Calculating Median and (n)th Percentile

[Atilla]

Can I ask which function calculates median of given series and also how can we calculate for example 70th percentile of given series?

PS: I'm not talking about Median of a bar...

Thanks

[koganam]

Can I ask which function calculates median of given series and also how can we calculate for example 70th percentile of given series?

PS: I'm not talking about Median of a bar...

Thanks

NT has a method called GetMedian(), to calculate the median, and has now precisely explained their misuse of the term when referenced to bar range.

ref: https://ninjatrader.com/support/help.../getmedian.htm

To calculate percentiles, you would have to write the method yourself. It consists essentially of sorting a list of values and determining what is at the index that represents the required percentile value of the size of the list.

[Atilla]

NT has a method called GetMedian(), to calculate the median, and has now precisely explained their misuse of the term when referenced to bar range.

ref: https://ninjatrader.com/support/help.../getmedian.htm

To calculate percentiles, you would have to write the method yourself. It consists essentially of sorting a list of values and determining what is at the index that represents the required percentile value of the size of the list.

Thanks a lot. I can use SMA() following way
SMA(Open, Lookback)[i];

However, i can not use GetMedian() same way:
GetMedian(Open, Lookback)[i];

Do you know how to fix it?

[koganam]

Thanks a lot. I can use SMA() following way
SMA(Open, Lookback)[i];

However, i can not use GetMedian() same way:
GetMedian(Open, Lookback)[i];

Do you know how to fix it?

There is an example right on the page that I referenced. Am I missing something?

If you mean that you want to specify a specific bar (back or by index) from which to calculate the starting value of the median that you seek, that is not a method that ships in the product. You will have to write a method to do it. You already know that the median is the 50th percentile.

[NinjaTrader_ChelseaB]

Hello Atilla,

GetMedian() returns a double. This method does not return a series. An index cannot be used as this is not a series, collection, or array. (Calling SMA() returns a plot series)

https://ninjatrader.com/support/helpGuides/nt8/en-us/getmedian.htm

Use this the way a double would be used.
double myDouble = GetMedian(Open, Lookback);

[Atilla]

There is an example right on the page that I referenced. Am I missing something?

If you mean that you want to specify a specific bar (back or by index) from which to calculate the starting value of the median that you seek, that is not a method that ships in the product. You will have to write a method to do it. You already know that the median is the 50th percentile.

yep i know that but i'm Python guy

[Atilla]

Hello Atilla,

GetMedian() returns a double. This method does not return a series. An index cannot be used as this is not a series, collection, or array. (Calling SMA() returns a plot series)

https://ninjatrader.com/support/helpGuides/nt8/en-us/getmedian.htm

Use this the way a double would be used.
double myDouble = GetMedian(Open, Lookback);

is there a way i can set it to Series?

[NinjaTrader_ChelseaB]

Hello Atilla,

To confirm you are wanting the value of the median of the bars in the Lookback range calculated and then saved to a series for every bar?

You can create a custom series and save the median value to the custom series.

Below is a link to the help guide.

https://ninjatrader.com/support/helpGuides/nt8/en-us/seriest.htm