Best practice to get Bar Delta Average

[nzag555]

Hello,

I'm trying to get an average of the last 5 max negative delta from the previous 5 bars.
barsType.Volumes[CurrentBar].GetMaximumNegativeDelta();
Tried adding SMA to the current bar but it doesn't work.
Is there a way to calculate it properly?

Thank you
Nadav

[NinjaTrader_BrandonH]

Hello Nadav,

Thanks for your post.

You could consider creating a custom Series<double> variable named something like MaxNegDelta and saving the .GetMaximumNegativeDelta() value to the custom MaxNegDelta series.

Then pass in the MaxNegDelta Series in for the Series<double> input parameter when calling SMA() and pass in a period parameter of 5.

See the help guide documentation below for more information.

Creating Custom Series<double> Variables: https://ninjatrader.com/support/help...t8/seriest.htm
VolumetricBars: https://ninjatrader.com/support/help...tric_bars2.htm
SMA: https://ninjatrader.com/support/help...simple_sma.htm

[NinjaTrader_ChelseaB]

Hello Nadav,

This does not provide a series that can be supplied to an indicator.

An average would be all of the values added together then divided by the number of values.

private double myValue;

if (CurrentBar > 4)
{
myValue = ( barsType.Volumes[CurrentBar].GetMaximumNegativeDelta() + barsType.Volumes[CurrentBar - 1].GetMaximumNegativeDelta() + barsType.Volumes[CurrentBar - 2].GetMaximumNegativeDelta() + barsType.Volumes[CurrentBar - 3].GetMaximumNegativeDelta() + barsType.Volumes[CurrentBar - 4].GetMaximumNegativeDelta() ) / 5;
}

[nzag555]

Thank you!