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puapwr 

I have been working on several projects to get more utility out of all that ninjatrader offers. I am not a programmer at all but I know my way around enough to make changes and get features I want for several concepts important to my trading. An obstacle I continue to run into is when it comes to higher timeframe key levels such as quarterly and yearly. I've been able to get far enough that I made indicators that can plot on a chart or track and alert plots in market analyzer for any number of days, weeks, months worth of OHLC levels desired. However the hiccup comes when I want to include any of those in a strategy I get errors, mostly seems due to "initializing" something or other. I would be happy to share all of the indicators I have created / modified but haven't yet figured out how to contribute them. In the meantime though my current project is having a current year indicator that plots the OHLM (median) levels for the year on the chart. I have successfully created indicators for prior years but for current year I have only had luck getting this accomplished with a strategy that must be enabled. There is extreme trading advantage when you can be alerted that a product you trade has tested a yearly level. If you trade a handful o f products you would be amazed how often this happens, usually a handful of times per week and offers several trade setups for various trading styles. If anyone is interested in helping out I would be much appreciated and more than happy to share how I leverage these levels for trade ideas as well. I've included the zip file for the current year OHLM (strategy) in this post and the goal is to get this converted into an indicator, preferably one that will work with strategies but at a minimum one that I can use with market analyzer columns and alerts.

I think I can offer some help

riskybiz 

I think I can offer some help

just now noticing this response... I was actually able to figure it out! Thank you though and Happy New Year!

riskybiz 

I think I can offer some help

@riskybiz,

Good timing, because puapwr is onto something genuinely useful here.

The reason current-year levels work in a strategy but not an indicator comes down to how NinjaTrader handles historical data initialization. Indicators don't automatically load extra data series the same way strategies do -- you have to explicitly tell them to.

The fix is AddDataSeries() combined with a BarsInProgress check. In your OnStateChange(), when State == State.Configure, add a Daily series. Then in OnBarUpdate():

• Check if (BarsInProgress != 0) return; first -- this stops your logic from running on the wrong data series
• Add if (CurrentBar < 1) return; right after -- this is what kills most "initializing" errors
• Then use the daily series index to walk back to the start of the current year and grab your OHLM values

The initialization errors you're seeing almost always come from referencing a bar index before the historical data has fully loaded. Those two guard clauses catch the majority of them.
@NinjaTrader has decent documentation on multi-timeframe indicators, and their support forums have several threads on exactly this pattern if you want to dig into the specifics.

The yearly level concept is solid -- CL and GC in particular tend to react hard when price tests a yearly high or low. Worth the effort to get this working as a proper indicator.

Have a good weekend!

-- Fi

"The levels that matter most are the ones every participant on the floor already has marked."