Suggestion: Open[], High[], Low[] and Close[] should always contains price data

[MikeInMA]

When the input series selected for an indicator via the Indicators windows is associated with price data, Open[], High[], Low[] and Close[] are also derived from the price data, as expected. But if the selected input series is another indicator, Open[], High[], Low[] and Close[] (as well as Input[]) will all contain the value returned by the subordinate indicator and, for any given price bar, will be identical. In other words, we get the output of the subordinate indicator five different times! And meanwhile access to price data is lost. I would submit that it is more than sufficient to have the value returned by the subordinate indicator in Input[], and Open[], High[], Low[] and Close[] should always contain price data.

[NinjaTrader_Bertrand]

Hi Mike, thanks for submitting this suggestion - I can understand your points made.

[MikeInMA]

I realize there are probably quite a few indicators written against Close[] rather than Input[] – heck, even the stub for OnBarUpdate() generated by the indicator wizard sets plots to Close[0] instead of Input[0] (which, come to think of it, ought to be changed, too!) – so my suggestion represents something of a code-breaking change. But I still don't think protecting the use of Close[] justifies the loss of access to price data when indicator-on-indicator is used.

Another interesting way to approach this would be to have Close[0][] hold data from the indicator's input, Close[1][] hold data from the input's input, etc., and in that way an indicator would be able to retrieve data from every link in an indicator-on-indicator chain, culminating with being able to retrieve price data. This would impact the subscripts used to access added data series, so it would still break some code. However, this is a more comprehensive approach than above that would actually break less code. Add a variable that contains the length of the chain and we're all set!

[NinjaTrader_Bertrand]

Thank you for the extended suggestions, I'll forward them - the current approch is that you only get access to the main input series, in the case of indicator on indicator this is not going to be the price data series the base indicator would then be running on.

[echoeversky]

Hey Mike, there is a way, and Richard over at movethemarkets found a funny way out of the box work around. Make a Bar Type!

It has its follies, and its an initial run at the issue without having to use a recorder. (recompiling is a pain but hey, I'll take it)

Ninjatrader might get the historical data sorted out say by v8.0.0.0.

http://www.youtube.com/watch?v=V2q6SD6PBCk