mean value

[emuns]

Hello,

How can I get/calculate mean of a value

(in NS)

from the beginning of a day, when there is a new value per each bar.

I was trying to find it but without success.

Thank you
emuns

[NinjaTrader_ChelseaB]

Hello emuns,

When you say mean are you referring to the average of the open, high, low, and close of a bar such as a daily bar?

Print(Open[0] + High[0] + Low[0] + Close[0] / 4);

Similar to the Typical.

https://ninjatrader.com/support/helpGuides/nt8/typical.htm

[emuns]

Hello Chelsea,

I have an indicator which shows average liquidity in a market during every bar. So there is an integer per one bar. My goal is now to get average liquidity per "entire" session, which is from the time I have connected to data-feed till real time. So the question is how to programmatically count all the integers and divided it with number of items?

I was also thinking about some MA, to be able to see how the average value was evolving in history, but MA is too volatile and it reflects rather situation in recent history depending on period settings... Or is there some better way how to get not too volatile results without necessity to set too high period value?

Thank you,
emuns

[NinjaTrader_ChrisL]

Hello emuns, thanks for your reply.

You can use a for loop to iterate through the bars.

e.g.:

int sum = 0;
for(int i = MaxLookBack-1; i >= 0, i--)
{
sum += MySeries[i];
}

double m = sum/MaxLookBack

You can also check if the current bar is the first bar of the session with IsFirstBarOfSession.

Best regards,

-ChrisL

[emuns]

Hello Chris,

thank you very much for your answer. But I suppose that I can´t use IsFirstBarOfSession because it is not possible to download

historical

level 2 data. So I need to start the calculation from the time, I connect to a data feed…?!

Best,
emuns

[NinjaTrader_ChelseaB]

Hello emuns,

If your calculations are being stored to a custom series, Bars.IsFirstBarOfSession would be true on the first bar of a session should you want to loop from the current bar to the first bar of the session in your custom series with stored custom calculated values.

This is if there are values saved since the beginning of the session.

It is correct level 2 data would not be provided historically. OnMarketDepth() will begin triggering in real-time data only.