AddDataSeries

[ScottB]

Hi,

When I add a data series is there a definitive way to know the associated BarsInProgress index? I understand all the admonitions against using any sort of variables (vs hard coded values), however because I add these data series in a dynamic way (which works just fine), I can't keep a simple count and add that to a dictionary. If I have to I can add a method to map this all out by iterating through the BarsArray at some point but I suspect I am missing something simple given AddDataSeries does not have a return value.

This all is necessary because I am submitting orders from an external source using SubmitOrderUnmanaged which requires the index of the associated Bars object. I am also going with the assumption that when l add a data series its array index will not change which would in turn allow me to store the index of the added data series as each is added (i.e. BarsArray.Count -1).

Thanks,
Scott

[NinjaTrader_AlanP]

Hello ScottB,

Thank you for your note.

Would the following work?

if(BarsInProgress==1)
Print(Bars.Instrument.FullName.ToString());

Whereas on a BIP update for BarsArray1, the instrument name will be printed out.

I look forward to your reply.

[ScottB]

Alan,

Thank you for getting back to me so quickly. The issue relates to going the other direction. I have a function SubmitOrder(MyOrder order) that makes a call to SubmitOrderUnmanaged(???, OrderAction.Buy...

MyOrder has a symbol I can use to do a look up of some sort in my method SubmitOrder to get the proper selectedBarsInProgress. My hope is that there is a mapping somewhere of data series to BarsArray index so ES 09-18 would map to data series 0 (BarsInProgress = 0) once State == State.DataLoaded. This would allow me to do a mapping myself otherwise I have to do it as each new data series is added which given the multiple calls to OnStateChange() storing anything seems a bit sketchy.

[NinjaTrader_AlanP]

Hello ScottB,

How are you dynamically adding these data series?

I look forward to your reply.

[ScottB]

Alan,

First of all, I want to let you know I have sorted out my original issue, the clue being that the Positions array and the BarsArray have the same associated index.

As to your question - I add the instruments in OnStateChange (State.Configure). I keep a dictionary that I clear each time I come through the Configure state; this keeps everything clean. I have an external data base where I map the CME symbols to the ones NinjaTrader uses (i.e. ES8U -> ES 09-18) and use a foreach loop to go through the dictionary (it is loaded in an external dll).

AddDataSeries(kvp.Value.LocalSymbol, BarsPeriodType.Tick, 1);

I know the index of the last entry into the BarsArry is always BarsArray.Length - 1 since it is just added and with each pass through OnStateChange() the BarsArray is reset so only the chart symbol is in the array. I use AddOrUpdate to avoid any key collisions (in case the order changes, I update the instruments' new position in the BarsArray.

Once I get to State - State.Data loaded, I print the dictionary out to make sure everything is aligned and off I go. It works exactly as intended at this point.

[NinjaTrader_AlanP]

Hello ScottB,

Interesting, thank you for sharing.

[ScottB]

Alan,

You are quite welcome; if there are any technical details of interest please feel free to ask.