using idicators within indicators

[wlblount]

i have a custom indicator, "AveRange" which calculates the SMA of daily range. I have another, "SDRange" that calculates the Stddev of range.

I would like to create an indicator, "RangeRatio" which calculates "AveRange" / "SDRange"

I tried to create 3 DataSeries (one for Range, one for Averange, and one for SDRange) because i wasnt sure how to call an indicator within an indicator.

i then tried to ...

protected override void OnBarUpdate()
        {
		
			
			myRange.Set(Close[0] - Open[0]);
			myAveRange.Set(SMA(myRange,Period));
			mySDRange.Set(StdDev(myRange,Period));
			
			
            AvgRatio.Set(myAveRange/mySDRange)[0];
        }

but couldnt use the divide operator on a DataSeries

i would like to know the easier way to do this but i would also like to know why this way wouldnt work. Thanks. BB

[NinjaTrader_PatrickH]

Hello BB,

Thank you for your post and welcome to the NinjaTrader Support Forum!

You can actually use divide, but you need to use the barsAgo index for the Data Series here:

AvgRatio.Set(myAveRange[0]/mySDRange[0]);

[koganam]

i have a custom indicator, "AveRange" which calculates the SMA of daily range. I have another, "SDRange" that calculates the Stddev of range.

I would like to create an indicator, "RangeRatio" which calculates "AveRange" / "SDRange"

I tried to create 3 DataSeries (one for Range, one for Averange, and one for SDRange) because i wasnt sure how to call an indicator within an indicator.

i then tried to ...

protected override void OnBarUpdate()
        {
        
            
            myRange.Set(Close[0] - Open[0]);
            myAveRange.Set(SMA(myRange,Period));
            mySDRange.Set(StdDev(myRange,Period));
            
            
            AvgRatio.Set(myAveRange/mySDRange)[0];
        }

but couldnt use the divide operator on a DataSeries

i would like to know the easier way to do this but i would also like to know why this way wouldnt work. Thanks. BB

You are missing the indices on your DataSeries invocations, and a spurious index on your last Set statement.

myRange.Set(Close[0] - Open[0]);
            myAveRange.Set(SMA(myRange,Period)[SIZE=3][COLOR=Blue][B][0][/B][/COLOR][/SIZE]);
            mySDRange.Set(StdDev(myRange,Period)[SIZE=3][COLOR=Blue][B][0][/B][/COLOR][/SIZE]);
            
            
            AvgRatio.Set(myAveRange[SIZE=3][COLOR=Blue][B][0][/B][/COLOR][/SIZE]/mySDRange[SIZE=3][COLOR=Blue][B][0][/B][/COLOR][/SIZE])[B][COLOR=Red][0][/COLOR][/B];

The index marked in bold red should not be there. In other words, your last line should read:

            AvgRatio.Set(myAveRange[SIZE=3][COLOR=Blue][B][0][/B][/COLOR][/SIZE]/mySDRange[SIZE=3][COLOR=Blue][B][0][/B][/COLOR][/SIZE])[B][COLOR=Red][/COLOR][/B];

[wlblount]

Thank you Gentleman - that worked perfectly. The "SampleCustomDataSeries" is a great template. I had a bunch of simple, "Market Analyzer" type indicators on TOS and at day 3 with NT, I have been able to reproduce almost all of them. BB