nested indicators freezing values

Created at 19 Jan 2015, 16:22
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igorkroitor

Joined 03.01.2015

nested indicators freezing values
19 Jan 2015, 16:22


Hello!

I am experiencing a problem with an indicator value freezing on some past value and not updating... I am attaching the code and the screenshot... The indicator calculates the price ratio (spread coefficient) between two prices of two correlated symbols. I tried calculating it in two somewhat different ways, but the result is the same... Can anybody help with this freezing problem? Thanks in advance.
 

using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;

namespace cAlgo {

	[Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
	public class PriceSpreadRatio : Indicator {

		[Parameter (DefaultValue = "GBPUSD")]
		public string Symbol2 { get; set; }

		[Output ("Result", Color = Colors.Green)]
		public IndicatorDataSeries Result { get; set; }
		
		private Symbol symbol2;
		private MarketSeries series2;
		
		protected override void Initialize () {
		
			symbol2 = MarketData.GetSymbol (Symbol2);
			series2 = MarketData.GetSeries (symbol2, TimeFrame);
		}

		public override void Calculate (int index) {
		
			Result[index] = MarketSeries.Close[index] / series2.Close[index];
			
			// this is another version of calculate, neither of them work
			
			/*
			
			var t = MarketSeries.OpenTime[index];
			
			for (int i = series2.Close.Count - 1; i > 0; i--) {
				if (t == series2.OpenTime[i]) {
					Result[index] = MarketSeries.Close[index] / series2.Close[index];
				}
			}
			
			//*/
		}
	
	}
}






@igorkroitor
Replies

igorkroitor
19 Jan 2015, 16:47

Moderators, please delete this post, I've misplaced it, should be in the indicator development section...


@igorkroitor

Spotware
20 Jan 2015, 11:21

Hello igorkroitor,

 

For help with coding please contact one of our partners /consultants/  or post a job in Development Jobs section /jobs/

 

Cheers.


@Spotware