How to detrend a time series in NT

[stefy]

Hi

I'd like to detrend a time series (i.e., a price) in NT. Of course it's just about subtracting from each point the average on the whole sample of data. How can I ask NT to calculate an average on the whole sample of data rather than just using a parameter like in the Moving Average?

Many thanks

[NinjaTrader_JoshP]

Unfortunately I am not quite sure I follow what you are trying to accomplish. If you want to just cycle through a bunch of data please use a loop.

http://www.ninjatrader-support.com/HelpGuideV6/LoopingCommands.html

[sefstrat]

Here is one way of normalizing or detrending, there are many other ways it can be done but this one is simple and effective.

double currentMax = High[HighestBar(High, CurrentBar)];
double currentMin = Low[LowestBar(Low, CurrentBar)];

Value[0] = ((Input[0] -currentMin)/(currentMax-currentMin)-.5)*1.9;