Issue with LinReg

[csrkkalyan]

I have a code something like this but unable to use method LinReg:

// Calculate the highest high and lowest low over the past 20 bars
double highestHigh = MAX(High, 20)[0];
double lowestLow = MIN(Low, 20)[0];

// Calculate the average of the highest high and lowest low
double hllAverage = (highestHigh + lowestLow) / 2;

// Calculate the closing price minus the average of the highest high and lowest low
double closeMinusHllAverage = Close[0] - hllAverage;

linreg = LinReg(closeMinusHllAverage, 20);


I get the below error:

The best overloaded method match for 'NinjaTrader.NinjaScript.Strategies.Strategy.LinRe g(NinjaTrader.NinjaScript.ISeries<double>, int)' has some invalid arguments	CS1502
Argument 1: cannot convert from 'double' to 'NinjaTrader.NinjaScript.ISeries<double>'	CS1503

[bltdavid]

The error is clear.

Argument 1: cannot convert from 'double' to 'NinjaTrader.NinjaScript.ISeries<double>'

When you call LinReg(A, B), the 'A' argument must
be a Series<double>.

The variable closeMinusHllAverage is a double,
which is not the same thing as a Series<double>.

-=o=-

I think you're trying to ask for help in how to make
the double variable closeMinusHllAverage into
a Series<double> variable?

Have you read this page?

[csrkkalyan]

Thanks for your reply. That's correct, I would like to make this work by passing a modified or dynamic way of passing this first parameter. By the way, the page that you referred here i get page not found error

[bltdavid]

the page that you referred here i get page not found error

You're not the first person who has said that.

I read these forums and compose all my posts in Firefox.
[I just checked, the links work fine for me in Firefox.]

Which version of Windows are you using?
Which browser are you using?

Hmm ... let me test here ...
Surprisingly, the links do not work in Chrome -- I also
get Page Not Found -- but look carefully at the web
address -- on my PC, Chrome appended a bunch of
garbage characters after 'seriest.htm'.

Try doing some surgery on the web address, does
the first part of the web address look ok? Delete all
characters after 'seriest.htm' -- hopefully this will allow
the correct web page to be shown.

This bit of surgery worked for me.

I have no idea how this occurs, I presume it is the NT
forum software messing up somehow, but I can't really
test or fix anything in these forums.

Let me know if that helps.

[NinjaTrader_BrandonH]

Hello csrkkalyan,

Thanks for your post.

bltdavid has provided some great information on this topic.

When passing two arguments into the LinReg() method, the first argument must be a Series<double> as noted in the syntax on the help guide.

LinReg(ISeries<double> input, int period)[int barsAgo]

LinReg(): https://ninjatrader.com/support/help...regression.htm

Your variable being passed into the LinReg() method is a regular double variable, not a Series<double> so the error you mentioned occurs.

A custom Series<double> variable would need to be created, you could assign the value you want to the Series<double> variable, then pass that variable into the LinReg() method.

Here is a help guide page detailing creating and working with custom Series: https://ninjatrader.com/support/help...t8/seriest.htm

[csrkkalyan]

Thanks guys for your information. Did something like this and now error is gone, hope this is correct:

First initiate the series in DataLoaded state (under OnStateChange) as

myDoubleSeries = new Series<double>(this, MaximumBarsLookBack.Infinite);

and then in the OnBarUpdate:

// Calculate the highest high and lowest low over the past 20 bars
double highestHigh = MAX(High, 20)[0];
double lowestLow = MIN(Low, 20)[0];

// Calculate the average of the highest high and lowest low
double hllAverage = (highestHigh + lowestLow) / 2;

// Calculate the closing price minus the average of the highest high and lowest low
double closeMinusHllAverage = Close[0] - hllAverage;

myDoubleSeries[0] = closeMinusHllAverage;
linreg = LinReg(myDoubleSeries, 20);

[NinjaTrader_BrandonH]

Hello csrkkalyan,

Thanks for your notes.

Yes, that would be the correct way to pass a custom Series into the LinReg() method.

Ensure that myDoubleSeries is being defined as a class-level variable in the script.

For example, private Series<double> myDoubleSeries;