Series<T>

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Series<T>

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Definition

A Series<T> is a special generic type of data structure that can be constructed with any chosen data type and holds a series of values equal to the same number of elements as bars in a chart. If you have 200 bars loaded in your chart with a moving average plotted, the moving average itself holds a Series<double> object with 200 historical values of data, one for each bar. Series<double> objects can be used as input data for all indicator methods. The Series<T> class implements the ISeries<T> interface.

 

Note:  By default NinjaTrader limits the number of values stored for Series<T> objects to 256 from the current bar being processed. This drastically improves memory performance by not holding onto old values that are generally not needed. Should you need more values than the last 256 please be sure to create the Series<T> object so that it stores all values instead through the use of the MaximumBarsLookBack property.

 

 

Parameters

ninjaScriptBase

The NinjaScript object used to create the Series

bars

The Bars object used to create the Series

maximumBarsLookBack

A MaximumBarsLookBack value used for memory performance

 

Methods and Properties

GetValueAt()

Returns the underlying input value at a specified bar index value.

IsValidDataPoint()

Determines if the specified input is set at a barsAgo value relative to the current bar.

Reset()

Resets the internal marker which is used for IsValidDataPoint() back to false.

Count

The total number of bars or data points.

 

 

Creating Series<T> Objects

When creating custom indicators, Series<double> objects are automatically created for you by calling the AddPlot() method and can be subsequently referenced by the Value and/or Values property. However, you may have a requirement to create a Series<T> object to store values that are part of an overall indicator value calculation. This can be done within a custom indicator or strategy.

 

Note:  Custom Series<T> objects will hold the number of values specified by the MaximumBarsLookBack property when the custom series object is instantiated.

 

 

To create a Series<T> object:

 

1.Determine the data type of the Series<T> object you wish to create. This could be double, bool, int, string or any other object type you want.
2.Define a variable of type Series<T> that will hold a Series<T> object. This example will create "myDoubleSeries" as a Series<double>.
3.In the OnStateChange() method, in the State.DataLoaded create a new Series<T> object and assign it to the "myDoubleSeries" variable

 

ns


private Series<double> myDoubleSeries; // Define a Series<T> variable. In this instance we want it
                                      // as a double so we created a Series<double> variable.
// Create a DataSeries object and assign it to the variable
protected override void OnStateChange()
{
    if (State == State.DataLoaded)
    {
        // MaximumBarsLookBack determines how many values the Series<double> will have access to
        myDoubleSeries = new Series<double>(this, MaximumBarsLookBack.Infinite);
    }
}

 

 

Tip: Series<T> objects can be used on supplementary series in a multi-time frame and instrument strategy. Please see our support forum NinjaScript reference samples section for further information.

 

 

Setting Values

You can set the value for the current bar being evaluated by choosing a "barsAgo" value of "0" or, for historical bars, by choosing a "barsAgo" value that represents the number of bars ago that you want the value to be stored at.

 

ns

Setting Series<T> values


protected override void OnBarUpdate()
{
    myDoubleSeries[0] = Close[0];
}

 

 

Note:  The "barsAgo" value is only guaranteed to be in sync with the recent current bar during core data event methods, such as OnBarUpdate(), OnMarketUpdate(), and during strategy related order events such as OnOrderUpdate(), OnExecutionUpdate(), OnPositionUpdate().  For scenarios where you may need to set a value outside of a core data/order event, such as OnRender() or a custom event, you must first synchronize the "barsAgo" pointer via the TriggerCustomEvent() method.

 

 

Checking for Valid Values
It is possible that you may use a Series<T> object but decide not to set a value for a specific bar. However, you should not try to access a Series<T>value that has not been set. Internally, a dummy value does exists, but you want to check to see if it was a valid value that you set before trying to access it for use in your calculations.  Please see IsValidDataPoint() more information.

 

Warning:  Calling IsValidDataPoint() will only work a MaximumBarsLookBackInfinite series.  Attempting to check IsValidDataPoint() MaximumBarsLookBack256 series throw an error.  Please check the Log tab of the Control Center

 

 

Getting Values
You can access Series<T> object values using the syntax Series<T>[int barsAgo] where barsAgo represents the data value n (number of bars ago).

 

ns

Accessing Series object values


protected override void OnBarUpdate()
{
  // Prints the current and last bar value
  Print("The values are " + myDoubleSeries[0] + " " + myDoubleSeries[1]);
}

 

Alternatively, you can access a value at an absolute bar index using the GetValueAt() method.

 

Note:  In most cases, you will access the historical price series using a core data event handler such as OnBarUpdate().  For more advance developers, you may find situations where you wish to access historical price series outside of the core data event methods, such as OnRender(), or your own custom event.  In these advanced scenarios, you may run into situations where the "barsAgo" pointer is not in sync with the current bar, and may result in errors when trying to obtain this information.  In those cases, please use the Bars.Get...() methods with the absolute bar index, e.g., GetValueAt().

 

 

Methods that Accept ISeries<T> as Arguments
All indicator methods accept ISeries<double> objects as arguments. Carrying from the prior examples, let's print out the 10 period simple moving average of range.

 

ns

Using a custom Series object as indicator input


protected override void OnBarUpdate()
{
  // Calculate the range of the current bar and set the value
    myDoubleSeries[0] = (High[0] - Low[0]);
 
    // Print the current 10 period SMA of range
    Print("Value is " + SMA(myDoubleSeries, 10)[0]);        
}