Please help -- cannot convert from "double" to NinjaTrader.NinjaScript.Series<double>

[Sonyson]

Hi,

I'm trying to create a new indicator and having a little problem.
I keep getting these error messages at: Noise = SUM (Diff, Period)[0]; When I Print Diff or Period I can see them but when I want to add them up I get:
The best overloaded method match for 'NinjaTrader.NinjaScript.Strategies.SUM(NinjaTrade r.NinjaScript.ISeries<double>, int)' has some invalid arguments

and
cannot convert from "double" to NinjaTrader.NinjaScript.Series<double>
but when I put Close instead of Diff, then everything is fine.
So far I output everything and all variables print just fine till this point.
i appreciate any help.
here is the whole code which is not much...it's just the start.

#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.Indicators;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

//This namespace holds Strategies in this folder and is required. Do not change it. 
namespace NinjaTrader.NinjaScript.Strategies
{
    public class adaptiveSht3 : Strategy
    {
        private Brush Brush1;
        private EMA EMA1;
        private EMA EMA2;
        
        //
        int Period                = 10;
        
        // vars
        
        double Diff                = 0;
        
        //change later
        
        double Finalout                = 0;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description                                    = @"Buy and Sell trading strategy";
                Name                                        = "adaveSht3";
                Calculate                                    = Calculate.OnBarClose;
                EntriesPerDirection                            = 1;
                EntryHandling                                = EntryHandling.AllEntries;
                IsExitOnSessionCloseStrategy                = true;
                ExitOnSessionCloseSeconds                    = 30;
                IsFillLimitOnTouch                            = false;
                MaximumBarsLookBack                            = MaximumBarsLookBack.Infinite;
                OrderFillResolution                            = OrderFillResolution.Standard;
                Slippage                                    = 0;
                StartBehavior                                = StartBehavior.WaitUntilFlat;
                TimeInForce                                    = TimeInForce.Gtc;
                TraceOrders                                    = false;
                RealtimeErrorHandling                        = RealtimeErrorHandling.StopCancelClose;
                StopTargetHandling                            = StopTargetHandling.PerEntryExecution;
                BarsRequiredToTrade                            = 20;
                // Disable this property for performance gains in Strategy Analyzer optimizations
                // See the Help Guide for additional information
                IsInstantiatedOnEachOptimizationIteration    = true;
                FastMA                    = 7;
                SlowMA                    = 14;
            }
            else if (State == State.Configure)
            {
                Brush1 = new SolidColorBrush((Color)ColorConverter.ConvertFromString("#FF403F45"));
                Brush1.Freeze();
            }
            else if (State == State.DataLoaded)
            {                
                EMA1                = EMA(Close, Convert.ToInt32(FastMA));
                EMA1.Plots[0].Brush = Brushes.Red;
                AddChartIndicator(EMA1);
                EMA2                = EMA(Close, Convert.ToInt32(SlowMA));
                EMA2.Plots[0].Brush = Brushes.Goldenrod;
                AddChartIndicator(EMA2);
                EMA2                = EMA(Close, Convert.ToInt32(SlowMA));
                
                
    
                        
            // these objects and their related members are not available until State.DataLoaded
            Print(Bars.Count);
            Print(Instrument.FullName);
                            
                Print(Period);
                Print(Filter);
                Print(Close[0]);
                
            
                
            }
        }

        protected override void OnBarUpdate()
        {
            if (BarsInProgress != 0) 
                return;

            if (CurrentBars[0] < 1)
            return;
            
            
        //New Indicater
  
        
        //Calculate  Ratio
            
        Diff = (Math.Abs (Close[0] - Close[1]));
            if (CurrentBars[0] <= Period)
            {
                Finalout = Close[0];
            }
            
            if (CurrentBars[0] > Period)
            {
                Signal = (Math.Abs (Close[0] - Close[Period]));
                Noise = SUM (Diff, Period)[0];
                
                
                        
            }        
            
            
            Print(Noise);
            Print(Diff);
                    
                    
             // Set 1 _-_ To Buy
            if (EMA1[0] >= EMA2[0])
            {
                
                //background color
                BackBrush = Brush1;
                //to buy
                EnterLong(Convert.ToInt32(50), "");
            }
            
             // Set 2 _-_ To Sell
            if (EMA1[0] < EMA2[0])
            {
                //to sell
                ExitLong(Convert.ToInt32(50), "", "");
            }
            
            
        }

        #region Properties
        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name="FastMA", Description="Fast moving average", Order=1, GroupName="Parameters")]
        public int FastMA
        { get; set; }

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name="SlowMA", Description="Slow moving average", Order=2, GroupName="Parameters")]
        public int SlowMA
        { get; set; }
        #endregion

    }
}

[wadams]

Hey Sonyson,

...I keep getting these error messages at: Noise = SUM (Diff, Period)[0]; When I Print Diff or Period I can see them but when I want to add them up...

It looks like you're trying to add Diff (which is a double) and Period (which is an int). This can be done by using the "+" operator. So I would change

Noise = SUM (Diff, Period)[0];

to be

// Declare Noise somewhere as a double like..
// double Noise;
Noise = Diff + Period;

Was that the intent of your code?

[nkhoi]

Hi,

you are trying to code Kaufman's Adaptive Moving Average. Take a look at ninja built-in KAMA indicator.

[Sonyson]

Hi wadams and thank you for your response,
For short version of the code I have:

int Period = 10;
double Diff = 0;
double Finalout = 0;

As variables and

//Calculate Ratio

Diff = (Math.Abs (Close[0] - Close[1]));
if (CurrentBars[0] <= Period)
{
Finalout = Close[0];
}

if (CurrentBars[0] > Period)
{
Signal = (Math.Abs (Close[0] - Close[Period]));
Noise = SUM (Diff, Period)[0];
}
Print(Noise);
Print(Diff);

as argument.
I would like to take a difference of close prices of two days, Diff = (Math.Abs (Close[0] - Close[1])); and add them all up for the period of 10 bars or days.Noise = SUM (Diff, Period)[0];

Now what is really confusing me is if I put Close instead of Diff, I get all the close prices for past ten period added up tighter just fine and close prices have decimal points too so I would think they are double data type too but not the variable Diff? I get those error messages.
I'm wandering if variable Diff needs to be in some sort of indexed array? What am I missing? Or what am I doing wrong?

[Sonyson]

Hi nkhoi, Will do thanks.

[Sonyson]

Yes it is but not complete like the book. But I can work with this. Thank you so much

[wadams]

I'm wandering if variable Diff needs to be in some sort of indexed array? What am I missing? Or what am I doing wrong?

Ah, I see what you're trying to do now.

Yes, Diff does need to be in some sort of indexed array. In this case, it's a Series<double>. There are three steps to using these:

1. Declare the variable. So in your list of fields at the top, add these two lines:

private Series<double> diff;
private Series<double> noise;

2. Define the values. So in the block of code where "State == State.Configure", add these two lines:

diff = new Series<double>(this, MaximumBarsLookBack);
noise = new Series<double>(this, MaximumBarsLookBack);

3. Set the values within the Series. So, in the the "OnBarUpdate" method, you'll need to change this...

Diff = (Math.Abs (Close[0] - Close[1]));

to this...

diff[0] = (Math.Abs(Close[0] - Close[1]));

And this...

Noise = SUM (Diff, Period)[0];

to this...

noise[0] = SUM(diff, Period)[0];

... I think

For more information on the Series class, check out the documentation here: https://ninjatrader.com/support/help...s/?seriest.htm

[NinjaTrader_Jim]

Hello Sonyson and thank you wadams.

The compiler is informing you that the method is expecting a variable of type Series<double> as the parameter and the variable Diff of type double cannot be converted to a type of Series<double>. You could follow wadam's instruction for using a Series<double> instead.

I would also like to point out a sample that is openly available in our help guide that can provide some direction on using a Series object.

SampleCustomSeries - https://ninjatrader.com/support/help...taseries_o.htm

Please let me know if I can be of further assistance.

[Sonyson]

Thank you very much all for your time. Will look into it on my day off.

[nkhoi]

here is the translation from trade station, almost line by line for ease of compare. Only the problem if you load 5 day of data it won't show but it will show on 1 or 2 or 7 day of data?. If you plot it side by side with Ninja KAMA you will see they are the same.

[Sonyson]

Thank you nkhoi