EMA code

[JWeather]

Guys,

I'm trying to create an EMA of a variable and keep getting error messages. Any help u could provide would be greatly appreciated.

[Emma1]

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[NinjaTrader_Clayton]

Hello JWeather,

Thank you for writing in.

Before providing any further information, I wanted to verify if you were working on a NinjaScript Strategy that you are creating yourself or if you are working with a NinjaScript Strategy that you received from someone else or a 3rd party developer.

• This post is in the Platform Technical Support section of the Forum vs. the "Strategy Development" or "Indicator Development" section of the forum so I want to make sure

[JWeather]

I copied the LInear Regression code from NT8 which is where the Value is calculating. I was trying to bound the indicator and smooth it out with the EMA. The error message I'm getting is that "Cannot implicity convert EMA to double".


Value[0] = CurrentBar == 0 ? input0 : (intercept + slope * (myPeriod - 1));
}
double Value0 = Value[0];
double Value1 = Value[1];
if (Value0 > Value1)
{double LRR = 1.0;
}
else
{double LRR = -1.0;
}
{
double JLRR = EMA(LRR,14);
}}

[NinjaTrader_ChrisL]

Hi JWeather, thanks for posting. The EMA is not indexed. To get the latest value, do this:

double JLRR = EMA(LRR,14)[0];

[JWeather]

Thanks for the help. I added the index but can't get the indicator to plot? Any thoughts?
Thanks,
JWeather

[NinjaTrader_ChrisL]

HI JWeather, I would need you to post the rest of your script for me to know whats going on. Use Print(); in your script to see what the value of everything is e.g.
Print(Value[0]);
Print(JLRR );
Print(Time[0]);

Also check the Log tab of the Control Center for any errors.

[eDanny]

LRR needs to be a Series<double>, not a Double variable.
Then:
if (Value0 > Value1)
{LRR[0] = 1.0;
}
else
{LRR[0] = -1.0;
}
{
double JLRR = EMA(LRR,14);

[JWeather]

Chris,

I'm getting an error message of:
Indicator 'JWLRR': Error on calling 'OnBarUpdate' method on bar 0: You are accessing an index with a value that is invalid since it is out-of-range. I.E. accessing a series [barsAgo] with a value of 5 when there are only 4 bars on the chart.

I've copied the script as you suggested. I'm obviously a novice at this NT code - any help you could provide would be greatly appreciated.

/// </summary>
public class JWLRR : Indicator
{

private Series<double> LRR;

private double avg;
private double divisor;
private double intercept;
private double myPeriod;
private double priorSumXY;
private double priorSumY;
private double slope;
private double sumX2;
private double sumX;
private double sumXY;
private double sumY;
private SUM sum;
private double JLRR;



protected override void OnStateChange()
{
if (State == State.SetDefaults)
{//Description = NinjaTrader.Custom.Resource.NinjaScriptIndicatorDe scriptionNameJWLRR;
Name = "JWLRR";
Calculate = Calculate.OnBarClose;
//DisplayInDataBox = true;
//DrawonPricePanel = false;
IsOverlay = false;
IsSuspendedWhileInactive = true;
Period = 14;

AddPlot(Brushes.Goldenrod, NinjaTrader.Custom.Resource.NinjaScriptIndicatorNa meLinReg);
AddPlot(Brushes.DodgerBlue, "MyPlot");
}
else if (State == State.Configure)
{
avg = divisor = intercept = myPeriod = priorSumXY
= priorSumY = slope = sumX = sumX2 = sumY = sumXY = 0;
}
else if (State == State.DataLoaded)
{
sum = SUM(Inputs[0], Period);

}
}

protected override void OnBarUpdate()
{
if (BarsArray[0].BarsType.IsRemoveLastBarSupported)
{
double sumX = (double)Period * (Period - 1) * 0.5;
double divisor = sumX * sumX - (double)Period * Period * (Period - 1) * (2 * Period - 1) / 6;
double sumXY = 0;

for (int count = 0; count < Period && CurrentBar - count >= 0; count++)
sumXY += count * Input[count];

double slope = ((double)Period * sumXY - sumX * SUM(Inputs[0], Period)[0]) / divisor;
double intercept = (SUM(Inputs[0], Period)[0] - slope * sumX) / Period;

Value[0] = intercept + slope * (Period - 1);
}
else
{
if (IsFirstTickOfBar)
{
priorSumY = sumY;
priorSumXY = sumXY;
myPeriod = Math.Min(CurrentBar + 1, Period);
sumX = myPeriod * (myPeriod - 1) * 0.5;
sumX2 = myPeriod * (myPeriod + 1) * 0.5;
divisor = myPeriod * (myPeriod + 1) * (2 * myPeriod + 1) / 6 - sumX2 * sumX2 / myPeriod;
}

double input0 = Input[0];
sumXY = priorSumXY - (CurrentBar >= Period ? priorSumY : 0) + myPeriod * input0;
sumY = priorSumY + input0 - (CurrentBar >= Period ? Input[Period] : 0);
avg = sumY / myPeriod;
slope = (sumXY - sumX2 * avg) / divisor;
intercept = (sum[0] - slope * sumX) / myPeriod;
Value[0] = CurrentBar == 0 ? input0 : (intercept + slope * (myPeriod - 1));
}
double Value0 = Value[0];
double Value1 = Value[1];
if (Value0 > Value1)
{LRR[0] = 1.0;
}
else
{LRR[0] = -1.0;
}
{
double JLRR = EMA(LRR,14)[0];

}
{ MyPlot[1] = JLRR;

}
Print(Value[0]);
Print(Value1);
Print(LRR);
}

#region Properties
[Range(2, int.MaxValue), NinjaScriptProperty]
[Display(ResourceType = typeof(Custom.Resource), Name = "Period", GroupName = "NinjaScriptParameters", Order = 0)]
public int Period
{ get; set; }
[Browsable(false)]
[XmlIgnore]
public Series<double> MyPlot
{
get { return Values[1]; }
}

[NinjaTrader_ChrisL]

Hi JWeather, thanks for posting that. The First thing I notice is the use of if (IsFirstTickOfBar) in a strategy that runs OnBarUpdate. That value will only vary if the strategy runs OnEachTick or OnPriceChange. The indexing error can be found using Visual Studio debugging. You can attach Visual Studio to the NinjaTrader process, run the code, and Visual Studio will break at the line that caused the exception.

https://ninjatrader.com/support/helpGuides/nt8/NT%20HelpGuide%20English.html?visual_studio_debugging.htm

Kind regards,
-ChrisL

[eDanny]

Try this:
else if (State == State.DataLoaded)
{
LRR = new Series<double>(this);
}

protected override void OnBarUpdate()
{
if(CurrentBar < Period)
return;

[JWeather]

I've been able to get the code to calculate an EMA of a Value by assigning a double Average to the EMA;
double Average = EMA(Value,14)[0]
but I need to index the EMA from the prior bar. As I understand it, you can only index Series <double> so how would I do that?
Thanks,
JWeather

[NinjaTrader_ChrisL]

Hi JWeather, We have a guide on how to use any price series in a script here:

https://ninjatrader.com/support/helpGuides/nt8/NT%20HelpGuide%20English.html?working_with_price_series.htm

The previous EMA value can be accessed by referencing 1 index back e.g. EMA(Value,14)[1]

[JWeather]

Chris,

I've been able to plot a diamond on the ema cross, but the diamonds don't stay on the chart - they keep moving. Is there a command that would paint every cross encountered?
thanks,
JWeather

[NinjaTrader_ChrisL]

Hi JWeather, Use a unique Tag string to keep them placed on the chart. You can use this for the Tag:

("DOTTAG" + CurrentBar)