Using IDataSeries

[MrScrillz]

Hi,
I have a couple of newbie questions:

1. I want to calculate the standard deviation on the bar size (high - low for each bar) for a series of bars.
Given that standard deviation calculation StdDev requires an iDataSeries as a parameter, how can I achieve this?

Eg, for a calculation on the standard deviation for the previous 10 bars, for instance,
double value = StdDev((High - Low), 10); will not compile since you can't subtract one data series from another.

2. Similarly, I want to calculate the average bar length (high - low) for a series going back a specific number of bars, but I can't see an appropriate method for this.

3. Given that I will be calculating the above 2 calculations on previous bars in a series I imagine that if i try to calculate, say, standard deviation on the first bar in the series for the previous 10 bars in the series I would raise an out of bounds exception, what is an easy way to check that I am not going on the first bar in the series?

[NinjaTrader_Bertrand]

MrScrillz, for this case you would want to calcuate the difference first in a custom data series for example and then run the StdDev calcs on this series instead - http://www.ninjatrader.com/support/f...ead.php?t=7299

In your case though you can also use the Range() indicator as input for the StdDev, it would return a data series already if not called with an index ( [x] at it's end to request a specific double value from a series ).

For not running into accessing non available bars, you can return out of the OnBarUpdate() for this first x bars on a chart, see this tip for sample code - http://www.ninjatrader.com/support/f...ead.php?t=3170