Normal Distribution function

[ChrisR]

Good Evening,

I'm trying to pull the normal distribution value of a zscore but I am not able to pull in standard C# Normal Distribution and I do not see NormDist in the Math class. Is there a way to do this in NinjaScript?

[QuantKey_Bruce]

I believe NormalDistribution is part of the .NET Framework 4.8's charting class not the math class.

See for instance: https://learn.microsoft.com/en-us/do...ramework-4.8.1

What is it you're trying to do?

[ChrisR]

I believe NormalDistribution is part of the .NET Framework 4.8's charting class not the math class.

See for instance: https://learn.microsoft.com/en-us/do...ramework-4.8.1

What is it you're trying to do?

Hey Bruce, I'm trying to calculate the one and two sided percentile of a Z-Score. In excel this is as simple as:
One Sided =NORM.S.DIST(X,FALSE)
Two Sided =NORM.S.DIST(X,TRUE)

I thought there would surely be a normal distribution function in NinjaScript but did not find one and can not figure out how to pull in a normal distribution method into NT using C#

[QuantKey_Bruce]

ChrisR You mean like this? https://github.com/ovnisoftware/Norm...istribution.cs

[QuantKey_Bruce]

Or you may want to do it like this, which is more written out even if less efficient: https://bytes.com/topic/c-sharp/answ...l-distribution

[ChrisR]

Perfect thanks, got it loaded, now just trying to check the math. Went with the second option you found since it has a bool for cumulative.

[ChrisR]

works great, thanks as always.

[QuantKey_Bruce]

You're welcome.

[NinjaTrader_BrandonH]

Hello ChrisR,

Thanks for your post.

I am happy to hear you found a solution.

NinjaTrader does not have a NormalDistribution method or property available to use.

This would require custom logic to accomplish and the examples QuantKey_Bruce shared demonstrate how this could be done as you have noted.