Assigning SMA to VolumeUpDown

[Darth_Trader]

How do I set an SMA to the up volume side of VolumeUpDown and a separate SMA to the down volume side in a strategy script?

I can do it as an indicator and use it all the time.

I'd like to be able to use the SMA crosses as conditions...

Thanks for all your help

[NinjaTrader_MichaelM]

Hello Darth_Trader,

I am currently looking into your question and will reply again shortly.

Thank you for your patience.

[NinjaTrader_MichaelM]

Hello Darth_Trader,

You can accomplish this by applying an SMA to each of the data series in the VolumeUpDown indicator and then creating a condition for the CrossAbove/Below in the OnBarUpdate() section of your code. For example:

#region Variables
IDataSeries upSMA, downSMA;
#endregion
protected override void OnBarUpdate(){
    upSMA = SMA(VolumeUpDown().Values[0], 14);
    downSMA = SMA(VolumeUpDown().Values[1], 14);
    if(CrossAbove(upSMA, downSMA, 1))
    {
        //Do Something
    }
}

NOTE: Because VolumeUpDown has gaps in its' data series, due to the fact that a volume bar cant be both up and down at the same time, the SMA calculations will not always have the full period worth of data calculated in to their value.

If we may be of further assistance, please let us know.

[Darth_Trader]

Thank You!

Thanks MichaelM!

Actually, I'm aware of the gaps, and it actually seems to make the SMA crossover more reactive. I'm using this as a helpful scalp indicator now, but was wondering how I could code it.

Thanks for all your help!

- DT

[NinjaTrader_MichaelM]

Hello Darth_Trader,

I'm glad to hear you were able to get everything working.

Please let us know if we may be of further assistance anytime.