Is there a built-in method to get the net % change of an instrument?

[devatechnologies]

Hello,

I'm looking for a way to get the current net % change of an instrument using Ninjascript. Similar to how you would see it in the Market Analyzer window, see attached pic.

I suppose I can get the previous days close, then get the current price, then do the calculation. But is there a quicker way to do this?

Thanks!

[NinjaTrader_ChelseaB]

Hello devatechnologies,

Have a look at the 'Net change display' indicator included with NinjaTrader and add this to a chart.

This may give you some ideas for creating your own custom script.

[devatechnologies]

Hi Chelsea,

Thanks for the recommendation. I was able to find the Net Change Display indicator and integrate it into my strategy. When I enable it I do see it on the chart. However, when I try and access or print the values it just shows -.01% on each update.

Any suggestions?

Thank you!

Output window:
Net Change Percentage: -0.01%
Net Change Percentage: -0.01%
Net Change Percentage: -0.01%
Net Change Percentage: -0.01%
Net Change Percentage: -0.01%
Net Change Percentage: -0.01%
Net Change Percentage: -0.01%
Net Change Percentage: -0.01%

Here is the code I'm testing with.

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.Indicators;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

//This namespace holds Strategies in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Strategies
{
    public class Test : Strategy
    {    
        private NetChangeDisplay netChangeDisplay;
        
        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description                                    = @"Enter the description for your new custom Strategy here.";
                Name                                        = "Test";
                Calculate                                    = Calculate.OnEachTick;
                EntriesPerDirection                            = 1;
                EntryHandling                                = EntryHandling.AllEntries;
                IsExitOnSessionCloseStrategy                = true;
                ExitOnSessionCloseSeconds                    = 30;
                IsFillLimitOnTouch                            = false;
                MaximumBarsLookBack                            = MaximumBarsLookBack.TwoHundredFiftySix;
                OrderFillResolution                            = OrderFillResolution.Standard;
                Slippage                                    = 0;
                StartBehavior                                = StartBehavior.WaitUntilFlat;
                TimeInForce                                    = TimeInForce.Gtc;
                TraceOrders                                    = false;
                RealtimeErrorHandling                        = RealtimeErrorHandling.StopCancelClose;
                StopTargetHandling                            = StopTargetHandling.PerEntryExecution;
                BarsRequiredToTrade                            = 20;
                // Disable this property for performance gains in Strategy Analyzer optimizations
                // See the Help Guide for additional information
                IsInstantiatedOnEachOptimizationIteration    = true;
            }
            else if (State == State.DataLoaded)
            {
            // Initialize your indicator here
            netChangeDisplay = NetChangeDisplay(PerformanceUnit.Percent, NetChangePosition.BottomLeft);
            AddChartIndicator(netChangeDisplay);
            }
            else if (State == State.Configure)
            {
            }
        }

        protected override void OnBarUpdate()
        {
            if (CurrentBars[0] < 1)
            return;

            // Calculate net change percentage using the indicator
            double netChangePercentage = netChangeDisplay.NetChange;
    
            // Print or use the net change percentage in your strategy logic
            Print("Net Change Percentage: " + netChangePercentage.ToString("F2") + "%");
    
            // Example strategy logic based on net change percentage
            if (netChangePercentage > 0)
            {
                // Implement your strategy's action when net change is positive
            }
            else if (netChangePercentage < 0)
            {
                // Implement your strategy's action when net change is negative
            }
            else
            {
                // Implement your strategy's action when net change is zero
            }
        }
    }
}

​

[NinjaTrader_ChelseaB]

Hello devatechnologies,

Since you are calling this from a host script and the data is not in a series, you will need to call <Indicator>.Update() before returning any non-series variables.

https://ninjatrader.com/support/helpGuides/nt8/update.htm

[devatechnologies]

Hi Chelsea,

I read the reference page for Net Change Display and it will only display correctly on live data. I've had to figure out a simple solution that will work on historical data as well. The code is below, in case it helps anyone in the future.

Note: I'm using five data series in my strategy. This checks data series [1], the S&P500 5min chart. Then gets the previous close from the S&P500 daily chart, index [5] for my strategy. Then it calculates the percentage difference and prints the results.


[CODE]protected override void OnBarUpdate()
{
// Ensure we are working with the 5-minute S&P 500 data series (BarsInProgress 1)
if (BarsInProgress == 1)
{
// Ensure there are enough bars in the daily data series
if (CurrentBars[5] < 1) return;

// Capture the current price from the 5-minute S&P 500 data series
double currentPrice = Closes[1][0]; // Current close price in the 5-minute data series

// Capture the previous day's close from the daily S&P 500 data series
double previousDailyClose = Closes[5][0]; // Close of the previous daily bar

// Print the daily close for verification
Print("Previous daily close: " + previousDailyClose);
Print("Current time: " + Time[0].ToString("HH:mm:ss dd-MM-yyyy"));
Print("Current price: " + currentPrice);

// Calculate the percentage change
double percentageChange = ((currentPrice - previousDailyClose) / previousDailyClose) * 100;

// Print the result for debugging
Print("Percentage Change: " + percentageChange.ToString("F2") + "%");

// Placeholder for your logic based on percentage change
if (percentageChange > 0.90)
{
Print("The instrument is up by more than 0.90%");
// Add your logic here
}
else if (percentageChange < -0.90)
{
Print("The instrument is down by more than 0.90%");
// Add your logic here
}
}
}
/CODE]