Converting an EasyLanguage Indicator to NinjaScript

[NeverDownMoney]

Hi all I have an indicator in EasyLanguage that I am trying to convert to NinjaScript. In it, one of the things that I want to do is create a price series based on the (High + Low) / 2

In EasyLanguage it looks like this -
Inputs: Price((H+L)/2);

If I want to look at Price for the previous bar then (of course) it would be Price[1]

Please tell me that there is an easy way to do this in NinjaScript?

[Emma1]

previous bar : close[1], or open[1] or High[1] or Low[1] which could be c1, o1, h1, l1 ..... so on

[NeverDownMoney]

Yes and thank you Emma1,

I understand that you get the previous bar that way but how do I do what I am trying to do, i.e. return a Series<double> by adding two Series<double> and dividing by two. In EasyLanguage Price((High + Low) / 2) yields a Series<double> and High and Low are Series variables just as in NinjaTrader.

I tried the following...
private IEnumerable<double> Price(int len)
{
int i = 0;
while (i < len)
{
i++;
yield return (High[i] + Low[i]) / 2;
}
}

But this seems a bit convoluted and I would need to cast it to get it to work correctly. It also seems a bit error prone.

[NinjaTrader_ChelseaB]

Hello NeverDownMoney,

Emma1 is correct in to use the Close, High, Open, etc series.

Below is a link to the help guide.

https://ninjatrader.com/support/helpGuides/nt8/priceseries.htm

If you want to create your own series, there is already a type created for this and it is Series<Type> which must be initiated in OnStateChange when State is State.DataLoaded. (The IEnumerable for general C# collections is not the the correct type)

https://ninjatrader.com/support/helpGuides/nt8/seriest.htm

[NeverDownMoney]

Thank you NinjaTrader_ChelseaB,

Emma1 misunderstood my question which is easy to do if you have no familiarity with EasyLanguage, I understand. I was not wanting to reference the Series<T>[n] but the Series<T>. I wanted to add the two Series<T> together (think operator overloading - if you are familiar with this concept).

// so then - here would be the code if indeed Series<T> supported addition which I know it does not and division which it does not
Series<double> price = (High + Low) /2;

Since then I discovered that it is possible for me to do this by (as you say above) by creating my own Series<T> thanks. Don't you mean instantiated not initiated?

Basically what I want to do is a similar thing as Typical does...
// Summary:
// A collection of historical bar typical prices. Typical price = (High + Low +
// Close) / 3.
[Browsable(false)]
[XmlIgnore]
public ISeries<double> Typical { get; }

Instead my value if it were coded would be...
// Summary:
// A collection of historical bar prices. Price price = (High + Low) / 2.
[Browsable(false)]
[XmlIgnore]
public ISeries<double> Price { get; }

This is what I am trying to do.

Does that make sense?

[NeverDownMoney]

Sorry if I sound like a pompous a$$. I think I have this figured out with your help, thanks. I need to remember that this is an event driven system and that price[0] will get updated at every OnBarUpdate() call.

Here is the code for the price -

namespace NinjaTrader.NinjaScript.Indicators
{
public class CustomIndicator : Indicator
{
private Series<double> price;

protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
...
}
else if (State == State.DataLoaded)
{
price = new Series<double>(this, MaximumBarsLookBack.Infinite); // price variable instantiated here
}
else if (State == State.Configure)
{
}
}

protected override void OnBarUpdate()
{
price[0] = (High[0] + Low[0]) / 2; // initialized here
...
// Ensures we have enough bars loaded for our indicator
if (CurrentBar < Len)
return;

double maxHigh = HighestBar(price, Len); // used here
}
}
}

[NinjaTrader_ChelseaB]

Hello NeverDownMoney,

I'm glad you were able to get the custom series declared and values set.