Convert EMA to DataSeries

[neoikon]

I feel like this should be easier than it is.

I want to have a single DataSeries variable, then set it to one of two MA types. Something like below:

DataSeries myMA = new DataSeries(this);
// Or, I've tried:  var myMA = default(DataSeries);

if (blah)
   myMA = EMA(Close,21);
else
   myMA = SMA(Close,21); 

I've tried a couple different approaches that didn't seem to work

myMA = new DataSeries(EMA(Close,21));  
// myMA[0] always returns "0"

or

myMA = (DataSeries)EMA(Close,21);
// ERROR: Can't convert EMA to DataSeries 

How can I accomplish what I want without having a myEMA and mySMA variables?

Any help is greatly appreciated!
Daniel

[NinjaTrader_ChelseaB]

Hello neoikon,

Thanks for writing in.

It is not possible to copy a data series from an indicator in this way.

You will need to use an if statement and reference the bar directly.

(Or set the value to a variable)

You can also set your dataseries.

For example:

if (//conditions)
{
myMA.Set(EMA(Close, 21)[0]);
}
else
{
myMA.Set(SMA(Close, 21)[0]);
}


Let me know if this does not resolve your inquiry.

[neoikon]

Thanks for the reply. That's the path that I am resorting to, unfortunately. My list is longer than just those "2 MAs", so it really makes the code more complex than I'd want, but oh well.

Thanks!
Daniel

[Harry]

Try

#region Global Enums

public enum myMAType( SMA, EMA, TMA, WMA} // add as many averages as needed

#endregion

namespace NinjaTrader.Indicator
{
      public class myIndicator : Indicator
      {  
            # region Variables:
                   period = 14;
                   myMAType thisMAType = myMAType.SMA;
                   private IDataSeries average;
            # endregion

            protected override void Initialize()
            {
                  // nothing special here
            }

            protected override void OnStartUp()
            {
                   .....
                  switch(thisMAType)
                  {
                        case myMAType.SMA: 
                               average = SMA(Input, period);
                               break;
                        case myMAType.EMA: 
                               average = EMA(Input, period);
                               break;
                        // include one average for each value of enum                 
                   }
              }

             protected override void OnBarUpdate()
             {
                   ......
                   Value.Set(average[0]);
                   ......
             }
       }
}

You can also add another DataSeries and set it to the same value as average:

 myMA.Set(average[0]);

[neoikon]

Thanks Harry, that's along the route I am going.

[NinjaTrader_ChelseaB]

Harry,

Thanks for your input here. I wanted to confirm this does work.

[neoikon]

Looks like I didn't look close enough at Harry's post! This is what I was originally needing:

private IDataSeries average;

Oh well, I've already gone down another path. Good to know in the future, though.

Daniel

[Harry]

Looks like I didn't look close enough at Harry's post! This is what I was originally needing:

private IDataSeries average;

Oh well, I've already gone down another path. Good to know in the future, though.

Daniel

The advantage of the approach is that you do the selection in OnStartUp(), which is only executed once, when the chart is set up. Therefore the execution of the code will be fast, as the IDataSeries "average" points to the moving average selected.

I understand that it is good practice to put as much of the code as possible into OnStartUp(). This reduces the repetitive calculations in OnBarUpdate(), which is either executed with each bar or each incoming tick on real-time data. Also it avoids to put too much code into the Initialize() section, which is compiled, regardless whether an indicator is selected for a chart or not.

What alternative approach did you follow?

[neoikon]

What alternative approach did you follow?

Ah, you make a good point about performance. Looks like I'll be restructuring this thing for the 3rd time today! ;]

I'm going with what you outlined before, setting the IDataSeries to the MA type in OnStartUp(), then setting the plot itself in the OnBarUpdate(), etc.

Daniel