Calculating the average of previous bars.

[rcloutier]

Is there an easy way to calculate the average of N previous bars in a series?

Say I want the average closing price of the last 20 bars, is there any easier way to do it than (Close[0] + Close[1] + ... + Close[19]) / 20?

[NinjaTrader_ChrisL]

Hello rcloutier, thanks for your post.

The SMA indicator will give you the moving average of the price over a set period. See the SampleMACrossover strategy as an example of how to initialize and use an SMA object in a strategy.

Please let me know if I can assist any further.

[rcloutier]

Okay sure but what about the median instead of the average? Regarding the average, I was hoping for something like Average(Close, 20) but if the way to do that in a strategy is to use SMA(Close, 20), I'm guessing there isn't a "Simple Moving Median" indicator? Is there?

[NinjaTrader_ChrisL]

Hi rcloutier, thanks for your reply.

There is not an indicator but there is a Median price series that you can reference:

https://ninjatrader.com/support/help...t8/?median.htm

You will access this series just like you would the Close, Open, High, Low series e.g. Median[0]

Please let me know if I can assist any further.