Math Between Indicators

[rs123456]

Hi,

Does anyone know how to calculate indicators such as:

SMA of (Close[n] * Volume[n])


Thanks

[NinjaTrader_PatrickH]

Hello rs123456,

Thank you for your post.

You can create a custom indicator for this purpose. Using a Series<T> to hold the calculation of the Close * Volume per bar. Then pass the Series<T> as the input of the SMA and set that as your plot.

For example:

		private Series<double> smaInput;
		protected override void OnStateChange()
		{
			if (State == State.SetDefaults)
			{
				Description									= @"Enter the description for your new custom Indicator here.";
				Name										= "SMACloseTimesVolume";
				Calculate									= Calculate.OnBarClose;
				IsOverlay									= false;
				DisplayInDataBox							= true;
				DrawOnPricePanel							= true;
				DrawHorizontalGridLines						= true;
				DrawVerticalGridLines						= true;
				PaintPriceMarkers							= true;
				ScaleJustification							= NinjaTrader.Gui.Chart.ScaleJustification.Right;
				//Disable this property if your indicator requires custom values that cumulate with each new market data event. 
				//See Help Guide for additional information.
				IsSuspendedWhileInactive					= true;
				
				AddPlot(Brushes.Orange, "SMA");
				
				Period						= 14;
			}
			else if (State == State.DataLoaded)
			{
				smaInput = new Series<double>(this);
			}
		}

		protected override void OnBarUpdate()
		{
			// Set our Series<T> to Close times Volume.
			smaInput[0] = Close[0] * Volume[0];
			
			// Pass our Series<T> as the input for the SMA
			Values[0][0] = SMA(smaInput, Period)[0];
		}
		
		[Range(1, int.MaxValue), NinjaScriptProperty]
		[Display(ResourceType = typeof(Custom.Resource), Name = "Period", GroupName = "NinjaScriptParameters", Order = 0)]
		public int Period
		{ get; set; }

Please let me know if you have any questions.

[NinjaTrader_PatrickH]

For information on Series<T> please visit the following link: http://ninjatrader.com/support/helpG...us/seriest.htm

[rs123456]

Many thanks Patrick. I've gotten some indicators work based on the info you've provided [see screenshot]

Please could you also tell me how to change the number formatting from e.g. 1000000 to 1M?

[NinjaTrader_PatrickH]

Hello rs123456,

Thank you for your response.

The decimals are the reason it is not showing K or M. You would need to round the values to the nearest whole value before setting the plot.

Please let me know if you have any questions.