Simple calculation

[TexFly]

Hello,

I'm trying to do a simple calculation on OnBarUpdate() but I keep getting errors. I have researched but I can't make it work.

I have three different indicator lengths and I want to calculate the average. Something like this:

This is declared in the class above the OnStateChange()
private SMA SMA1;
private SMA SMA2;
private SMA SMA3;

Then OnBarUpdate()
SMA1 = SMA(5);
SMA2 = SMA(20);
SMA3 = SMA(50);

AvgSMA=(SMA1+SMA2+SMA3)/3;
double highsignal = 90;


if (CrossAbove(AvgSMA, highsignal, 1))
EnterLong("AALong");


But I keep getting errors about converting double to a series and vice versa. I have tried to declare all doubles but the CrossAbove doesn't like it neither...

What's the best way to accomplish this?

Thanks for the help.

[nkhoi]

the message is misleading, you need to use [0] for the actual calculation..
example: ZerolagTEMA[0] = 2*tema1[0] - tema2[0];
AvgSMA[0]=(SMA1[0]+SMA2[0]+SMA3[0])/3
I include an indicator from fattail to show where you suppose to call the EMAs

[TexFly]

the message is misleading, you need to use [0] for the actual calculation..
example: ZerolagTEMA[0] = 2*tema1[0] - tema2[0];
AvgSMA[0]=(SMA1[0]+SMA2[0]+SMA3[0])/3
I include an indicator from fattail to show where you suppose to call the EMAs

Thanks nkhoi. Unfortunately it still doesn't work...

SMA1 = SMA(10);
SMA2 = SMA(20);
SMA3 = SMA3(30);

AvgSMA[0]=(SMA1[0]+SMA2[0]+SMA3[0])/3

double highsignal = 90;
double lowsignal = 10;

if (CrossAbove(AvgSMA[0], highsignal, 1))
EnterLong();

if (CrossBelow(AvgSMA[0], lowsignal, 1))
EnterShort();


Throws "The best overloaded method match for 'NinjaTrader.Indicator.Indicator.SMA(NinjaTrader.N injaScript.ISeries<double>, int)' has some invalid arguments"

plus a second error

"Cannot implicitly convert type 'NinjaTrader.NinjaScript.Indicators.SMA' to 'double'"....

I have declared the AvgSMA in the properties

public Series<double> AvgSMA
{
get { return Values[0]; }
}

and the three SMA series on top right below the class definition...

private SMA SMA1;
private SMA SMA2;
private SMA SMA3;

Any other idea?

[NinjaTrader_PaulH]

Hello TexFly,

Thanks for your post.

I will address your questions and code from the first post to avoid confusion.

You have declared 3 private SMAs which will be data series.

You would need to create them in the OnStateChange() method in State.DataLoaded like:

else if (State== State.DataLoaded)
{
SMA1 = SMA(5);
SMA2 = SMA(20);
SMA3 = SMA(50);
}
Reference: Best Practices, state management practices: https://ninjatrader.com/support/help..._practices.htm See the specific section titled, "Setting up resources that rely on market data"

In OnBarUpdate() you have:

AvgSMA=(SMA1+SMA2+SMA3)/3; which creates a double called avgSMA

The conditional statement: if (CrossAbove(AvgSMA, highsignal, 1)) will not work because AvgSMA and highsignal are both double values. AvgSMA would need to be a data series for this to work.

With reference to the previous helpguide link, set up AvgSMA as a private data series just like the helpguide shows for the "MySeries" example.

Then rework the OnBarUpdate() to show:

AvgSMA[0]=(SMA1[0]+SMA2[0]+SMA3[0])/3;

Now the conditional statement will work.

[TexFly]

Paul,

Great explanation. It works now. Thanks!