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Alglib Math library
Started:January 8th, 2012 (04:54 PM) by tinkerz Views / Replies:1,410 / 3
Last Reply:October 3rd, 2012 (12:21 PM) Attachments:0

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Alglib Math library

Old January 8th, 2012, 04:54 PM   #1 (permalink)
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Alglib Math library

How would you go about making a namespace to store the Algib public libray?

I will post the file once I have something worth showing, can someone guide me or show an example of a namespace file that I can copy from



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I've had very good results recently using ALGLIB (ALGLIB). I took their C# files, and merged them into a single file in its own namespace in a dummy NinjaTrader indicator file (in its own namespace so it can be called from strategies also). Easy to do (I didn't modify any alglib code) but I can post my file if anyone is interested, it's licensed under GPL.

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Old January 8th, 2012, 04:54 PM   #2 (permalink)
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Old January 9th, 2012, 04:51 AM   #3 (permalink)
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Please post. I believe it would be instructive to those of us still learning NT scripts, C# and how to turn that into a trading approach.

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Old October 3rd, 2012, 12:21 PM   #4 (permalink)
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I have Compiled the library in 3.5 .NET so the DLL can be used within NinjaTrader.

You will need to add the DLL file to your references (right click in editor) and then add:

using ALGLIB;

To the top of your Indicator/Strategy. I am going to create an Elite thread to talk about applications of ALGLIB as I am relatively New to that library. Seem like it can help make some very nice indicators and strategies. That thread can be found here:

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