Slope() question

[crimsonite]

Hello,

I'm learning (attempting ) more about C# and Ninja library, and am trying to figure out the Slope() function. I made a strategy that will enter when the SMA reaches a certain slope, and exit when it reaches another. Here is the code:

            if (Slope(IDataSeries (SMA(N)), int 1, int 0)[0] >= S1)
			{
                EnterLong(DefaultQuantity, "");
            }

            // Condition set 2
            if (Slope(IDataSeries (SMA(N)), int 1, int 0)[0] <= S2)
            {
                ExitLong("", "");
            }

I followed the Slope() instructions in the help menu, but it still looks like I'm doing something wrong. Any thoughts?

[NinjaTrader_AdamP]

crimsonite,

The slope function should be calculating something like ( x2 - x1 ) / (t2 - t1).

The pairs (t1 , x1 ) and (t2, x2 ) are based on the startBarsAgo and endBarsAgo in Slope(IDataSeries series, int startBarsAgo, int endBarsAgo). I also noticed the "int 0" thing, if you are trying to type-cast you should use (int) 1.

Notice that this value may be quite small because of the price difference, i.e. if we have 1.3001 and 1.3000 the top will be 0.0001, then the (t1 - t2) may be some integer leaving us with a pretty small number.

You could try to standardize the calculation by dividing by the ticksize or something, then its like the line was calculated based on a grid rather than the tick value. There are also ways to factor in more values using quadrature rules but it would require a custom slope calculation.

Please let me know if I may assist further.

[crimsonite]

Thanks for your insight, I got it to work! Important things to remember about slopes...