hi
i am trying to code http://www.stockspotter.com/Files/wh...difference.pdf
so far i have coded :
i have no idea how to code the "median" and "absolute" mentioned in the documents .
please revert us for the same so that i can calculate this median as ninja based median is calculated on price rather than that on "Smooth"
thanks for understanding me ....
thanks in advance
i am trying to code http://www.stockspotter.com/Files/wh...difference.pdf
so far i have coded :
Code:
#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion
//This namespace holds Indicators in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Indicators
{
public class JEMEDIANAVARAGE2005TASC : Indicator
{
private Series<double> Price;
private Series<double> Smooth;
private double Value0;
private double Value1;
private Series<double> Value2;
private double Value3;
private double alpha;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Indicator here.";
Name = "JEMEDIANAVARAGE2005TASC";
Calculate = Calculate.OnBarClose;
IsOverlay = true;
DisplayInDataBox = true;
DrawOnPricePanel = true;
DrawHorizontalGridLines = true;
DrawVerticalGridLines = true;
PaintPriceMarkers = true;
ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right;
//Disable this property if your indicator requires custom values that cumulate with each new market data event.
//See Help Guide for additional information.
IsSuspendedWhileInactive = true;
Length = 39;
Threshold = 0.002;
AddPlot(Brushes.DarkKhaki, "JEFilt");
}
else if (State == State.Configure)
{
}
}
protected override void OnBarUpdate()
{
//Add your custom indicator logic here.
/* Inputs: Price((H+L)/2),
Threshold(.002);
Vars: Smooth(0),
Length(30),
alpha(0),
Filt(0);
Smooth = (Price + 2*Price[1] + 2*Price[2] + Price[3]) / 6;
Length = 39;
Value3 = .2;
While Value3 > Threshold begin
alpha = 2 / (Length + 1);
Value1 = Median(Smooth, Length);
Value2 = alpha*Smooth + (1 - alpha)*Value2[1];
If Value1 <> 0 then Value3 = AbsValue(Value1 - Value2) / Value1;
Length = Length - 2;
End;
If Length < 3 then Length = 3;
alpha = 2 / (Length + 1);
Filt = alpha*Smooth + (1 - alpha)*Filt[1];
Plot1(Filt);*/
Price[0]=(High[0]+Low[0])/2;
Value3 = 0.2;
Smooth[0] = (Price[0] + 2*Price[1] + 2*Price[2] + Price[3]) / 6;
while (Value3 > Threshold)
{
alpha = 2 / (Length + 1);
Value1 = Median(Smooth, Length)[0];
Value2[0] = alpha*Smooth[0] + (1 - alpha)*Value2[1];
if( Value1 != 0)
{
Value3 = Abs(Value1 - Value2[0]) / Value1;
}
Length = Length - 2;
}
}
#region Properties
[NinjaScriptProperty]
[Range(1, double.MaxValue)]
[Display(Name="Length", Order=1, GroupName="Parameters")]
public double Length
{ get; set; }
[NinjaScriptProperty]
[Range(1E-05, double.MaxValue)]
[Display(Name="Threshold", Order=2, GroupName="Parameters")]
public double Threshold
{ get; set; }
[Browsable(false)]
[XmlIgnore]
public Series<double> JEFilt
{
get { return Values[0]; }
}
#endregion
}
}
#region NinjaScript generated code. Neither change nor remove.
namespace NinjaTrader.NinjaScript.Indicators
{
public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
{
private JEMEDIANAVARAGE2005TASC[] cacheJEMEDIANAVARAGE2005TASC;
public JEMEDIANAVARAGE2005TASC JEMEDIANAVARAGE2005TASC(double length, double threshold)
{
return JEMEDIANAVARAGE2005TASC(Input, length, threshold);
}
public JEMEDIANAVARAGE2005TASC JEMEDIANAVARAGE2005TASC(ISeries<double> input, double length, double threshold)
{
if (cacheJEMEDIANAVARAGE2005TASC != null)
for (int idx = 0; idx < cacheJEMEDIANAVARAGE2005TASC.Length; idx++)
if (cacheJEMEDIANAVARAGE2005TASC[idx] != null && cacheJEMEDIANAVARAGE2005TASC[idx].Length == length && cacheJEMEDIANAVARAGE2005TASC[idx].Threshold == threshold && cacheJEMEDIANAVARAGE2005TASC[idx].EqualsInput(input))
return cacheJEMEDIANAVARAGE2005TASC[idx];
return CacheIndicator<JEMEDIANAVARAGE2005TASC>(new JEMEDIANAVARAGE2005TASC(){ Length = length, Threshold = threshold }, input, ref cacheJEMEDIANAVARAGE2005TASC);
}
}
}
namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
{
public Indicators.JEMEDIANAVARAGE2005TASC JEMEDIANAVARAGE2005TASC(double length, double threshold)
{
return indicator.JEMEDIANAVARAGE2005TASC(Input, length, threshold);
}
public Indicators.JEMEDIANAVARAGE2005TASC JEMEDIANAVARAGE2005TASC(ISeries<double> input , double length, double threshold)
{
return indicator.JEMEDIANAVARAGE2005TASC(input, length, threshold);
}
}
}
namespace NinjaTrader.NinjaScript.Strategies
{
public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
{
public Indicators.JEMEDIANAVARAGE2005TASC JEMEDIANAVARAGE2005TASC(double length, double threshold)
{
return indicator.JEMEDIANAVARAGE2005TASC(Input, length, threshold);
}
public Indicators.JEMEDIANAVARAGE2005TASC JEMEDIANAVARAGE2005TASC(ISeries<double> input , double length, double threshold)
{
return indicator.JEMEDIANAVARAGE2005TASC(input, length, threshold);
}
}
}
#endregion
please revert us for the same so that i can calculate this median as ninja based median is calculated on price rather than that on "Smooth"
thanks for understanding me ....
thanks in advance
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