Can someone from NT explain this?

[roonius]

Very simple code, very crazy results.

 
#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Gui.Chart;
#endregion
namespace NinjaTrader.Indicator
{
    public class SMATest : Indicator
    {
        #region Variables
            private int period = 2; 
            private DataSeries test;
        #endregion
        protected override void Initialize()
        {
            Add(new Plot(Color.FromKnownColor(KnownColor.Orange), PlotStyle.Line, "SMAT"));
            test = new DataSeries(this);
            CalculateOnBarClose = true;
            Overlay    = true;
            PriceTypeSupported = false;
        }
        protected override void OnBarUpdate()
        {
          test.Set(High[0]);
          if(CurrentBar==0) return;
          test.Set(1, Close[1]);
          Print("test[1]: " + test[1].ToString() 
              + " test[0]: " + test[0].ToString() 
              + " SMA(test, 2)[0]: " + SMA(test, 2)[0].ToString());
        }
        #region Properties
        [Browsable(false)] // this line prevents the data series from being displayed in the indicator properties dialog, do not remove
        [XmlIgnore()]  // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
        public DataSeries SMAT
        {
            get { return Values[0]; }
        }
        [Description("")]
        [Category("Parameters")]
        public int Period
        {
            get { return period; }
            set { period = Math.Max(1, value); }
        }
        #endregion
    }
}

Output:

test[1]: 916.5 test[0]: 916.75 SMA(test, 2)[0]: 3264.625
test[1]: 916.5 test[0]: 916.75 SMA(test, 2)[0]: 3264.75
test[1]: 916.5 test[0]: 916.5 SMA(test, 2)[0]: 3264.75
test[1]: 916.5 test[0]: 916.5 SMA(test, 2)[0]: 3264.75

there are 2 last values printed and SMA of those 2 values.
I expect totally different printout from SMA.

Any ideas?

thanks

[NinjaTrader_JoshP]

roonius,

I suggest you print the actual received values from the SMA. You will find you are not running your manual calculations with the correct values.

[roonius]

roonius,

I suggest you print the actual received values from the SMA. You will find you are not running your manual calculations with the correct values.

I am sorry Josh, which calculations you are refering to are "manual"?

[NinjaTrader_JoshP]

Manual would be your test[1] + test[0] / 2. That is what I am assuming you are using.

If you created a SMA indicator variant that actually prints out the components of the calculations it uses you will find you are not using the same values in your manual calculation.

[roonius]

Manual would be your test[1] + test[0] / 2. That is what I am assuming you are using.

If you created a SMA indicator variant that actually prints out the components of the calculations it uses you will find you are not using the same values in your manual calculation.

Thank you Josh,

I have figured that out already, as I stated in the other thread, but it is quite misleading.

If test[1] == 2 and test[0] == 4 then we should expect SMA(test,2)[0] == 3; however it is not (if you changed test[1] value during the bar 0) due to the way how SMA is calculated.

[NinjaTrader_JoshP]

roonius,

We will look into it.

[NinjaTrader_JoshP]

roonius,

SMA will not use updated values to reprocess its values. If you do in fact wish for this behavior you will need to create your own custom variant of the SMA indicator.

[roonius]

roonius,

SMA will not use updated values to reprocess its values. If you do in fact wish for this behavior you will need to create your own custom variant of the SMA indicator.

Thanks. That's exactly what I did.
This is not regarding SMA only. Any indicator which is calculated using it's previous values will not use updated values...

[NinjaTrader_JoshP]

That is correct.

[cbaer]

Thanks. That's exactly what I did.
This is not regarding SMA only. Any indicator which is calculated using it's previous values will not use updated values...

Hi roonius,

would you mind posting an example SMA EMA or what every you have changed at 'my' thread

http://www.ninjatrader-support2.com/vb/showthread.php?p=93671#post93671

thanks a lot

cbaer

[roonius]

Hi roonius,

would you mind posting an example SMA EMA or what every you have changed at 'my' thread

http://www.ninjatrader-support2.com/vb/showthread.php?p=93671#post93671

thanks a lot

cbaer

You have to make your own SMA which does not use stored values.
For example:

private double MySMA(IDataSeries inp, int length)
{

double sum = 0;
for(int idx = 0; idx <= Math.Min(length - 1, CurrentBar); idx ++)

sum += inp[idx];

return sum / Math.Min(length, CurrentBar + 1);

}