Referencing an indicator setting within a strategy script

April 23rd, 2011, 08:08 PM

How do I OR what is the best way of referencing a custom indicator in my strategy script (within onbarupdate() function).

For example, say I was using the ADXVMA indicator. In my strategy I would want to reference when the line changes from yelllow to red.

What variables are available to do this?

Is there a way to list out all of the variables I could reference on a certain indicator?

Assume the indicator is already initialized in the strategy as Add(_ADXMVA_V01_5_2(9,True));

Thanks in advance!

April 27th, 2011, 01:34 PM

sorry for the brief and (likely) incomplete response ...

any public property of an indicator is available to you in the strategy. for example, say you added bollinger bands, you can access Bollinger(Median, 2.0, 21).Upper[0] within OnBarUpdate().
(note: Upper is one of properties of the Bollinger() standard indicator, as is Lower; the number 0 in square-brackets refers to current bar in the series)

so the practical application is: code your custom indicators so you can access the properties in a strategy.

hope this points you in the right direction.

cheers,
-e

April 27th, 2011, 01:56 PM

ktmdave

For example, say I was using the ADXVMA indicator. In my strategy I would want to reference when the line changes from yelllow to red.

ADXVMA changing from yellow to red ....try this:

if (CurrentBar < 2)
return;

if ( _ADXVMA_v01_5_2(9, true).Main[0] < _ADXVMA_v01_5_2(9, true).Main[1]

&& _ADXVMA_v01_5_2(9, true).Main[1] == _ADXVMA_v01_5_2(9, true).Main[2])

{

do something

}

April 27th, 2011, 03:44 PM

What is the reason for
if (CurrentBar < 2)
return;

??

THanks!!!

wccktrader

ADXVMA changing from yellow to red ....try this:

if (CurrentBar < 2)
return;

if ( _ADXVMA_v01_5_2(9, true).Main[0] < _ADXVMA_v01_5_2(9, true).Main[1]

&& _ADXVMA_v01_5_2(9, true).Main[1] == _ADXVMA_v01_5_2(9, true).Main[2])

{

do something

}

April 27th, 2011, 03:59 PM

It is to ensure that there are enough bars in data series you are accessing (as the code makes reference to data 2 bars back.

More info in this thread: Make sure you have enough bars in the data series you are accessing - [AUTOLINK]NinjaTrader[/AUTOLINK] Support Forum

April 27th, 2011, 08:19 PM

Awesome. And I assume that .Main[0] is referencing slope at the current bar?

dave

wccktrader

It is to ensure that there are enough bars in data series you are accessing (as the code makes reference to data 2 bars back.

More info in this thread: Make sure you have enough bars in the data series you are accessing - [AUTOLINK]NinjaTrader[/AUTOLINK] Support Forum

April 28th, 2011, 12:48 AM

ktmdave

Awesome. And I assume that .Main[0] is referencing slope at the current bar?

dave

.Main[0] is the ADXVMA line itself. .Main[0] - .Main[1] is the current slope. .Main[1] - .Main[2] is the slope of the previous bar.

Referencing an indicator setting within a strategy script

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Referencing an indicator setting within a strategy script