Correct way of handling periodic values?

[puravida]

Hello community,

i like to compare if the Open/Close is in the same direction for two different instruments and calculate a value for the %-correlation over a given period.

I am using a for() loop to get the desired correlation value and divide that by the period to get the percantage of the correlation to in my case "SPY". The problem is, the market analyzer seems to dislike the for() loop (only works while connected to intraday data) and i could imagin there is a better way of doing this...

for(i=1;i<=period;i++)
			{
					if(
						(Close[i] > Open[i] && Closes[1][i] > Opens[1][i])
						|| (Close[i] < Open[i] && Closes[1][i] < Opens[1][i])
						) // Correlation +1
						count++;
			}
			
			double percentVal = 100 * count / period;
            Plot0.Set(percentVal);

Thanks for reading.

[NinjaTrader_Jesse]

Hello puravida,

If you are trying to look back a certain period from the last bar on the graph this could be used instead of a for loop.
This gets the total count of bars – 1, and then check if the current bar is within this range.
I used the CurrentBars because you are using multiple data series to make sure to perform the calculations when both series have met the criteria.

Here is a simple example

int totalBars = Count - 1;
int periodToCompare = totalBars - Period;
if( CurrentBars[0] > periodToCompare && CurrentBars[1] > periodToCompare)
{
// do logic here
}

Here is a reference on the Count method

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?count.htm

Here is a reference on the CurrentBars method

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?currentbars.htm

Please let me know if I may be of further assistance.