Spread Calculation

[alabell]

I am looking to analyze the widening and narrowing of the Spread in two of my strategies

I am currently calculating the Spread in each relevant tick (where tick bar object = 2)

double Bid = GetCurrentBid(2);
double Ask = GetCurrentAsk(2);
double spread = Ask - Bid;

If i wanted to do a 100 Tick SMA of the spread, what would be the code structure, right now

I am using

double maSpread = SMA(GetCurrentAsk(2) - GetCurrentBid(2)) ,100)[0];

and getting the following error.

Argument '1': cannot convert from 'double' to 'NinjaTrader.Data.IDataSeries'


Thanks kindly in advance for any help,

Andrew

[NinjaTrader_Joydeep]

Hello Andrew,
The best overload for calculating the SMA is

SMA(dataSeries, period)

You are using a double instead of data series.

Please add an data series and then assign it to calculate the SMA

In Variable

DataSeries spread;

In Initialize

spread = new DataSeries(this);

in OnBarUpdate

double Bid = GetCurrentBid();
double Ask = GetCurrentAsk();
spread.Set(Ask - Bid);
double maSpread = SMA(spread ,100)[0];

Please let me know if I can assist you any further.