Help - how can I use Dataseries wich are calulate by an other Indicator?

September 1st, 2010, 07:20 AM

You are right, I have not answered your original question.

So let us assume that you have a Bollinger indicator BollingerIND that uses a moving average and you want to call this moving average from within your standard deviation indicator StdDevIND. That is pretty simple, just call it:

Code

 
double average = BollingerIND(1, Period).Middle[0];
 
// 1 stands for numStdDev which is not required for the average, 
// but expected as input by the method

I had to modify the original Bollinger Band indicator, because for unknown reasons for each of the properties there is a line preventing serialization, so the StdDevIND indicator could not be exported.

Code

 
[XmlIgnore()]

Indicators and chart attached.

September 2nd, 2010, 02:47 PM

Learned something new:

[The XmlIgnore()] has an impact on exporting indicators. If you leave this command in front of a property, the indicator will not be automatically called, when it is exported.

Example: The Bollinger indicator has the [XmlIgnore()] command set for all its DataSeries, as shown below

Code

 
/// <summary>
/// Get the middle value.
/// </summary>
[Browsable(false)]
[XmlIgnore()]
public DataSeries Middle
{
get { return Values[1]; }
}

If another indicator calls Bollinger.Middle, this indicator cannot be exported via File -> Utilities -> Export NinjaScript,

unless

you select Bollinger manually and add it to the file list to be exported.

This behaviour is caused by [XmlIgnore()] for whatever reasons. Referencing of other indicators that do not contain this command is no problem, NinjaTrader will add them automatically when exporting.

File below could be exported by adding Bollinger manually.

September 3rd, 2010, 09:11 AM

Hallo Fat Tails
thanks again for your last .cs - files.

this thread become more and more interesting for me....
checking your files gives me some new ideas and questions about visability and accessibility of DataSeries

Your last Indicator (StdDevIND) would be perfect, if I could put the desired Moving-Average-Dataseries in the Statement, which calls the modified StdDev. Something like:

double StdDevValue = StdDevInd(maseries, period);

For my customized Bollinger-Band I use a special Method for that purpose:

Code

//Calculate the StdDev for a specific MA-Series
        private double sdvalue (DataSeries maseries, int period)
        {
            if (CurrentBar < period)return 0;            
            double sum = 0;
              //for (int count = 0; count < period  ; count++)
            for (int count = period-1; count >= 0; count --)
            {                    
                double diff = Math.Abs(Input[count] - maseries[0]);
                sum += diff * diff;
            }
            return (Math.Sqrt(sum / period));
        }

Unfortunaly the StdDev shows unexpected behavior:
The Chart shows the "StdDev-Bands" for a SMA (the orange-one) and a "faster" MA (the yellow-one).
I suppose, that the differences between Datas and the MA becomes smaller, by using a faster MA. The opposite is true!

It is nice to playing around with that new anaBollinger - but I personaly think, that the SMA is more or less the best choice for playing with the Bands.

Best
Trendseek

Help - how can I use Dataseries wich are calulate by an other Indicator?

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Help - how can I use Dataseries wich are calulate by an other Indicator?