Pine Script to NinjaScript Fisher Transformation of Price from EMA

[rc5781]

On tradingview there is an indicator called "ema exhaustion". I believe it calculates a 9 period fisher transformation of the distance of price from the 50 period ema. I asked CoPilot (chatgpt4) to covert the pine script to ninjascript. I was able to compile the ninjascript but nothing plotted and I was getting the following error in the output window, "fish1: 0.342828254415394 fish2: 0 Indicator 'FisherDistanceFromEma': Error on calling 'OnBarUpdate' method on bar 9: Index was outside the bounds of the array."

The problem seems to be with the IF statement in OnBarUpdate(). None of the suggestions CoPilot gave me worked so here I am looking for a kind-hearted coder

Here's the pine script and ninjascript code. Thanks.

Pinescript

//@version=4
study(title="Fisher Transform with Distance from EMA", shorttitle="Fisher Distance from EMA", format=format.price, precision=2, resolution="")
len = input(9, minval=1, title="Fisher Transform Length")

emaLength = input(title="EMA Length", defval=50, type=input.integer)
emaValue = ema(close*100000000, emaLength)
distFromEMA = (close*100000000 - emaValue)

high_ = highest(distFromEMA, len)
low_ = lowest(distFromEMA, len)
round_(val) => val > .99 ? .999 : val < -.99 ? -.999 : val
value = 0.0
value := round_(.66 * ((distFromEMA - low_) / max(high_ - low_, .001) - .5) + .67 * nz(value[1]))
fish1 = 0.0
fish1 := .5 * log((1 + value) / max(1 - value, .001)) + .5 * nz(fish1[1])
fish2 = fish1[1]
hline(1.5, "1.5", color=#FFC5B5)
hline(0.75,"0.75", color=#C6C6C6)
hline(0, "0", color=#FFC5B5)
hline(-0.75, "-0.75", color=#C6C6C6)
hline(-1.5, "-1.5", color=#FFC5B5)
plot(fish1, color=#0094FF, title="Fisher")
plot(fish2, color=#FFD800, title="Trigger")​

Ninjascript

#region Using declarations
using System;
using System.ComponentModel;
using System.Windows.Media;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.Indicators;
using NinjaTrader.NinjaScript.DrawingTools;
using System.Xml.Serialization;
#endregion

// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Indicators
{
    public class FisherTransformWithDistanceFromEMA : Indicator
    {
        private int len = 9;
        private int emaLength = 50;
        private EMA ema;
        private Series<double> distFromEMA;
        private Series<double> value;
        private Series<double> fish1;
        private Series<double> fish2;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description = @"Fisher Transform with Distance from EMA";
                Name = "Fisher Transform with Distance from EMA";
                Calculate = Calculate.OnBarClose;
                IsOverlay = false;
                DisplayInDataBox = true;
                DrawOnPricePanel = true;
                DrawHorizontalGridLines = true;
                DrawVerticalGridLines = true;
                PaintPriceMarkers = true;
                ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right;
            }
            else if (State == State.Configure)
            {
                ema = EMA(Close, emaLength);
                distFromEMA = new Series<double>(this);
                value = new Series<double>(this);
                fish1 = new Series<double>(this);
                fish2 = new Series<double>(this);
            }
        }

        protected override void OnBarUpdate()
        {
            if (CurrentBar >= len) return;

            distFromEMA[0] = Close[0] * 100000000 - ema[0];
            double high = MAX(distFromEMA, len)[0];
            double low = MIN(distFromEMA, len)[0];
            value[0] = Math.Min(Math.Max(.66 * ((distFromEMA[0] - low) / Math.Max(high - low, .001) - .5) + .67 * value[1], -.999), .999);
            fish1[0] = .5 * Math.Log((1 + value[0]) / Math.Max(1 - value[0], .001)) + .5 * fish1[1];
            fish2[0] = fish1[1];

            PlotBrushes[0][0] = Brushes.Blue;
            PlotBrushes[1][0] = Brushes.Yellow;
            Values[0][0] = fish1[0];
            Values[1][0] = fish2[0];
        }

        #region Properties
        [Browsable(false)]
        [XmlIgnore]
        public Series<double> Fisher { get { return Values[0]; } }

        [Browsable(false)]
        [XmlIgnore]
        public Series<double> Trigger { get { return Values[1]; } }
        #endregion
    }
}
​

[NinjaTrader_ChelseaB]

Hello rc5781,

The Values collection is populated with plot series when AddPlot() is called.

As AddPlot() is not being called in your script, Values[0] and Values[1] do not exist.

Below is a link to a support article on adding plots and setting the values.

https://support.ninjatrader.com/s/article/Developer-Guide-Adding-Plots-in-Indicators