How do I use an indicator to calculate values for a series?

[Dr Kerry]

I'm writing a custom NinjaScript indicator in which I need to do several mathematical calculations and formulations on the data series. I'm new to C# but an expert in Mathematica and also ThinkScript. I would like to use some of the standard Ninja indicators for the intermediate calculations such as SUM or standard deviation in my script formulation. For example, I would like to sum up several values in a series such as the closing prices over n-candles: and use that value in my own calculations. The Ninja SUM indicator apparently does this summation but I can't just use it as a simple mathematical function in my own script because it's written as an indicator. So, how can I use an indicator to just do mathematical operations to calculate numerical values and return numbers in my own script to be stored in a variable name and further processed? This seems to be overly complicated to accomplish in C#. Isn't there a suite/library of mathematical, statistical functions and probability distributions to use for calculations? It should be very simple as it is in Mathematica or R or even ThinkScript. What about other time series processing such as calculating 1st differences or higher order, etc. ?

Thank you for your guidance!

[NinjaTrader_Emily]

Hello Dr Kerry,

Thank you for your post and welcome to the NinjaTrader forums!

The following post contains many helpful tips and resources related to using NinjaScript and C#:

https://forum.ninjatrader.com/forum/ninjatrader-8/indicator-development/97575-sample-scripts#post786040

C# has its own Math class that you may want to look into using, depending on your scripting needs. The following publicly available link will take you to the Microsoft documentation regarding the Math class:

https://learn.microsoft.com/en-us/dotnet/api/system.math?view=netframework-4.8

The SUM indicator that you have mentioned returns the sum of values over a specified period. The following page in our help guide has more information, including a code example of how you could use it inside of your own script:

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

Here is the help guide page for Standard Deviation:

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

The following reference sample demonstrates how to use a custom series to store calculations, and it may also be useful in your case:

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

Please review these resources and feel free to reach out with any additional questions or concerns.