Reference custom indicator

Created at 11 Jul 2014, 01:01

Joined 31.05.2014

Reference custom indicator
11 Jul 2014, 01:01

Hi All,

I have two custom indicators which i would like to use in one. Unfortunately for one indicator I receive always the value "NaN"

Someone an idea why it could happen.

Here some code:

  private DOMVolumebyBar domVBB;
  private WPOrderBook WP;
  private double value;
  private int lastIndex;

  protected override void Initialize()
  {
      // Initialize and create nested indicators
      object[] parameterAll = new[] 
      {
         (object)(int)L2Depth
      };

      try
      {
          WP = Indicators.GetIndicator<WPOrderBook>(parameterAll);
          domVBB = Indicators.GetIndicator<DOMVolumebyBar>(parameterAll);     
      }
      catch (Exception ex)
      {
         Print(ex.Message);
      }

            value = 0;
            lastIndex = 0;
             
        }

....

  public override void Calculate(int index)
        {
            // Calculate value at specified index
            // Result[index] = ...
            if (!IsLastBar)
            {
                return;
            }

            if (lastIndex == 0)
            {
                lastIndex = index;
                return;
            }

            if (lastIndex != index)
            {
                Print("WP: " + WP.Result[lastIndex]);
                Print("domVBB: " + domVBB.AllResult[lastIndex]);

.....

For "WP:" I get alwas "NaN".

Any help would be greatly appreciated.

Best Regards,

Anton

@Antonma

Replies

Spotware
11 Jul 2014, 09:21

Please make sure that WP indicator writes data to the corresponding indexes. In order to do that you can add Print statements to WP indicator. Output similar to the following could help you:

...
Result[8543] = 1.2345
Result[8544] = 1.2567

Then you can change Print statement in your top level indicator:

Print("WP[{0}]: {1}", lastIndex, WP.Result[lastIndex]);

@Spotware

Antonma
15 Jul 2014, 00:22

Hi,

at this indicator I fix the issue by moving the setting of the index value from MarketDepth.Updated function in to the calculation function of the indicator.

Unfortunately this fix didn't solve the issue with my another nested indicator where I try to put the result from my custom indicator into the OOTB Moving Averages indicator.

Here is it what I'm trying:

private WPOrderBook4MA WP;
        private MovingAverage WPMA;       
        private int lastIndex;

        protected override void Initialize()
        {
            // Initialize and create nested indicators
            object[] parameterAll = new[] 
            {
                (object)L2Depth
            };

            try
            {                
                WP = Indicators.GetIndicator<WPOrderBook4MA>(parameterAll);
                WPMA = Indicators.MovingAverage(WP.Result, BarPeriod, MovingAverageType.Simple);
            }
            catch (Exception ex)
            {
                Print(ex.Message);   
            }

            lastIndex = -1;
            
        }

  public override void Calculate(int index)
        {
            // Calculate value at specified index
            // Result[index] = ...
              if (!IsLastBar)
            {
                return;
            }

            
            if (lastIndex == 0)
            {
                lastIndex = index;
                return;
            }

            if (lastIndex != index)
            {

                try
                {

                    Result[index] = WPMA.Result[index];
                    Print("WPMA[{0}]={1} ", index, WPMA.Result[index]);
                    Print("WP[{0}]={1}", index, WP.Result[index]);
                    Print("WP.TimeFrame={0}", WP.TimeFrame);
                    Print("WP.Symbol={0}", WP.Symbol);
                    Print("WP.Time={0}", WP.Time);
                    Print("WP.DOMDepth={0}", WP.DOMDepth);
                    Print("WP.Result.LastValue{0}", WP.Result.LastValue);
                }
                catch (Exception ex)
                {

                    Print(ex.Message);
                }

                lastIndex = index;
            }
            
        }

For both

Print("WPMA[{0}]={1} ", index, WPMA.Result[index]);
Print("WP[{0}]={1}", index, WP.Result[index]);

I get always "NaN"

Some suggestions?

Thank you and bets regards,

Anton

@Antonma

Spotware
15 Jul 2014, 09:39

You can try to put such Print statements to WPOrderBook4MA indicator and compare indexes.

@Spotware

Copyright © 2024 Spotware Systems Ltd. All rights reserved.
The services provided by Spotware Systems Ltd. are not available to citizens or residents of the USA. Neither is the information on our websites directed toward soliciting citizens or residents of the USA.