NT8 SMA to SMA closeness - price and slope

[seeseea]

Hi - I am wanting to find the simplest way to determine these conditions:

1) the amount of "closeness" in price at a particular point in time that two SMAs --- for example when the SMA prices are equal, we would consider that to be a nearness of 0; then, as they diverse from each other the nearness would be the difference between the prices.
2) then, there is the rate of divergence --- this would be the change of nearness being experienced by the chart for these two MAs

So, what I want to do is measure the both nearness and the rate that it is decreasing / increasing at any moment on the chart.

Thanks you for any suggestions on how to script this in NT8.

[NinjaTrader_ChrisL]

Hi seeseea, thanks for your question.

Unfortunately, the support team can't create custom code. If you have a specific formula for the values you need I can try to make an example. You can access SMA values in a script like so, this gets a difference of two SMAs:

public class SMADifference : Indicator
    {
        private SMA _SMA0;
        private SMA _SMA1;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                //...
            }
            else if (State == State.Configure)
            {
                AddPlot(Brushes.Red, "MyPlot");
            }
            else if (State == State.DataLoaded)
            {
                _SMA0 = SMA(20);
                _SMA1 = SMA(40);
            }
        }

        protected override void OnBarUpdate()
        {
            Value[0] = _SMA0[0] - _SMA1[0];
        }
    }

The rate could be something like the current Value[0] - Value[1]. Getting comfortable with accessing the needed indicator values would be the best starting point to get maximum flexibility out of NinjaScript.

Please let me know if I can assist any further.