Matrix with Ninja trader

[kuroro13]

Is there a tutorial explaining how to use matrix in NinjaScript ?

[NinjaTrader_Dierk]

Not sure what you mean by matrix. NT has a concept which is called SuperDOM. May be that's what you are looking for.

http://www.ninjatrader-support.com/HelpGuideV6/helpguide.html

and then Order entry windows->SuperDOM.

Also: there are webinars related available. Please see link in my signature

[kuroro13]

What i meant was :
creating and using matrix (line vector x colomn vector) when coding in C#.

Is there a tutorial ?

[NinjaTrader_Dierk]

Unfortunately there is no tutorial for that issue available.

[kuroro13]

But can we use it when implementing a code ?
If yes, can you give me an example of code using matrix (just a few lines so I can figure out the process) ?

[NinjaTrader_Dierk]

Sorry, we don't have a sample available. Please check the MS docs on C# e.g. for "Array" or "ArrayList" etc.

[Shansen]

A year on, I don't suppose there is an example using matrices in NinjaScript?

Thank
Shannon

[mrlogik]

A simple example of an integer matrix

//Define the matrix
[FONT=monospace]int[,] sMatrix;

//Initialize the matrix and define the size
Initialize()
{
    //this is a 2x2 matrix
    int[,] sMatrix = new int[2,2];
}

//Now, lets use the matrix a little
OnBarUpdate()
{
    //matrix starts at index 0,0
    sMatrix[0,0] = 1;
    sMatrix[0,1] = 2;
    sMatrix[1,0] = 3;
    sMatrix[1,1] = 4;

  //this matrix looks like this in memory
  /*
    0   1 
   [/FONT][FONT=monospace]---------[/FONT]
  0[FONT=monospace]| 1 | 2 |
   [/FONT][FONT=monospace]---------[/FONT]
  1[FONT=monospace]| 3 | 4 |
    --------
  */    
}
[/FONT]

Here's some more information

Hope this helps.

[NinjaTrader_Bertrand]

Unfortunately not Shannon, thanks for the post mrlogik!

[Shansen]

mrlogic & Bertrand,

Thanks for your quick replies.

With numbers in a matrix, what is the extent to which NinjaTrader is able to run calculations on matrices (e.g. multiply, divide, matrix inversion)? Where can I locate this information / code?

In the link mrlogic supplied, the "system.array" class was referred to. Is it required to add this system.array to the declarations section of a NinjaScript?

On that point, I am trying to calculate some statistics, hence this line of questioning. I don't suppose there is some statistics class that is NinjaScript has access to?

As always, thanks
Shannon

[mrlogik]

Shannon,

Yes, you need to add "using System.Collections.Generic;"

NT does not directly have matrix functions, but this is C# .NET; you should find plenty of information with google. Same goes for statistical analysis. NT does have some things in the Performance Class (strategy statistics).

I hope this is helpful.

[sefstrat]

MetaNumerics is a good C# library for linear algebra, etc..

http://metanumerics.codeplex.com

keep in mind that you must account for the fact that NT dataseries are indexed in reverse

[kuroro13]

"keep in mind that you must account for the fact that NT dataseries are indexed in reverse"

Does that mean that when you use an array/multi-dimensional array,it is indexed in reverse ?

[mrlogik]

I believe what sefstrat is saying is

Close[0] = Current Bar Close
Close[1] = Previous Bar Close
Close[2] = 2 Bars ago Close
etc.

Just a reference to DataSeries indexing. You can design / use an array / matrix any way you choose; you can index them in any fashion that is appropriate for your design.

[sefstrat]

True you can index them in any fashion you want, but you must remember that position in a matrix is very important in linear algebra since for example multiplication is not commutative.

So if you are working with other libraries and operating against data which is generated from outside NinjaTrader they will most likely expect Close[0] to be the close of the first bar, rather than the close of the most recent bar.

That is all I was getting at =)

I believe what sefstrat is saying is

Close[0] = Current Bar Close
Close[1] = Previous Bar Close
Close[2] = 2 Bars ago Close
etc.

Just a reference to DataSeries indexing. You can design / use an array / matrix any way you choose; you can index them in any fashion that is appropriate for your design.