How to add WMA formula into main code?

[wxtrox7]

Hi

I'm trying to add Weighted Moving average into my code and got abit stuck. I don't know how to proceed. If anyone out there can provide a few tips, it would be greatly appreciated.

Here is the partial code:

private void SetPlot(int index,MATYPE matype, int period){
if(matype == MATYPE.EMA)
Values[index].Set(Ema(index,period));
else if (matype == MATYPE.SMA)
Values[index].Set(Sma(index,period));
else if (matype == MATYPE.WMA)
Values[index].Set(Wma(index,period));
}
private double Sma(int index, int period){
double value;

if (CurrentBar == 0) value = (Input[0]);
else{
double last = Values[index][1] * Math.Min(CurrentBar, period);

if (CurrentBar >= period)
value = ((last + Input[0] - Input[period]) / Math.Min(CurrentBar, period));
else
value = ((last + Input[0]) / (Math.Min(CurrentBar, period) + 1));
}

return value;
}

private double Ema(int index, int period){
return CurrentBar == 0 ? Input[0] : Input[0] * (2.0 / (1 + period)) + (1 - (2.0 / (1 + period))) * Values[index][1];
}

private double Wma(int index, int period){

// here is where i am stuck..........................

thanks

[NinjaTrader_Bertrand]

wxtrox7, you would need to add the WMA calculation logic now in your custom method to have it custom calculated inside your strategy / indicator script and not have it rely on an external call.

[wxtrox7]

I got this from the NT default WMA code

private double Wma(int index, int period){
double value;

if (CurrentBar == 0) value = (Input[0]);
else{
int back = Math.Min(Period - 1, CurrentBar);
double val = 0;
int weight = 0;
for (int idx = back; idx >=0; idx--)
{
val += (idx + 1) * Input[back - idx];
weight += (idx + 1);
}
Value.Set(val / weight);

Since i took the example from another code, not sure how to rewrite this into my code.

THanks

[NinjaTrader_Bertrand]

You would need to code this as your custom WMA method then in your script, the return value for it would be the (val / weight). Depending on if you want to pass in a custom series, you would need to give the method an IDataSeries input parameter as well to calculate with.

[koganam]

I got this from the NT default WMA code

private double Wma(int index, int period){
double value;

if (CurrentBar == 0) value = (Input[0]);
else{
int back = Math.Min(Period - 1, CurrentBar);
double val = 0;
int weight = 0;
for (int idx = back; idx >=0; idx--)
{
val += (idx + 1) * Input[back - idx];
weight += (idx + 1);
}
Value.Set(val / weight);

Since i took the example from another code, not sure how to rewrite this into my code.

THanks

Replace

Value.Set(val / weight);

with

return (val / weight);

and make sure that you have completed the closure of your brackets.

[traderjh]

pass value to variable help

Hi,

I am trying to find correct syntax for this.

Value.Set(val / weight); // see previous post on WMA

double myWMA0 = Value.Set(val / weight)[0];
double myWMA1 = Value.Set(val / weight)[1];

I got an error from these lines. What is the proper syntax for this code to pass the value to variable from Value.Set?

Thanks,
-traderjh

[NinjaTrader_Bertrand]

What are you trying to access here traderjh? The WMA values could also be directly called by calling the indicator method in your script.

double myWMA0 = WMA(8)[0];
double myWMA1 = WMA(8)[1];

[traderjh]

Hi Bertrand,

Thank you for your reply. I am trying to use the prices to display by DrawTextFixed from WMA Indicator in secondary timeframe and also to pass to condition section.

I am thinking to incorporate part of WMA logic in indicator into strategy to work with all timeframe prices. My struggle is that the strategy gets all pointed to primary timeframe only. I am trying to mimic 2+ WMA indicators into my strategy's plot lines(StrategyPlot). I will appreciate your suggestions.

Thanks,
-traderjh

[traderjh]

One more question, Bertrand,

In the code you just posted:
double myWMA0 = WMA(8)[0];
double myWMA1 = WMA(8)[1]; << Is this reference to previous bar or 2nd timeframe?

If not 2nd timeframe, what is code for the previous bar?

Thanks again.

[NinjaTrader_Matthew]

double myWMA1 = WMA(8)[1]; << Is this reference to previous bar or 2nd timeframe?

That would be previous bar.

2nd time frame would be:

double myWMA1 = WMA(BarsArray[1], 8)[x];

where x is the barsAgo value.

You can also use:

double myWMA1 = WMA(Close[b]s[/b], 8)[x];

[traderjh]

Thanks Matthew.

I need to make sure that I understand correctly.

Does BarsArray[x] consist Close price?

[NinjaTrader_Matthew]

Yes, it would be the Close price.