SMA with Bid/ask Volume

[alovi]

I would like to create a new SMA with the Bidvoulme and the askvolume.
First I have to create a dataserie that is:
[(Askvolume(0) + Askvolume(1) + Askvolume(2) + Askvolume(3) + Askvolume(4)) - (Bidvolume(0) + Bidvolume(1) + Bidvolume(2) + Bidvolume(3) + Bidvolume(4))] / [(Askvolume(0) + Askvolume(1) + Askvolume(2) + Askvolume(3) + Askvolume(4)) + (Bidvolume(0) + Bidvolume(1) + Bidvolume(2) + Bidvolume(3) + Bidvolume(4))]

What do I need to ad to the SMA code for developing this indicator? Thank you
The SMA code is:

//
// Copyright (C) 2006, NinjaTrader LLC <www.ninjatrader.com>.
// NinjaTrader reserves the right to modify or overwrite this NinjaScript component with each release.
//

#region Using declarations
using System;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.ComponentModel;
using System.Xml.Serialization;
using NinjaTrader.Data;
using NinjaTrader.Gui.Chart;
#endregion

// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
/// <summary>
/// The SMA (Simple Moving Average) is an indicator that shows the average value of a security's price over a period of time.
/// </summary>
[Description("The SMA (Simple Moving Average) is an indicator that shows the average value of a security's price over a period of time.")]
public class SMA : Indicator
{
#region Variables
private int period = 14;
#endregion

/// <summary>
/// This method is used to configure the indicator and is called once before any bar data is loaded.
/// </summary>
protected override void Initialize()
{
Add(new Plot(Color.Orange, "SMA"));

Overlay = true;
}

/// <summary>
/// Called on each bar update event (incoming tick).
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar == 0)
Value.Set(Input[0]);
else
{
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));
}
}

#region Properties
/// <summary>
/// </summary>
[Description("Numbers of bars used for calculations")]
[GridCategory("Parameters")]
public int Period
{
get { return period; }
set { period = Math.Max(1, value); }
}
#endregion
}
}

[NinjaTrader_Bertrand]

alovi, are you looking to average the bid / ask volume from multiple series?

The SMA method will accept a custom data series as input as well:

double value = SMA(yourCustomDataSeries, 20)[0];

http://www.ninjatrader.com/support/helpGuides/nt7/moving_average___simple_sma.htm

[alovi]

I want to average the Bid/ask volume in single series, by example eminiSP500, but the data that I want to average is not a single data (close, open,...), is a customdataserie that I have to create it first and I don´t know exactly how to create it.

[NinjaTrader_Bertrand]

alovi, for working with custom DataSeries objects, please see this introductory sample first - http://www.ninjatrader.com/support/f...ead.php?t=7299

You first want to record your GetCurrentBid / Ask Volume double value into a series object and then pass this series as input to your SMA indicator / method.

[alovi]

I read the introductory sample but I didn´t find a real sample for using it as reference.
żHow I create a dataserie with the last five bidvolume by example?
Thank you

[NinjaTrader_Bertrand]

You can't access historical bid / ask data with those commands, you would need to store the data in the data series in realtime as you move forward and then you could calculate your average.

http://www.ninjatrader.com/support/helpGuides/nt7/dataseries_class.htm

With myDataSeries defined in your Initialize(), you would use the .Set command to fill it with values.

myDataSeries.Set(GetCurrentAskVolume());

To access historical bid / ask data a MultiSeries script is needed and above all your broker / feed would need to support this backfill data:

http://www.ninjatrader.com/support/helpGuides/nt7/historical_data.htm

[alovi]

Then how I define myDataSeries first for later using the .set comand?
My data provider is Zen Fire

[NinjaTrader_Bertrand]

Please have a look at the 2 links I posted, one to the reference sample on DataSeries and then other from our helpguide explaing the details.

#region Variables
private DataSeries myDataSeries; // Define a DataSeries variable
#endregion 

// Create a DataSeries object and assign it to the variable
protected override void Initialize() 
{

     myDataSeries = new DataSeries(this);
}

[alovi]

Then is right this code?

#region Variables
private DataSeries BidVolume;
private DataSeries AskVolume;
privateint period = 20;
privateint smooth = 3;
#endregion
///<summary>
protectedoverridevoid Initialize()
{
Add(new Plot(Color.Green, "Bid/askVolume"));

BidVolume = new DataSeries(this);
AskVolume = new DataSeries(this);
}
protectedoverridevoid OnBarUpdate()
{
if (CurrentBar == 0)
{
BidVolume.Set(0);
AskVolume.Set(0);
return;
}
down.Set(BidVolume(0) + BidVolume(1) + BidVolume(2) + BidVolume(3) BidVolume(4));
up.Set(AskVolume(0) + AskVolume(1) + AskVolume(2) + AskVolume(3) AskVolume(4));

[NinjaTrader_Bertrand]

Hi alovi, this will not work, as there's no place in the code where actually store the GetCurrentAsk BidVolume into your dataseries to average it later. Also: if you would like to refer to an element of the dataseries object you would do so by indexing with [x] brackets.