Test to see if one EMA > other EMA

[GKonheiser]

Im using the statement below to test one EMA to see if its greater then the other but am getting errors,


if(EMA(Closes[1], fEMA) > EMA(Closes[1], sEMA))

Error "Operator > cannot be applied to operands of type ...."

How should this be done correctly?

[NinjaTrader_Bertrand]

GKonheiser, you would need to actually pick a value from your EMA series objects to compare, this is usually done by indexing via [ ] brackets.

if(EMA(Closes[1], fEMA)[0] > EMA(Closes[1], sEMA)[1])

[GKonheiser]

OK thats working now. In the Initialize section I have :-

EMA(Closes[1], fEMA).Plots[0].Pen.Color = Color.Black;
EMA(Closes[1], sEMA).Plots[0].Pen.Color = Color.Red;

But I'm not seeing them plotted on the chart?

[NinjaTrader_Bertrand]

You see any log errors as this happens? I would not expect that to work since the BarsObject could not be accessed in Initialize() yet.

[GKonheiser]

Nothing in the logs. So is there any point of creating them in Initialize?

[NinjaTrader_Bertrand]

The option is there to add an indicator to display, you could not pass a custom bars object series to it though. An alternative would be doing the MultiSeries calcs in the indicator itself and then adding this complete indicator from the strategy script.

[koganam]

OK thats working now. In the Initialize section I have :-

EMA(Closes[1], fEMA).Plots[0].Pen.Color = Color.Black;
EMA(Closes[1], sEMA).Plots[0].Pen.Color = Color.Red;

But I'm not seeing them plotted on the chart?

That is setting the colors of some indicators. Where are you assigning them to a Plot? Merely setting the colors will not make them plot.

[GKonheiser]

So its not posible to plot an indicator based on a second bar index without writing a seperate indicator?

[NinjaTrader_Bertrand]

That is unfortunately correct, another approach would be visualization via the Strategy Plot samples concepts - http://www.ninjatrader.com/support/f...ead.php?t=6651

[GKonheiser]

OK so im going to write a diferent indicaor for this. Ive taken the EMA code and used that as a starting point. Where in the Value.Set to I pass the Index locating 1 to indicate using the 15 Min bars?
Thanks for the help. Here is the code I have so far:-

//
// Copyright (C) 2006, NinjaTrader LLC <www.ninjatrader.com>.
// NinjaTrader reserves the right to modify or overwrite this NinjaScript component with each release.
//

#region Using declarations
using System;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.ComponentModel;
using System.Xml.Serialization;
using NinjaTrader.Data;
using NinjaTrader.Gui.Chart;
#endregion

// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
/// <summary>
/// Exponential Moving Average. The Exponential Moving Average is an indicator that shows the average value of a security's price over a period of time. When calculating a moving average. The EMA applies more weight to recent prices than the SMA.
/// </summary>
[Description("The Exponential Moving Average is an indicator that shows the average value of a security's price over a period of time. When calculating a moving average. The EMA applies more weight to recent prices than the SMA.")]
public class EMA15 : Indicator
{
#region Variables
private int fEMA = 7;
private int sEMA = 21;
#endregion


protected override void Initialize()
{
Add(PeriodType.Minute, 15);
Add(new Plot(Color.Orange, "FEMA"));
Add(new Plot(Color.Orange, "SEMA"));

Overlay = true;
}


protected override void OnBarUpdate()
{
Value.Set(CurrentBar == 0 ? Input[0] : Input[0] * (2.0 / (1 + FEMA)) + (1 - (2.0 / (1 + FEMA))) * Value[1]);
Value.Set(CurrentBar == 0 ? Input[0] : Input[0] * (2.0 / (1 + SEMA)) + (1 - (2.0 / (1 + SEMA))) * Value[1]);

}

#region Properties

[Description("Numbers of bars used for calculations")]
[GridCategory("Parameters")]
public int FEMA
{
get { return fEMA; }
set { fEMA = Math.Max(1, value); }
}
[Description("Numbers of bars used for calculations")]
[GridCategory("Parameters")]
public int SEMA
{
get { return sEMA; }
set { sEMA = Math.Max(1, value); }
}
#endregion
}
}

#region NinjaScript generated code. Neither change nor remove.
// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
public partial class Indicator : IndicatorBase
{
private EMA15[] cacheEMA15 = null;

private static EMA15 checkEMA15 = new EMA15();

/// <summary>
/// The Exponential Moving Average is an indicator that shows the average value of a security's price over a period of time. When calculating a moving average. The EMA applies more weight to recent prices than the SMA.
/// </summary>
/// <returns></returns>
public EMA15 EMA15(int fEMA, int sEMA)
{
return EMA15(Input, fEMA, sEMA);
}

/// <summary>
/// The Exponential Moving Average is an indicator that shows the average value of a security's price over a period of time. When calculating a moving average. The EMA applies more weight to recent prices than the SMA.
/// </summary>
/// <returns></returns>
public EMA15 EMA15(Data.IDataSeries input, int fEMA, int sEMA)
{
if (cacheEMA15 != null)
for (int idx = 0; idx < cacheEMA15.Length; idx++)
if (cacheEMA15[idx].FEMA == fEMA && cacheEMA15[idx].SEMA == sEMA && cacheEMA15[idx].EqualsInput(input))
return cacheEMA15[idx];

lock (checkEMA15)
{
checkEMA15.FEMA = fEMA;
fEMA = checkEMA15.FEMA;
checkEMA15.SEMA = sEMA;
sEMA = checkEMA15.SEMA;

if (cacheEMA15 != null)
for (int idx = 0; idx < cacheEMA15.Length; idx++)
if (cacheEMA15[idx].FEMA == fEMA && cacheEMA15[idx].SEMA == sEMA && cacheEMA15[idx].EqualsInput(input))
return cacheEMA15[idx];

EMA15 indicator = new EMA15();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.FEMA = fEMA;
indicator.SEMA = sEMA;
Indicators.Add(indicator);
indicator.SetUp();

EMA15[] tmp = new EMA15[cacheEMA15 == null ? 1 : cacheEMA15.Length + 1];
if (cacheEMA15 != null)
cacheEMA15.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheEMA15 = tmp;
return indicator;
}
}
}
}

// This namespace holds all market analyzer column definitions and is required. Do not change it.
namespace NinjaTrader.MarketAnalyzer
{
public partial class Column : ColumnBase
{
/// <summary>
/// The Exponential Moving Average is an indicator that shows the average value of a security's price over a period of time. When calculating a moving average. The EMA applies more weight to recent prices than the SMA.
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.EMA15 EMA15(int fEMA, int sEMA)
{
return _indicator.EMA15(Input, fEMA, sEMA);
}

/// <summary>
/// The Exponential Moving Average is an indicator that shows the average value of a security's price over a period of time. When calculating a moving average. The EMA applies more weight to recent prices than the SMA.
/// </summary>
/// <returns></returns>
public Indicator.EMA15 EMA15(Data.IDataSeries input, int fEMA, int sEMA)
{
return _indicator.EMA15(input, fEMA, sEMA);
}
}
}

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
public partial class Strategy : StrategyBase
{
/// <summary>
/// The Exponential Moving Average is an indicator that shows the average value of a security's price over a period of time. When calculating a moving average. The EMA applies more weight to recent prices than the SMA.
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.EMA15 EMA15(int fEMA, int sEMA)
{
return _indicator.EMA15(Input, fEMA, sEMA);
}

/// <summary>
/// The Exponential Moving Average is an indicator that shows the average value of a security's price over a period of time. When calculating a moving average. The EMA applies more weight to recent prices than the SMA.
/// </summary>
/// <returns></returns>
public Indicator.EMA15 EMA15(Data.IDataSeries input, int fEMA, int sEMA)
{
if (InInitialize && input == null)
throw new ArgumentException("You only can access an indicator with the default input/bar series from within the 'Initialize()' method");

return _indicator.EMA15(input, fEMA, sEMA);
}
}
}
#endregion

[NinjaTrader_Bertrand]

GKonheiser, would suggest to use this approach attached instead.

[GKonheiser]

Thats very kind thanks.

[GKonheiser]

How do I then call the indicator in the strategy to overlay on the chart?

[NinjaTrader_Bertrand]

You mean to add for charting? Just via the usual Add() call in your Initialize(), i.e.

Add(EMA15(5, 20));