Acsses OnMarketData with multi instruments.

[MarceloF]

Hello Ninjas

I have a problem please help me!
I am building a indicator multi-instruments.
In the middle of the code I call the BuySellVolume Indicator
But it is not returning anything.
I know this indicator uses "onMarketData".
Is it possible to access inidicators that using onmarketdata in multi-instrument indicators?
If yes, please show me how.

Thanks

[NinjaTrader_ChrisL]

Hello. Thank you for the note.

The Calculation mode of the indicator that uses BuySellVolume must be set to Calculate.OnEachTick. If the indicator initially relied on Calculate.OnBarClose logic, you can still simulate that logic by using IsFirstTickOfBar. Additionally, BuySellVolume will not produce values while calculating on historical data unless Tick Replay is enabled.

https://ninjatrader.com/support/help...ick_replay.htm - Tick Replay

For a detailed explanation of how to separate logic, please see this forum post.

https://ninjatrader.com/support/forum/showthread.php?t=19387

I have also attached an example that successfully pulls data from the BuySellVolume indicator.

For instructions on importing, see here:

https://ninjatrader.com/support/helpGuides/nt8/en-us/?import.htm

Please let us know if we may be of any further assistance.

[MarceloF]

First: thank tou for response... very good explanation.

I'm working on this line of reasoning.
I do not know what I'm doing wrong. I created a series with objects and I'm trying to access it in another indicator.

root indicator:

public class SampleIndicatorOMD : Indicator
	{
		private int activeBar = 0;
		
		public struct InfoFP
		{
			public long bidsSum;
			public long bidFilt;
			public long asksSum;
			public long askFilt;
			public long candleVolTotal;
		}
		private InfoFP infoFP;
		public Series<InfoFP> Out01;

		
		
		protected override void OnStateChange()
		{
			if (State == State.SetDefaults)
			{
				Description									= @"Enter the description for your new custom Indicator here.";
				Name										= "SampleIndicatorOMD";
				Calculate									= Calculate.OnEachTick;
				IsOverlay									= true;
				DisplayInDataBox							= false;
				DrawOnPricePanel							= false;
				DrawHorizontalGridLines						= false;
				DrawVerticalGridLines						= false;
				PaintPriceMarkers							= false;
				ScaleJustification							= NinjaTrader.Gui.Chart.ScaleJustification.Overlay;
				//Disable this property if your indicator requires custom values that cumulate with each new market data event. 
				//See Help Guide for additional information.
				IsSuspendedWhileInactive					= false;
				BarsRequiredToPlot = 0;
				
			}
			else if (State == State.Configure)
			{
			}
			else if (State == State.DataLoaded)
			{				
				Out01 = new Series<InfoFP>(this);
			}
		}

		protected override void OnMarketData(MarketDataEventArgs e)
		{
		    if (e.MarketDataType == MarketDataType.Last)
			{
				if (e.Price >= e.Ask)
				{
					long volumeAsk = e.Volume;
					long volumeBid = 0;
					infoFP.asksSum = infoFP.asksSum + volumeAsk;
				}
				if (e.Price <= e.Bid)
				{
					long volumeBid = e.Volume;
					long volumeAsk = 0;
					infoFP.bidsSum = infoFP.bidsSum + volumeBid;
				}
				//===========================================
				infoFP.candleVolTotal = infoFP.candleVolTotal + e.Volume;

			}
		}
		protected override void OnBarUpdate()
		{
			if (CurrentBar != activeBar)
			{
				Out01[1] = infoFP;

				infoFP.bidsSum = 0;
				infoFP.bidFilt = 0;
				infoFP.asksSum = 0;
				infoFP.askFilt = 0;
				infoFP.candleVolTotal = 0;
				activeBar = CurrentBar;
			}
			Out01[0] = infoFP;
		}

	}

I want to access the series Out01 in the indicator that follows:

 namespace NinjaTrader.NinjaScript.Indicators
{
	public class SampleCallIndiccatorOMD : Indicator
	{
		SampleIndicatorOMD SIOMD;
		
		protected override void OnStateChange()
		{
			if (State == State.SetDefaults)
			{
				Description									= @"Enter the description for your new custom Indicator here.";
				Name										= "SampleCallIndiccatorOMD";
				Calculate									= Calculate.OnEachTick;
				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					= false;
				BarsRequiredToPlot = 0;
			}
			else if (State == State.Configure)
			{
				AddDataSeries("ES ##-##", Data.BarsPeriodType.Range, 10, Data.MarketDataType.Last);
				
				SIOMD = SampleIndicatorOMD();
			}
			else if (State == State.DataLoaded)
			{
			}
		}

		protected override void OnBarUpdate()
		{


			Print("============== New ================== "+(CurrentBars[BarsInProgress]).ToString());
			Print(BarsArray[BarsInProgress].Instrument.FullName);
			Print("SIOMD.Out01.Count "+SIOMD.Out01.Count);
			Print(SIOMD.Out01[0].asksSum);
				

		}
	}
}

OUTPUT:
"ES ##-##
0
Indicator 'SampleCallIndiccatorOMD': 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 am unable to access out01 on the indicator "SampleCallIndiccatorOMD".
Please help me.

[NinjaTrader_ChrisL]

Hello. Thank you for the reply.

In OnBarUpdate, you must check to make sure that the CurrentBars value is enough to start processing your script. When you apply a script to a chart, it will start at the leftmost bar, i.e. CurrentBars[0] == 0 and run through all of the historical bars until it reaches real time data.

In the root indicator, you are accessing this:

Out01[1] = infoFP;

This will not work if you request it when CurrentBar == 0

Adding a check for this in both scripts will make it work.

Root indicator:

protected override void OnBarUpdate()
{
	if(CurrentBar < 1) return;
        ...
}

The indicator that is accessing root indicator:

protected override void OnBarUpdate()
{
	if(CurrentBars[0] < 1 || CurrentBars[1] < 1) return;
        ...
}

Please see this help guide page on CurrentBars for an additional example:

https://ninjatrader.com/support/helpGuides/nt8/en-us/?currentbars.htm

Please let us know if you have any questions.