Handling series

[Zeos6]

Is there a way to divide a price series by itself shifted n bars back? For example, create a new series such that:
new series = Price/Price[n]

Eventually I'd like to alter the newly series to create the final series

final series = constant * Math.Log(Price/Price[n], Math.E);

Is this doable? Any suggestions would be greatly appreciated. Thank you.

[NinjaTrader_JessicaP]

Thank you for your question Zeos6. This is easily possible. Some considerations :

• Whenever we do division with a computer program, a good habit is to always check (even in situations where this is unlikely) that the denominator is not zero. A good "recipe" to avoid this is
  
  double example = b == 0.0 ? 0.0 : a/b;
  
  
• We will need to guarantee that we have at least n bars. We can do this with
  
  if (CurrentBar < n) return;
  
  near the beginning of OnBarUpdate
• A convention many programmers adopt is to put constants in immutable memory, and to name them with capital letters. While adopting this is your preference, the way to do this in C# is
  
  public const int EXAMPLE = 0xD06F00d;
  
  
• However since you are modifying an object to create it, rather than const, you will be interested in the readonly keyword, which is publicly documented here and which allows calling constructors
  
  https://msdn.microsoft.com/en-us/library/acdd6hb7.aspx
  
  If you create a variable with a getter, and no setter (as I will do in the example I give you), this variable will be readonly, and you will have more flexibility as far as setting up this variable.

With all this in mind I have prepared a code example. Code samples we provide are for educational purposes, and are not intended for live trading, and are not guaranteed to accomplish any user goal or to be maintained. Please let us know if there are any other ways we can help.

[Zeos6]

Thank you for the example Jessica. Appreciate it.