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Sma formula with ninjatrader 7 and anomolies

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    Sma formula with ninjatrader 7 and anomolies

    I am programming an indicator for a client and I need to know a few things.

    Did ninjatrader change the SMA algorithm ever?

    I have an indicator that was made years ago to get SMA information and plot it out. It looks very close but there are a couple of spike anomolies. If indicator on the top is reading an SMA indicator from ninjatrader and the indicator on the bottom is reading and SMA indicator from ninjatrader How can I get different information.

    secondly i tried to manually make an sma algorithm to see if it gives the same information.

    double FindSMA(int nPeriod)
    {

    double dSMA = 0;

    for(int x= 0; x< nPeriod; x++)
    {

    dSMA = dSMA + Close[nPeriod];
    }

    dSMA = (double)dSMA/ nPeriod;

    return dSMA;
    }


    This gives totally different information than what Ninjatrader shows. My charts are not the same.

    Lastly what are these parameters

    double last = Value[1] * Math.Min(CurrentBar, Period);

    if (CurrentBar >= Period)
    Value.Set((last + Input[0] - Input[Period]) / Math.Min(CurrentBar, Period));
    else
    Value.Set((last + Input[0]) / (Math.Min(CurrentBar, Period) + 1));


    What is Value[1]; ???

    What is Input[0]; ???

    If the pictures below are both Ninjatrader SMA indicators then why is the plotting anomalies exist

    Formula SMA(120)[0];
    Attached Files
    Last edited by ballboy11; 10-09-2017, 08:07 AM.

    #2
    Hello ballboy11,

    Thank you for your note.

    The calculation to get the SMA is the same.

    I'm not sure what you are trying to achieve through writing your own SMA method vs using Ninja's however I would suggest you add print statements to your for loop to identify your mistake.

    Please let us know if you need further assistance.
    Alan P.NinjaTrader Customer Service

    Comment


      #3
      Thank you.


      Last question is what is

      What is Value[1]; ???

      What is Input[0]; ???

      Comment


        #4
        Hello Ballboy11,

        Please see Input and Values at the following link,
        https://ninjatrader.com/support/help..._reference.htm

        Please let us know if you need further assistance.
        Alan P.NinjaTrader Customer Service

        Comment

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