.

[NinjaTrader_PaulH]

Hello DaFish,

Thanks for your posts.

Thanks to Calonious for his correct responses.

[DaFish]

Passing ISeries&lt;DateTime&gt; tTime to a method - error

Hi. for the life of me I can't figure this out... I got the ISeries<double> to work, by passing in Low (or Lows[0]) and receiving this on the method as an ISeries<double>. When I go to do the exact same thing with ISeries<DateTime>, I get a overload error and I have no idea what I am doing wrong. Please help.

if(BarsInProgress == 0)
{
MFTestSeries (Time);
}
}

public bool MFTestSeries (ISeries<DateTime> tTime)

{
bool retval = false;

Print ("MFTestSeries: time <" + tTime[0].ToString() + ">");

return (retval);

}

[NinjaTrader_Matthew]

"Time" is a TimeSeries

public bool MFTestSeries ([B]TimeSeries [/B]tTime)
{
	bool retval = false;

	Print ("MFTestSeries: time <" + tTime[0].ToString() + ">");

	return (retval);
}

If you want it to accept an Series<DateTime>, which is your own custom type series you could throw special DateTime objects into, you must construct the Series<DateTime> and assign the values as you need. If you're just going to use the TimeSeries Time[] provided, there's not really any need to do a custom series, but here is how that will work:

private Series<DateTime> myTime;

protected override void OnStateChange()
{
	if (State == State.SetDefaults)
	{		
		Name    = "MyCustomIndicator";			
	}
	else if (State == State.Configure)
	{
		myTime = new Series<DateTime>(this);
	}
}

protected override void OnBarUpdate()
{
	// only add a date time that matches my criteria
	if(SomeTimeCondition)
		myTime[0] = Time[0];		
	
	MFTestSeries (myTime);
}			

public bool MFTestSeries (Series<DateTime> tTime)
{
	bool retval = false;

	Print ("MFTestSeries: time <" + tTime[0] + ">");

	return (retval);			
}

Also, just a quick tip, you no longer need to convert special types .ToString() in Print(). Just using Print(Time[0]) will do since Print() just accepts a generic object value and will convert to string for you.

[DaFish]

Thanks so much Matthew.

Just to make sure I have the others correct and I don't have to keep coming back. Please check these and correct if needed... I didn't really know when to use ISeries<double> or Series<double> - both worked...

MFTestSeries (Time);
public bool MFTestSeries (TimeSeries tTime)

MFTestSeries (Low); (or High, or Highs[0].....
public bool MFTestSeries (ISeries<double> tLows)

MFTestSeries (Volume);
public bool MFTestSeries (VolumeSeries tVolume)

MFTestSeries (CCI(6));
public bool MFTestSeries (Series<double> tCCIData) (note: NOT using ISeries<double)

Please confirm

[NinjaTrader_Matthew]

Yes, that will work.

However the last one might be unnecessary (depending on what you're doing with it within the method). If you made just one ISeries<double> it can accept both the provided PriceSeries objects, as well as any custom data series (an indicator, or your down Series<double> in your class).

// accepts a price series and a custom series (indicator)
public bool MFTestSeries (ISeries<double> tLow)
{
	return true;	
}

If you made it a Series<double>, your methods would only accept a custom series objects/indicators, but NOT any price serie

// ONLY accepts a custom series (indicator)
public bool MFTestSeries (Series<double> tCCIData)
{
	return true;
}