(SSA) Singular Spectrum Analysis

[bginvestor]

Folks,

Anyone created an indicator based on SSA theory in Ninjatrader? If any body can provide a reference, it would be greatly appreciated.

I haven't looked into yet, but does Ninjatrader support any built -in linear algebra functions?

thx!

[NinjaTrader_PaulH]

Hello bginvestor,

Thanks for your post.

This should be an interesting topic for forum members to participate in.

NinjaTrader's Ninjascript is based on C#. Here is a link that may be of some assistance:http://stackoverflow.com/questions/3...lgebra-library

[bginvestor]

I guess I'll have to program my own indicator!

[NinjaTrader_PaulH]

Hello bginvestor,

Thanks for your post.

If you haven't already you may wish to investigate the indicators that have been added to the file sharing area of the forums. They may give you a starting point to work with. Here is a link to the Ninjatrader 7 indicators file sharing area: http://ninjatrader.com/support/forum...ks.php?catid=4

Alternatively, if you would like someone to create your indicator we can provide references to 3rd party coders.