Advanced Statistics Library

[pmorissette]

Hey all,

Is there any way to integrate a more advanced statistics library into NinjaScript code? I found some open source C# libraries such as dnAnalytics, but I can't seem to figure out how to use them with NinjaTrader....is it even possible in the first place?

It would be nice to be able to do some fancier stuff, Matlab style.

Thanks,
Phil

[NinjaTrader_RyanM1]

Hello Phil,

Thank you for your post.

This is not supported but you may be able to add the library with the "using" statements at the top of the code. You can also add references to external files by right clicking within the editor > references > Add.

[pmorissette]

Yes I have tried to do so but the objects used in the calculation aren't compatible. Is there any way to transform a NinjaScript data series to a normal array or vector?

[NinjaTrader_RyanM1]

Yes, this is possible but you will have to look into the C# implementation of this. A NinjaScript data series is essentially an array, only they're tied to each individual bar object.

[pmorissette]

Ok great. Thanks for the quick reply.