basic Statistics functions

[mtthwbrnd]

I know that I can easily write the code for myself, but does C# have a library (or is there a NinJaTrader function somewhere) which calculates basic statistics of an array, such as Minimum, Maximum, Average etc... values?

I don't want to become the 100,000,000,000,000th person to write a:

public double Mean( double [] data) {...} function!!!!

Thanks,
Matthew.

[NinjaTrader_RyanM1]

Hello mtthwbrnd,

Thank you for your post.

You can use the C# System.Math library in NinjaScript. That link takes you to the relevant MSDN article.

C# Method (Functions) Reference from our help guide.

[mtthwbrnd]

Those Min and Max appear to only handle two numbers. Is there a .NET or Ninjatrader function which will tell me the minumum value in an array? (or list etc...).

Thanks,
Matthew.

[NinjaTrader_RyanM1]

Hi Matthew,

This is essentially what the NinjaScript functions MAX() and MIN() will do, but will only accept a dataseries as input.

Minimum(MIN)

Maximum(MAX)

You can edit these functions to see the logic used. Tools > Edit NinjaScript > Indicator.