How to calc Avg(SMA_L -SMA_S)[from period the session start's]

[iskip]

Please if some one nows:

How to calculate the arithmetic mean of the difference of two SMA since the beginning of the session.
I need it for recognizing flat trand

Avg(SMA_L -SMA_S)[from period the session start's]

[NinjaTrader_ZacharyG]

Hello iskip,

Thank you for writing in.

We'll need to manually calculate the mean.

As an example, I have created a sample here that will plot the mean close price since the beginning of the session:

private double sum = 0;
private double numberOfBars = 0;

protected override void Initialize()
{
     Add(new Plot(Color.Blue, "Average"));
}

protected override void OnBarUpdate()
{
     // if it's the first bar of session, reset our values
     if (Bars.FirstBarOfSession)
     {
          sum = 0;
          numberOfBars = 0;
     }

     // add the current close value to the sum
     sum += Close[0];
     // increment numberOfBars by one as one bar has elapsed
     numberOfBars++;
     // divide the sum by the numberOfBars to find the mean and plot the current mean value
     Value.Set(sum / numberOfBars);
}

In order to calculate the mean of the difference between two indicators, you'll need to modify the logic above to obtain the value of the difference between the two indicator outputs, but it should provide a base as to how you can plot the mean.

Please, let us know if we may be of further assistance.

[iskip]

Tnx a lot. When i will make code with your base example and i will show it here.

[iskip]

protected override void Initialize()
{
     Add(new Plot(Color.Blue, "Average"));
}

For this line he said: Error CS1503
Do not get what he wants.
Help please

[NinjaTrader_ZacharyG]

Hello iskip,

Are you placing that syntax in an indicator or a strategy?

My example is for an indicator. You cannot add plots in a strategy.