Net change difference between a pair

[woodies]

I looked at net change indicator and tried to code the indicator plotting the difference between the net change of 2 instruments on intraday basis. But the indicator is not plotting any line.
eg , If I need to plot the difference between 6E and 6B percent change in intraday basis.


If anybody can point out the error here?


#region Variables

private string hedgeInstrument = @"";
private int hedgeInstrumentPeriod = 3;

#endregion


protected override void Initialize()
{
Add(new Plot(Color.FromKnownColor(KnownColor.PaleTurquoise ), PlotStyle.Line, "NetChangePair"));
Overlay = false;

if (hedgeInstrument!= "")
{
Add(hedgeInstrument,PeriodType.Minute,hedgeInstrum entPeriod);
}
}

protected override void OnBarUpdate()
{
if(BarsInProgress==0)
{

double nt1 = ((Closes[0][0]-CurrentDayOHL(BarsArray[0]).CurrentOpen[0])/CurrentDayOHL(BarsArray[0]).CurrentOpen[0])*100;
double nt2 = ((Closes[1][0]-CurrentDayOHL(BarsArray[1]).CurrentOpen[0])/CurrentDayOHL(BarsArray[1]).CurrentOpen[0])*100;
double difference = nt1-nt2;

NetChangePair.Set(difference);
}
}

[NinjaTrader_AlanP]

Hello woodies,

Thank you for your note.

I applied your indicator and set the user input for the symbol to ES ##-## and see plots.

Are you seeing errors in the log tab? What instrument are you attempting to pass for the input?

I look forward to your reply.

[woodies]

Hello woodies,

Thank you for your note.

I applied your indicator and set the user input for the symbol to ES ##-## and see plots.

Are you seeing errors in the log tab? What instrument are you attempting to pass for the input?

I look forward to your reply.

Thanks....I checked it again against some pairs, ES/NQ,ES/YM,6E/6B and now it os showing the difference between the percent change of any futures pair since current day's open correctly. It didnt work previously.