filter out if current pps is below EMA

[chris8sirhc]

Hello,

I have watched the video on how to set up the market analyzer, and how to select filter options, but I am having trouble figuring out how to do the comparison I need to do. I want to filter out all rows where the EMA is below the current pps. I have the EMA column set up correctly with the right number of periods etc, but it seems like I can only compare the EMA to a set double value, when I need to compare it to the current pps for that stock. How do I go about making a filter based on the comparison between two different column values?

Also, how is the AverageDailyVolume calculated?

[NinjaTrader_Kyle]

Hello chris8sirhc,

Thank you for your post.

Can you clarify what 'PPS' would be? I'm not familiar with that term unfortunately.

[chris8sirhc]

Sorry, Price Per Share (PPS) in ninja trader terms it is called LastPrice. I guess a broader question is how do you set up the comparison between two variables at all?

[NinjaTrader_Jason]

Hello chris8sirhc,

Unfortunately this is not possible. Filter conditions can only use numeric values in the comparison conditions. You cannot compare two columns.

Average daily volume is not calculated by NinjaTrader - it is loaded from the connected data feed. Please contact the data feed provider for clarification how average daily volume is calculated.

[chris8sirhc]

Is it possible to "open up" the ninja script code like you can with indicators to write some custom code? It seems like it would be pretty important to scan by comparing two variables... Is there a competing software package that can do this simple task?

Basically im trying to find a list of the stocks that trade over a million shares a day on avereage, where the EMA is above the current pps. Is there any way that ninja trader can do this?

[NinjaTrader_Joydeep]

Hello chris8sirhc,
Yes you can write custom codes for the market analyzer window too. Unfortunately it is beyond what we could support but you can find the market analyzer codes in the Type folder ( <My Documents>\NinjaTrader 7\bin\Custom\Type\ ). You can take reference from there.

Please let me know if I can assist you any further.

[chris8sirhc]

Hello chris8sirhc,
Yes you can write custom codes for the market analyzer window too. Unfortunately it is beyond what we could support but you can find the market analyzer codes in the Type folder ( <My Documents>\NinjaTrader 7\bin\Custom\Type\ ). You can take reference from there.

Please let me know if I can assist you any further.

That sounds like a great feature to add to your next update! I know TONS of peoples strategies compare two variables etc (ie, if the 200 day EMA is above the 5 day EMA, etc etc etc)

[NinjaTrader_Joydeep]

Hello chris8sirhc,
You can create a multi series indicator/strategy to compare 2 data series. Please refer here to know more http://www.ninjatrader.com/support/h...nstruments.htm

[chris8sirhc]

will that be able to return a list of all stocks that meet those criteria like the market scanner can?

[NinjaTrader_Joydeep]

Hello chris8sirhc,
It depends on what you want to do. You can create a multi-instrument indicator and apply it in the market analyzer.

NinjaScript is essentially C#, and thus offers you unlimited flexibly to code your custom indicators/strategies.

Please let me know if I can assist you any further.

[chris8sirhc]

can i make an indicator that simply returns a value (instead of plotting something) like can i have an indicator calculate something, then return the value of what I calculated???

instead of the main script being a void type, it would be a double and im assuming the last line would be
return(calculated variable);

??

[NinjaTrader_Joydeep]

Hello chris8sirhc,
Yes, you can expose a value other than a plot. Please refer to this sample code for further reference http://ninjatrader.com/support/forum...ead.php?t=4991

Please let me know if I can assist you any further.