Hi, I am trying to code my own indicator but when I try to add myDataseries to MAX or SMA the code does not work.
IsOverlay = false;
DisplayInDataBox = true;
DrawOnPricePanel = true;
DrawHorizontalGridLines = true;
DrawVerticalGridLines = true;
PaintPriceMarkers = true;
IsSuspendedWhileInactive = true;
AveragePeriod = 10;
StdPeriod = 10;
AddPlot(Brushes.Orange, "buys");
AddPlot(Brushes.WhiteSmoke, "sells");
AddPlot(Brushes.WhiteSmoke, "PriceVolumeDeltaPlot");
}
else if (State == State.DataLoaded)
{
SpreadNormalized = new Series<double>(this);
SpreadAvg = new Series<double>(this);
Max_Accepted = new Series<double>(this);
Min_Accepted = new Series<double>(this);
}
}
protected override void OnBarUpdate()
{
if (CurrentBar < activeBar || CurrentBar <= BarsRequiredToPlot)
return;
if (CurrentBar != activeBar)
{
activeBar = CurrentBar;
}
SpreadAvg[0] = (Close[0] - Open[0]);
if (CurrentBar >= AveragePeriod)
{
Spread_Bar = MAX(SpreadAvg, AveragePeriod)[0];
}
Series<double> myDataSeries = new Series<double>(this);
// double value = SMA(myDataSeries, 20)[0];
Sells[0] = Max_Accepted[0];//VolumeNormalized[0];
Buys[0] = Spread_Bar;//SpreadAvg[0];//SpreadNormalized[0];
}
fc77
June 19, 2025, 6:22pm
2
The code you posted appears incomplete so I can’t give you specific suggestions, but I do see a few issues that pop at me.
I don’t see how Max_Accepted and Spread_Bar are calculated. Yet you assign their values to Sells and Buys. So it makes sense that those plots would be empty.
The following line should be in State.DataLoaded with the rest of Series initializations and not in OnBarUpdate
Series myDataSeries = new Series(this);
The only line that has the SMA() method is commented out.
What you probably want to do is to assign the values that you want to average into one of the Series. Then pass that Series to SMA(). But you’ll need to assign values to that Series before they are passed to SMA().
Hope this helps.
Hi, Thanks and Sorry for the incomplete code.
Please see the revise code below.
If I comment these lines below plots are ok, but as soon as they are active code nothing gets plotted.
Spread_Bar = MAX(SpreadAvg, AveragePeriod)[0];
public class GRINDISpread : Indicator
{
private int activeBar = 0;
private Series<double> SpreadNormalized;
private Series<double> SpreadAvg;
private Series<double> Max_Accepted;
private Series<double> Min_Accepted;
private Series<double> myDataSeries;
private double Spread_Bar;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = NinjaTrader.Custom.Resource.NinjaScriptIndicatorDescriptionBuySellVolume;
Name = "GRINDISpread";
BarsRequiredToPlot = 10;
Calculate = Calculate.OnEachTick;
IsOverlay = false;
DisplayInDataBox = true;
DrawOnPricePanel = true;
DrawHorizontalGridLines = true;
DrawVerticalGridLines = true;
PaintPriceMarkers = true;
IsSuspendedWhileInactive = true;
AveragePeriod = 10;
StdPeriod = 10;
AddPlot(Brushes.Orange, "buys");
AddPlot(Brushes.WhiteSmoke, "sells");
AddPlot(Brushes.WhiteSmoke, "PriceVolumeDeltaPlot");
}
else if (State == State.DataLoaded)
{
SpreadNormalized = new Series<double>(this);
SpreadAvg = new Series<double>(this);
Max_Accepted = new Series<double>(this);
Min_Accepted = new Series<double>(this);
myDataSeries = new Series<double>(this);
}
}
protected override void OnBarUpdate()
{
if (CurrentBar < 30)
return;
SpreadAvg[0] = (Close[0] - Open[0]);
Max_Accepted[0] = Close[0];
myDataSeries[0] = Open[0];
Spread_Bar = Typical[0];
Spread_Bar = MAX(SpreadAvg, AveragePeriod)[0];
double value = SMA(myDataSeries, 20)[0];
Sells[0] = Max_Accepted[0];//VolumeNormalized[0];
Buys[0] = Spread_Bar;//SpreadAvg[0];//SpreadNormalized[0];
}
#region Properties
[Browsable(false)]
[XmlIgnore]
public Series<double> Buys
{
get { return Values[0]; }
}
[Browsable(false)]
[XmlIgnore]
public Series<double> Sells
{
get { return Values[1]; }
}
[Browsable(false)]
[XmlIgnore]
public Series<double> PriceVolumeDeltaPlot
{
get { return Values[2]; }
}
[Browsable(false)]
[XmlIgnore]
public Series<double> VolumeDeltaPlot
{
get { return Values[3]; }
}
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name = "AveragePeriod", Order = 80, GroupName = "Parameters")]
public int AveragePeriod
{ get; set; }
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name = "StdPeriod", Order = 90, GroupName = "Parameters")]
public int StdPeriod
{ get; set; }
#endregion
eDanny
June 23, 2025, 5:19pm
4
Try these changes:
SpreadAvg[0] = (Close[0] - Open[0]);
Max_Accepted[0] = Close[0];
myDataSeries[0] = Open[0];
//Spread_Bar = Typical[0];
if (CurrentBar < 30)
{
Spread_Bar = Typical[0];
return;
}
//Spread_Bar = MAX(SpreadAvg, AveragePeriod)[0];
Spread_Bar = MAX(SpreadAvg[0], AveragePeriod)[0];
double value = SMA(myDataSeries, 20)[0]; // Isn't this the same as SMA(Close, 20)[0]; ??
Sells[0] = Max_Accepted[0];//VolumeNormalized[0]; // Isn't this the same as Sells[0] = Close[0]; ??
Buys[0] = Spread_Bar;//SpreadAvg[0];//SpreadNormalized[0];
}
Hi Danny,
I figured out the issue.
In the region properties I had 4 variables listed to plot:
#region Properties
[Browsable(false)]
[XmlIgnore]
public Series<double> Buys
{
get { return Values[0]; }
}
[Browsable(false)]
[XmlIgnore]
public Series<double> Sells
{
get { return Values[1]; }
}
[Browsable(false)]
[XmlIgnore]
public Series<double> PriceVolumeDeltaPlot
{
get { return Values[2]; }
}
[Browsable(false)]
[XmlIgnore]
public Series<double> VolumeDeltaPlot
{
get { return Values[3]; }
}
But in the OnStateChange I only had 3 AddPlots:
protected override void OnStateChange()
I have no idea why affect some indicators like SMA and StdDev and why does not affect other plots, but it was the solution.