Adding/Attaching an indicator to a multi-time series BarsArray data series

[risingfire]

I am trying to add indicators to multi-time data series (BarsArray[]) in a strategy.

First I tried to do this via Add() in Initialize(), only to find out that the object is not fully constructed at that point and therefore not accessible. However, I do not want to call the indicators on every OnBarUpdate() as I have seen proposed in other threads. The indicators I am using have a huge number of parameters and are unwieldy. They are not as simple as calling SMA(BarsArray[1],10). More like CustomIndi(BarsArray[1],param1, param2.... param50!).

I have in Initialize() :

Add( PeriodType.Minute, timeframePeriodHTF1 );
Add( PeriodType.Minute, timeframePeriodHTF2 );
Add( PeriodType.Minute, timeframePeriodHTF3 );
Add( PeriodType.Minute, timeframePeriodHTF4 );

Ideally I would like to do something like this in Initialize() :

// Attach multiple indicators to the first time series:
Add( BarsArray[1], CustomIndi1( param1, param2, ... param50 ) );
Add( BarsArray[1], CustomIndi2( param1, param2, ... param50 ) );

But the compiler complains that I cannot reference BarsArray[] in Initialize(). So I tried calling Add() in OnStartUp() and the compiler complained that I cannot call Add() in there.

I want to attach various indicators to each of these BarsArray[] data series so that I don't have to resort to calling every indicator for every BarsArray[] in OnBarUpdate().

How can I do that?

[NinjaTrader_ChelseaB]

Hi risingfire,

When it comes to visual stuff on a chart, it is not possible to use a secondary dataseries for adding an indicator. This is because the primary dataseries is what creates the price points on the chart. Similarly, if you try and add an indicator on a chart using a dataseries that is not on the chart, this is not possible and there is no way to do it.

Thus, you will only be able to add indicators and draw objects using the primary dataseries.

[koganam]

I am trying to add indicators to multi-time data series (BarsArray[]) in a strategy.

First I tried to do this via Add() in Initialize(), only to find out that the object is not fully constructed at that point and therefore not accessible. However, I do not want to call the indicators on every OnBarUpdate() as I have seen proposed in other threads. The indicators I am using have a huge number of parameters and are unwieldy. They are not as simple as calling SMA(BarsArray[1],10). More like CustomIndi(BarsArray[1],param1, param2.... param50!).

I have in Initialize() :

Add( PeriodType.Minute, timeframePeriodHTF1 );
Add( PeriodType.Minute, timeframePeriodHTF2 );
Add( PeriodType.Minute, timeframePeriodHTF3 );
Add( PeriodType.Minute, timeframePeriodHTF4 );

Ideally I would like to do something like this in Initialize() :

// Attach multiple indicators to the first time series:
Add( BarsArray[1], CustomIndi1( param1, param2, ... param50 ) );
Add( BarsArray[1], CustomIndi2( param1, param2, ... param50 ) );

But the compiler complains that I cannot reference BarsArray[] in Initialize(). So I tried calling Add() in OnStartUp() and the compiler complained that I cannot call Add() in there.

I want to attach various indicators to each of these BarsArray[] data series so that I don't have to resort to calling every indicator for every BarsArray[] in OnBarUpdate().

How can I do that?

Use named instances. Declare them as class objects, then initialize them in OnStartUp() or with an escape on (CurrentBars == 0). Every indicator can take a price series as an input, so specify it as part of the calling signature when you initialize your named instances.

[risingfire]

Use named instances. Declare them as class objects, then initialize them in OnStartUp() or with an escape on (CurrentBars == 0). Every indicator can take a price series as an input, so specify it as part of the calling signature when you initialize your named instances.

Ah, sure. *Thank you*, that's exactly what I was aiming for. I don't need these to plot on the chart, just need them to calculate on each bar.

[NinjaTrader_ChelseaB]

Hi risingfire,

If you do not need the indicators to plot on the chart then you do not need to add them to your script.

Instead, you can just call the indicator any time you would like.

The Add() method for strategies is only to have the added indicator plot on the chart.

[risingfire]

Hi risingfire,
The Add() method for strategies is only to have the added indicator plot on the chart.

Thanks, that just became clear to me. I was thinking that Add() was simply a method to add the dataseries/indicator to the analysis engine. But now I understand that it is really intended to both perform calculations AND make it available to the chart. So great... much appreciated for the clarification to both you and @koganam.