Need to calculate some correlations, is there any built in function?

[Joaqvil]

Hi there, I would like to calculate something simple like for example.. is there any correlation between the price being 10% above open in the first hour and 10% below open in the 2nd hour. And the average percentage difference between the open and the max price in the 1st hour, and the same for the 2nd hour.
My question is if for this kind of data analysis ninja trader has any built in function, or I have to create a strategy and use the strategy analyzer to get this kind of data?

[NinjaTrader_BrandonH]

Hello Joaqvil,

Thanks for your post.

You could come up with your own custom logic in a NinjaScript strategy to calculate these values. There are no built-in methods or functions that return these specific values.

You could use Time Comparisons or Time Filters to check if the Time is within the first hour or second hour of a trading session. The PriceSeries collection would allow you to access the Open price. The MAX() method could be used to get the highest value over a specified period. Custom logic would need to be used to calculate the values you specified.

See the help guide documentation below for more information.

Time Comparison: https://ninjatrader.com/support/help...imeComparisons
Time Filter: https://ninjatrader.com/support/help...ateTimeFilters
PriceSeries: https://ninjatrader.com/support/help...riceseries.htm
MAX(): https://ninjatrader.com/support/help...aximum_max.htm

Let me know if I may assist further.