Hello,

I finally wrote the multiinstrument indicator (correlation between two instruments) as I was asking you here
viewtopic.php?f=6&t=23861
without any response from your side...

So the indicator is done, I created my own algorithm how to synchronize data of two instrument for the calculation.
The indicator is working fine, you can try it (code is in attachment LS_I_DirectionalCorrelation_vs_GBPUSD.java)
indicator is calculating correlation index between GBPUSD instrument and instrument of chart where the indicator is added.
I just dont know how to correctly use the indicator in code of strategy for live trading or backtesting to access the values of indicator. How to calculate values of this my indicator inside of some strategy...?

In attachment is code of test stretegy what I tried "LS_S_UsingIndicatorInStrategy.java" the strategy is just trying to calculate values of the indicator.
But when I am trying to do backtest there is still exception:¨

13:21:24 Strategy tester: java.lang.ArrayIndexOutOfBoundsException: 1 @ jforex.LS_S_UsingIndicatorInStrategy.onBar(LS_S_UsingIndicatorInStrategy.java:20)

Can you please advice me how to create strategy code to access values from this my indicator??
Thank you

Hi,
You need to specify the OfferSide for the second input:

indicators.calculateIndicator(
                    instrument,
                    period,
                    new OfferSide[] {OfferSide.BID, OfferSide.BID},
                    "LS_I_DirectionalCorrelation_vs_GBPUSD",
                    new IIndicators.AppliedPrice[] {IIndicators.AppliedPrice.CLOSE},
                    new Object[] {14},
                    1);

Then use the result to access the indicator output as follows:

Object[] val = indicators.calculateIndicator(
                    instrument,
                    period,
                    new OfferSide[] {OfferSide.BID, OfferSide.BID},
                    "LS_I_DirectionalCorrelation_vs_GBPUSD",
                    new IIndicators.AppliedPrice[] {IIndicators.AppliedPrice.CLOSE},
                    new Object[] {14},
                    1);
console.getOut().println('indicator value: ' + val[0]);

Great! Its working thank you very much, I didnt realize that I have to set OfferSide for all used inputs.
Could you please remove the source code of the indicator from this thread? Thanks

Is it OK that there is only one AppliedPrice in the array?
Because when the indicator use two instruments for calculation and there has to be two OfferSide defined I was wondering if there also has to be two AppliedPrice defined.. ?

Thank you for your response

Hi,
Since you use the InputParameterInfo.Type.BAR in your indicator and explicitly specify the type of price you use, you don't need to specify the AppliedPrice at all.