All I'm looking for is the absolute value of whatever the input is. I am using a custom oscillator which ranges from +100 to -100, and I want to do a moving average of the absolute values of the indicator using the indicator as an input. Fortunately, Ninjatrader provides that solution out of the box since I can change the input of the EMA.
I've included the indicator below in case someone can help with this. If this really is more complex than 30 seconds, can someone point me to the right place on how to tackle this?
//
// Copyright (C) 2006, NinjaTrader LLC <www.ninjatrader.com>.
// NinjaTrader reserves the right to modify or overwrite this NinjaScript component with each release.
//
#region Using declarations
using System;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.ComponentModel;
using System.Xml.Serialization;
using NinjaTrader.Data;
using NinjaTrader.Gui.Chart;
#endregion
// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
/// <summary>
/// Exponential Moving Average. The Exponential Moving Average is an indicator that shows the average value of a security's price over a period of time. When calculating a moving average. The EMA applies more weight to recent prices than the SMA.
/// </summary>
[Description("The Exponential Moving Average is an indicator that shows the average value of a security's price over a period of time. When calculating a moving average. The EMA applies more weight to recent prices than the SMA.")]
public class EMA : Indicator
{
#region Variables
private int period = 14;
#endregion
/// <summary>
/// This method is used to configure the indicator and is called once before any bar data is loaded.
/// </summary>
protected override void Initialize()
{
Add(new Plot(Color.Orange, "EMA"));
Overlay = true;
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
Value.Set(CurrentBar == 0 ? Input[0] : Input[0] * (2.0 / (1 + Period)) + (1 - (2.0 / (1 + Period))) * Value[1]);
}
#region Properties
/// <summary>
/// </summary>
[Description("Numbers of bars used for calculations")]
[GridCategory("Parameters")]
public int Period
{
get { return period; }
set { period = Math.Max(1, value); }
}
#endregion
}
}
#region NinjaScript generated code. Neither change nor remove.
// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
public partial class Indicator : IndicatorBase
{
private EMA[] cacheEMA = null;
private static EMA checkEMA = new EMA();
/// <summary>
/// The Exponential Moving Average is an indicator that shows the average value of a security's price over a period of time. When calculating a moving average. The EMA applies more weight to recent prices than the SMA.
/// </summary>
/// <returns></returns>
public EMA EMA(int period)
{
return EMA(Input, period);
}
/// <summary>
/// The Exponential Moving Average is an indicator that shows the average value of a security's price over a period of time. When calculating a moving average. The EMA applies more weight to recent prices than the SMA.
/// </summary>
/// <returns></returns>
public EMA EMA(Data.IDataSeries input, int period)
{
if (cacheEMA != null)
for (int idx = 0; idx < cacheEMA.Length; idx++)
if (cacheEMA[idx].Period == period && cacheEMA[idx].EqualsInput(input))
return cacheEMA[idx];
lock (checkEMA)
{
checkEMA.Period = period;
period = checkEMA.Period;
if (cacheEMA != null)
for (int idx = 0; idx < cacheEMA.Length; idx++)
if (cacheEMA[idx].Period == period && cacheEMA[idx].EqualsInput(input))
return cacheEMA[idx];
EMA indicator = new EMA();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.Period = period;
Indicators.Add(indicator);
indicator.SetUp();
EMA[] tmp = new EMA[cacheEMA == null ? 1 : cacheEMA.Length + 1];
if (cacheEMA != null)
cacheEMA.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheEMA = tmp;
return indicator;
}
}
}
}
// This namespace holds all market analyzer column definitions and is required. Do not change it.
namespace NinjaTrader.MarketAnalyzer
{
public partial class Column : ColumnBase
{
/// <summary>
/// The Exponential Moving Average is an indicator that shows the average value of a security's price over a period of time. When calculating a moving average. The EMA applies more weight to recent prices than the SMA.
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.EMA EMA(int period)
{
return _indicator.EMA(Input, period);
}
/// <summary>
/// The Exponential Moving Average is an indicator that shows the average value of a security's price over a period of time. When calculating a moving average. The EMA applies more weight to recent prices than the SMA.
/// </summary>
/// <returns></returns>
public Indicator.EMA EMA(Data.IDataSeries input, int period)
{
return _indicator.EMA(input, period);
}
}
}
// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
public partial class Strategy : StrategyBase
{
/// <summary>
/// The Exponential Moving Average is an indicator that shows the average value of a security's price over a period of time. When calculating a moving average. The EMA applies more weight to recent prices than the SMA.
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.EMA EMA(int period)
{
return _indicator.EMA(Input, period);
}
/// <summary>
/// The Exponential Moving Average is an indicator that shows the average value of a security's price over a period of time. When calculating a moving average. The EMA applies more weight to recent prices than the SMA.
/// </summary>
/// <returns></returns>
public Indicator.EMA EMA(Data.IDataSeries input, int period)
{
if (InInitialize && input == null)
throw new ArgumentException("You only can access an indicator with the default input/bar series from within the 'Initialize()' method");
return _indicator.EMA(input, period);
}
}
}
#endregion
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