Indicator

[ryebank]

Hi

I have a indicator which monitors a number of bar formations but want to add an additional constraint which looks at 2 simple moving averages on a chart and checks to see if the shorter term SMA is above the longer term SMA and vice versa.

How do i reference the SMA from the charts in the indicator programming language?

Regards
Ryebank

[NinjaTrader_Tim]

Hi ryebank,

To clarify, by "shorter term" are you referring to a shorter interval, such as a shorter time interval. Or are you referring to a smaller period SMA?

You can access the SMA with the syntax described here - http://www.ninjatrader-support.com/H...vingAverageSMA

[ryebank]

yes 14 period ma and 200 period ma on the same chart same time frame

[ryebank]

as an example could i write

<previous calculation> && (SMA(close,14) > SMA(close,200))

Do i need to declare any variables?

Do i need to add these columns to the market analyzer or will it reference historical data to see if the above condition is true?

rye

[NinjaTrader_Tim]

Hi ryebank,

If you are using this in an if statement, you could do something like...

if (SMA(14)[0] > SMA(200)[0])
{ 
do something
}

Can you clarify what you are trying to do with the Market Anaylzer?

[ryebank]

Ok that seems straight forward...

MA is where my custom built indicator is running and provided alerts

Can i edit my indicator from Tools > Edit NinjaScript > Indicator and will this update the current compiled version or do i have to reimport the indicator script once i've made a change?

[ryebank]

would this work.....

if (SMA(close, 14)[0] > SMA(close, 200)[0])
{
do something
}

[NinjaTrader_Tim]

Hi ryebank,

Correct, you can make the changes at "Tools>Edit NS>Indicator" then compile the indicator. Be sure to "Reload NinjaScript" once you're done. This can be done from the right click menu in both a chart or Market Analyzer.

[ryebank]

SMA's

There’s an added complication I’ve thought of. I also need to check to see if the price is above or below the moving averages for example

if (Price > (SMA(close,14)[0] && SMA(close,200))[0] && (SMA(close,14)[0] > SMA(close,200)[0])) || (Price < (SMA(close,14)[0] && SMA(close,200)[0]) && (SMA(close,14)[0] < SMA(close, 200)[0]))
{
do something
}

what I’m trying to filter are alerts generated when the price is below both moving averages but SMA(14) is greater than SMA(200), so if this occurs I don’t want an alert as the price has to be above both SMA’s and SMA(14) has to be greater than SMA(200) and vice versa for shorts

How do I compare SMA’s against current price to ensure it’s above or below?

Is the logic correct and would it work programmatically?

Many thanks,
Ryebank

[NinjaTrader_Tim]

Hi ryebank,

To compare price to something, you can simply use Close, for example you refer to the current price with Close[0]. This is of course with CalculateOnBarClose=false. On historical, or with COBC=true, Close[0] will refer to the close price.

More info at - http://www.ninjatrader-support.com/H...ide.html?Close

[ryebank]

Compare price

Hi,

How do i compare the close of the last bar with the close of a bar x time ago for example how do i compare the close 15:00 (close[0]) bar with the close of a bar at 11:00 (close[3]) allowing for the fact that 11:00 is a fixed time and each subsequent bar needs to be compared against this - 15:00 (11:00), 16:00 (11:00), 17:00 (11:00)....?

Thanks
Ryebank

[NinjaTrader_JoshP]

ryebank,

You can use GetBar() to get the index value needed. Please see the example in the following link. It does pretty similar to what you want: http://www.ninjatrader.com/support/h...nt7/getbar.htm

[ryebank]

GetBar

Hi,

Thanks for GetBar I now have it checking previous bars.

However, i do have a question. In DateTime i specify a day (2010, 8, 18, 11, 0 ,0). What happens when the day becomes (2010, 8, 19, 11, 0, 0) do I have to update the script each day or is there a way to use 'current day'?

Thanks
Rye

[NinjaTrader_Austin]

Rye, you can access Time[0], which would be the time of the most recent bar, and you can grab the DateTime info from there.

int day = Time[0].Day;
int month = Time[0].Month;
int year = Time[0].Year;

int second = Time[0].Second;
int minute = Time[0].Minute;
int hour = Time[0].Hour;

[ryebank]

daily

Hi

if SMA(Close,14)[0] grabs the closing value of the SMA on a 15 minute chart how do I compare it with the closing price of a SMA (same bar [0]) from a daily chart?

Cheers
Ryebank