Sorting values in a DataSeries

[afshinmoshrefi]

I am calculating a value for each bar stored in a DataSeries object.
I want to be able to sort the last 210 values and find the 20th highest and 20th lowest values.

I know I can assign it to an array and then sort the array. Is there a more straight forward way to sort set of number in a DataSeries object?

[NinjaTrader_JC]

Hello afshinmoshrefi,

There would not be a simpler method to be able to accomplish finding the 20th Highest/Lowest values other than the one that you stated that I can think of.

[Harry]

I am calculating a value for each bar stored in a DataSeries object.
I want to be able to sort the last 210 values and find the 20th highest and 20th lowest values.

I know I can assign it to an array and then sort the array. Is there a more straight forward way to sort set of number in a DataSeries object?

This is the way that I have done it to code a median with percentile bands. However, I have used a dynamic array (private List<double>) in order not to limit the number of fields.

An important consideration is not to do the sorting with each incoming tick. I would therefore sort the 209 values with the first tick of each bar, store this array and then insert the new value for the current bar in a second step, before retrieving the percentile values. Of course, this two step process is only necessary, if you wish to use the indicator with COBC = false.