looping in OnBarUpdate in ninjascript.

[frankduc]

Hi,

I would like a CMA whose value will be equal to Current price.

I created a cma whose loop looks for the value that equals the current price.

 protected override void OnBarUpdate()
    {
        // Ensure there is enough data (we must have at least the number of bars required)
        if (CurrentBar >= 1)
        {
            // Get the close price of the CurrentBar (the latest completed bar)
            double currentBarClosePrice = Close[0]; // Close of the current bar (the last bar)
 
            // Arrays to store close prices and volumes for bars
            double[] closePrices = new double[CurrentBar];
            double[] volumes = new double[CurrentBar];
 
            // Fill the arrays with close prices and volumes for each bar up to the CurrentBar
            for (int i = 0; i < CurrentBar; i++)
            {
                closePrices[i] = Bars.GetClose(i);   // Get close price for the bar at index i
                volumes[i] = Bars.GetVolume(i);      // Get volume for the bar at index i
            }
 
            // Efficient cumulative sum and weighted sum using LINQ
            double clovolSum = closePrices.Zip(volumes, (price, volume) => price * volume).Sum(); // Weighted sum of close prices and volumes
            double volumeSum = volumes.Sum(); // Total volume
 
            // Calculate the CMA (Cumulative Moving Average)
            double cma = clovolSum / volumeSum;
 
            // Calculate the absolute difference between CMA and the current bar's close price
            double difference = Math.Abs(cma - currentBarClosePrice);
 
            // Print the calculated CMA value for the current bar but not breaking at the right place
            Print("CMA: " + cma);
 
            // Break the loop if the CMA is closest to the CurrentBar close price but still not breaking at the right place
            if (difference < 0.001)
            {
                Print("Breaking as CMA is equal to CurrentBar Close price.");
            }
        }
    }​

Is there an easy way to do this in ninjascript?

With a nested loop we could look for the matching average but this requires a lot of calculation and slows down the process to the point of making NT crash when there are too many bars in the chart.

protected override void OnBarUpdate()
    {
        if (CurrentBar == 0)
        {
            // Target average value
            double targetAverage = 4.0;
 
            // Loop through the rows (starting from 0 to 4)
            for (int i = 0; i <= 4; i++)
            {
                int sum = 0;
                int count = 0;
 
                // Print the series and calculate the sum and count in one loop
                string seriesOutput = "Series: ";
                for (int j = i; j <= 5; j++) //or for (int barIndex = i; barIndex < CurrentBar; barIndex++)
                {
                    seriesOutput += j + " "; // Add to series output
                    sum += j;               // Add to sum
                    count++;                 // Increment count
                }
 
                // Calculate the average
                double average = (double)sum / count;
                
                // Print the series and average
                Print(seriesOutput + $"| Average: {average:F2}");
 
                // Check if the average matches the target
                if (average.ApproxCompare(targetAverage) == 0)
                {
                    Print($"Found series with average {targetAverage} at row starting with {i}");
                }
            }
        }​

Any quick solution?

Thank you