How to normalize a dataset by its maximum value?

[mauva27]

Hi All,

I'm trying to normalize the data obtained from an EMA by its maximum value over a period of 256 candles. Something like this....

public Series <double> ema_set;
public Series <double> ema_set;_norm

double ema14 = EMA(...)[0];
ema_set = ema14;
ema_set_norm = ema_set / ema_set.Max();

But it's not working like this, or when using other alternatives like Math.Max().

Any suggestions?

Thanks guys

[NinjaTrader_Jim]

Welcome to the forums mauva27!

I'm by no means a mathematician, but taking this Normalize formula from stackoverflow, I would consider setting up the following:

protected override void OnBarUpdate()
{
    if (CurrentBar < 256)
        return;

    double normalized = Normalize(EMA(14)[0], MIN(EMA(14), 256)[0], MAX(EMA(14), 256)[0], 0, 100);
    Print(String.Format("EMA: {0} Normalized: {1} Min: {2} Max:{3}", EMA(14)[0], normalized, MIN(EMA(14), 256)[0], MAX(EMA(14), 256)[0]));
}

private double Normalize(double val, double valmin, double valmax, double min, double max)
{
    return (((val - valmin) / (valmax - valmin)) * (max - min)) + min;
}

Publicly available link: https://stackoverflow.com/questions/...-to-3/51161208

We look forward to asissting.