NinjaTrader methods to compare indicator values

December 2nd, 2014, 02:26 AM

How can I check the condition for =,!=,>= and <= in NinjaTrader.Indicator.Indicator class? I have done > and < with
1. CrossOver(IDataseries,IDataseries,value) // for >
2. CrossBelow(IDataseries,IDataseries,value) // for <

Is there any methods to check in case we need to check with =,!=,>= and <= operators?

Any help would be appreciated.
Thank you.

December 2nd, 2014, 03:00 AM

thesarath

How can I check the condition for =,!=,>= and <= in NinjaTrader.Indicator.Indicator class? I have done > and < with
1. CrossOver(IDataseries,IDataseries,value) // for >
2. CrossBelow(IDataseries,IDataseries,value) // for <

Is there any methods to check in case we need to check with =,!=,>= and <= operators?

Any help would be appreciated.
Thank you.

You can still use the '==', '<=' and '>=' operators on indicator or series results (i.e. with a [bar] suffix) directly, just remember that the tests will not be much extra use unless you use some form of rounding (e.g. TickSize, integer) and/or the value differences are meaningful when tested at that granularity.

December 2nd, 2014, 03:37 AM

Could you please provide a simple example? @ratfink

December 2nd, 2014, 04:12 AM

thesarath

Could you please provide a simple example? @ratfink

e.g.

Code

protected override void Initialize()
{
    Add(new Plot(Color.FromKnownColor(KnownColor.DarkOrange), PlotStyle.Line, "Plot0"));
    Overlay = false;
    CalculateOnBarClose = true;
			
    Plots[0].Pen.Width = 2;
}

protected override void OnBarUpdate()
 {
    if (Instrument.MasterInstrument.Round2TickSize(SMA(5)[0]) == Instrument.MasterInstrument.Round2TickSize(SMA(10)[0]))
    {
         Plot0.Set(1);
    }
    else
    {
        Plot0.Set(0);
    }
}

Gives:

So you can see equality testing will not spot all crossovers, in this case we are using rounding but if we don't do that then we would still have floating point representation issues. Different horses for different courses.

Zip file for code attached.

Cheers.

December 2nd, 2014, 04:39 AM

Thanks a lot @ratfink.
But my problem is that i need to get the SMA(5)[0] through reflection with methodinfo.invoke.

Here is my code :

dataSeries1 = (IDataSeries)ind1_methodInfo.Invoke(obj, ind1_params);
dataSeries2 = (IDataSeries)ind2_methodInfo.Invoke(obj, ind2_params);

The above code calls like SMA(5) which returns Dataseries.
Do you have any idea to invoke a method which have indexer ie, call SMA(5)[0] using reflection so that I can get double value for any indicator and easily compare them with any operator.

December 2nd, 2014, 04:48 AM

thesarath

Thanks a lot @ratfink.
But my problem is that i need to get the SMA(5)[0] through reflection with methodinfo.invoke.

Here is my code :

dataSeries1 = (IDataSeries)ind1_methodInfo.Invoke(obj, ind1_params);
dataSeries2 = (IDataSeries)ind2_methodInfo.Invoke(obj, ind2_params);

The above code calls like SMA(5) which returns Dataseries.
Do you have any idea to invoke a method which have indexer ie, call SMA(5)[0] using reflection so that I can get double value for any indicator and easily compare them with any operator.

Simple answer - No, I've never used reflection, out of interest why do you need to? Are you programming outside of Ninja? Hopefully someone else can jump in with the torch.

NinjaTrader methods to compare indicator values

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NinjaTrader methods to compare indicator values