SMA in NinjaTrader — NinjaScript (C#) Source

NinjaTrader indicators are C# classes, and the Simple Moving Average is the gentlest possible introduction to writing one. Yes, NinjaTrader has SMA() built in — but building it yourself teaches you the OnBarUpdate lifecycle you’ll need for everything else. See the explainer for the concept.

What you’ll need

• NinjaTrader 8
• New → NinjaScript Editor → Indicators → New Indicator, name it AlgoGenSMA

The source

We keep an efficient running sum so the indicator is O(1) per bar rather than re-summing the window every time.

#region Using declarations
using System;
using NinjaTrader.NinjaScript;
using NinjaTrader.NinjaScript.Indicators;
#endregion

namespace NinjaTrader.NinjaScript.Indicators
{
    public class AlgoGenSMA : Indicator
    {
        private double runningSum;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Name        = "AlgoGen SMA";
                Description = "Simple Moving Average (equal-weighted)";
                Period      = 20;
                IsOverlay   = true;   // draws on the price panel

                AddPlot(new Stroke(System.Windows.Media.Brushes.OrangeRed, 2), PlotStyle.Line, "SMA");
            }
            else if (State == State.DataLoaded)
            {
                runningSum = 0;
            }
        }

        protected override void OnBarUpdate()
        {
            runningSum += Close[0];
            if (CurrentBar >= Period)
                runningSum -= Close[Period];   // drop the price leaving the window

            if (CurrentBar >= Period - 1)
                Value[0] = runningSum / Period;
        }

        #region Properties
        [NinjaScriptProperty]
        [System.ComponentModel.DataAnnotations.Range(1, int.MaxValue)]
        [System.ComponentModel.Display(Name = "Period", GroupName = "Parameters", Order = 0)]
        public int Period { get; set; }
        #endregion
    }
}

Compile & apply

1. Press F5 in the NinjaScript Editor to compile — it builds clean.
2. Right-click a chart → Indicators → add AlgoGen SMA, set the period. Because IsOverlay = true, it draws on price, matching the output chart above.

Gotchas

• Close[Period], not Close[Period-1]. On the bar where CurrentBar == Period, the price that must leave the window is the one Period bars back. Off-by-one here is the classic SMA bug; the guard CurrentBar >= Period makes sure that look-back exists before we subtract.
• Value[0] is the plot. With a single AddPlot, Value[0] is the SMA series other scripts can reference.
• Built-in shortcut. In a strategy you can just call SMA(Close, Period)[0]. The hand-rolled version is for learning and for a plot you fully control.

That’s the five-language set: Python, MQL5, Pine Script, EasyLanguage, and this one. Now find out if an SMA crossover actually beats buy-and-hold in AlgoGen.

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This post is educational, not financial advice. Indicators describe the past; they don’t predict the future. Backtest anything before you risk real money on it.