RightEdge Forums / Trading / Technical Indicators

aggregate bar

lyedwards74 — Wed, 10 Sep 2008 07:38:34 GMT

I have to try to aggregae daily bar to weekly bar, with weekBars= BarAggregator.AggregateBars(Bars, (int) BarFrequency.Weekly);

but when run simulation,it says An exception of type System.ArgumentOutOfRangeException was thrown.
Value must be between 0 and -1, value was 1
参数名: nBars

how can i fix it?

data series as parameter ?

rgrg — Sat, 31 May 2008 07:57:35 GMT

Hi,

I would like to know whether possible to pass in data series to the indicator ?

For example, SMA( X, 10) calculate 10 period simple moving average of X
where X can be open, high, low, close
X may also be 10 period average of ATR, 20 period average of RSI ...... etc

Is it possible to write such a SMA in RE so that it accept any type of dataseries ?

IndicatorBase too sloooow

DrKoch — Thu, 07 Aug 2008 08:29:05 GMT

It takes about 100ms to construct any Indicator based on IndicatorBase :w00t:
wheras it takes no time to construct any other indicator

Why?

I need about 5 indicators (based on IndicatorBase) in my system. Whenever I start on Nasdaq-100 (100 Stocks) I wait 50 seconds for "System Startup" :( :( :( ...

Combining Indicators - Produces an Error

mseeli — Tue, 29 Jul 2008 10:35:55 GMT

Hello

We are currently developing a number of complex indicators and stubled upon the following error when trying to combine indicators:

Here is a simple example that produces the error:

ISeries ema = new EMA(2,new EMA(2, new EMA(2,Close)));

produces this:

An exception of type System.ArgumentOutOfRangeException was thrown.
Value must be between 0 and -1, value was 0
Parameter name: nBars
at RightEdge.Common.RList`1.LookBack(Int32 nBars)
at RightEdge.Common.SeriesCalculatorBaseWithValues.LookBack(Int32 nBars)
at RightEdge.Common.SeriesCalculatorBaseWithValues.NewBar()
at RightEdge.Common.IndicatorManager.NewBar(Dictionary`2 bars)
at RightEdge.Common.SystemData.x56e784a497b3cb60(NewBarInfo x8d3f74e5f925679c)
at RightEdge.Common.Internal.SystemRunner.NewBar(Dictionary`2 bars)
at RightEdge.Shared.SystemWrapper.RunSystem(SystemData systemData, SystemRunInfo runInfo, Dictionary`2 historicalData, ServiceFactory brokerFactory)
at RightEdge.Shared.SystemWrapper.RunSystem(DateTime start, String filename, ServiceFactory brokerFactory)
at RightEdge.Shared.SystemWrapper.RunSystem(DateTime start, String filename, ServiceFactory brokerFactory)
at RightEdge.Shared.TradingModuleWrapper.RunSystem(SystemDataCreationSettings settings, Dictionary`2 historicalData, SystemRunInfo dndInfo, ServiceAppDomainFactory brokerFactoryFactory)
at RightEdge.SystemProgress.InitAndRunSystem()

ISeries ema = new EMA(2,new EMA(2, Close) works fine

We wrote several basic "Calculation Indicators" like AddSeries, AddSeriesValue, DivideSeries, DivideSeriesValue, MultiplySeries, MultiplySeriesValue and so on and would like to use them to build Indicators in an easy way within a TradingSystem. But when ever we combine more than 3 we get this error.

Here an real example of what we would like to have working:

ISeries Recovery200 = new EMA(200,new WLMultiplySeriesValue(new WLDivideSeries(new WLSubtractSeries(Close,Low),atr),100));

Markus

HeatMap code examples (3d->2d presentation)

dcabc — Tue, 24 Jun 2008 03:56:52 GMT

Hi,
I'm looking for some sample code to produce a heatmap-like graphics in RE. Example here:
[url=http://www.traderblogs.com/themesasoftwareblog/]http://www.traderblogs.com/themesasoftwareblog/[/url]
I'm not talking about one specific indicator calculation, but just code portion of it to turn any 3d data into a heatmap.

Even some tips, hints, or instructions on how to go about programming it in RE would be much appreciated.

Thanks in advance.

Multiple Time Frame Indicators

kaizen — Fri, 30 May 2008 03:16:57 GMT

When use the bar aggregartor class to build a series of higher time frame bars how do we use this bar data to build indicators from?

ShowInChart boolean does nothing?

DoQ — Thu, 15 May 2008 16:05:58 GMT

In Indicator Properties under Visual Settings, when setting ShowInChart = False, the indicator still shows up on the chart. This use to work in RE1.1 so I believe something may be broken.

Setup:

I have many indicators dragged to system designer. A few I don't want to see on the chart during system runs. Selecting those indicators in System designer and setting the Show to false doesn't make the indicator disappear. Oddly enough, if it is a Solid line indicator, nothing will happen (i.e the indicator still shows in the chart as is) but if it is a Histogram indicator, the indicator still shows up but as a line indicator??

thx

STARC Bands

kaizen — Tue, 13 May 2008 08:54:46 GMT

To implement START bands what is the best way to go about it?

[i] A type of technical indicator that is created by plotting two bands around a short-term simple moving average (SMA) of an underlying asset's price. The upper band is created by adding a value of the average true range (ATR) - a popular indicator used by technical traders - to the moving average. The lower band is created by subtracting a value of the ATR from the SMA.

Upper STARC band = SMA + ATR*
Lower STARC band = SMA - ATR*

* The average true range (ATR) is generally multiplied by a user-specific multiplier factor before being added/subtracted from the SMA.

Most traders use a move toward the upper band to signal an increased probability that the price will pull back toward the moving average, and a move toward the lower band as a signal that the price may head back higher. Other traders believe a move beyond the bands signals an increase in momentum. STARC bands generally use a six-period moving average, and the average true range factor is usually multiplied by two before being added/subtracted from the SMA.

This indicator is similar in calculation and interpretation to Bollinger Bands.

STARC is an acronym for Stoller Average Range Channels. The indicator is named after its creator, Manning Stoller.[/i]

Would I use a user series or can I chain the band off a SMA?

An example would be useful thanks.

IndicatorMath in RE2008 Ed1

DoQ — Wed, 14 May 2008 13:55:46 GMT

What happened to IndicatorMath.WildersSmoothingValue??

Chaining Indicators Question ???

rt6176 — Wed, 16 Apr 2008 11:09:27 GMT

Hi all,

I've been dragging a variety of indicators onto historical charts and chaining some of them together for testing. Some of these indicators allow chaining. Some do not.

Is there a reason for this?

Thanks,

RJay

efficiency when chaining indicators

mark0419 — Wed, 26 Mar 2008 05:23:28 GMT

I'm looking at how to implement my indicators and I have a question about efficiency in systems with chained custom indicators.

Given the examples below, does RE attempt to do any optimization on the loading/storage of the chained indicators (ie, how many instances of Indicator_A are [i]really[/i] created)? If there's no sharing going on, I would expect model_A to be the more efficient design approach. However, model_B would certainly simplify coding systems based on any derivative indicators.

[hr]
namespace Model_A{
public class Indicator_A : IndicatorBase {
}

[SeriesInputAttribute("Input Series", 1, Value = "Indicator_A")]
public class Indicator_B : SeriesCalculatorBaseWithValues{
}

[SeriesInputAttribute("Input Series", 1, Value = "Indicator_A")]
public class Indicator_C : SeriesCalculatorBaseWithValues{
}

//////////////////////////////////////////
class MySymbolScript : MySymbolScriptBase{

private Indicator_B _iA;
private Indicator_B _iB;
private Indicator_C _iC;

public override void Startup(){
_iA=new Indicator_A();

_iB=new Indicator_B();
_iB.SetInputs(iA);

_iC=new Indicator_C();
_iC.SetInputs(iA);
}
}

}//end of namespace_A

[hr]
namespace Model_B{

public class Indicator_A : IndicatorBase {
}

public class Indicator_B : SeriesCalculatorBaseWithValues{

private Indicator_A _iA;

public Indicator_B(){
_iA=new Indicator_A();
}
}

public class Indicator_C : SeriesCalculatorBaseWithValues{

private Indicator_A _iA;

public Indicator_C(){
_iA=new Indicator_A();
}
}

//////////////////////////////////////////
class MySymbolScript : MySymbolScriptBase{

private Indicator_B _iB;
private Indicator_C _iC;

public override void Startup(){
_iB=new Indicator_B();
_iC=new Indicator_C();
}
}

}//end of namespace_B

Bars Since?

jthorne — Mon, 13 Aug 2007 17:03:05 GMT

How do I determine how many bars ago a particular event occurred?

For instance, Bars Since ( close == highestvalue(close,last 20 bars) );

ADX in V1.2

kaizen — Sat, 23 Feb 2008 20:27:31 GMT

I think the ADX may be broken in version 1.2. I have tried adding in via code and via the drag and drop and both show NaN for all values.

Volume By Price Style Indicators - How to?

DoQ — Mon, 18 Feb 2008 17:16:23 GMT

Doesn't look like RE can support Volume By Price Indicator as shown in the pic. Can this be done (without resorting to code within a System)?

I would like to get ideas on how I can accomplish this in RE. Can a chart object plugin be made?

Tick Size within Indicators

DoQ — Tue, 19 Feb 2008 18:02:15 GMT

Is there a way to access tick size from within an indicator?

Indicator calculation Start Time

DoQ — Mon, 18 Feb 2008 17:23:23 GMT

In some of my indicators posted, I gave the option of setting the number of days to use in the calculation, i.e. 1,2,3 days. However, suppose I chose 2 days for calculation of pivots, if I have any odd number of days loaded for the chart, my last day only has 1 day in its calculation. What I want is to have the last 2 days calculations starting from the most recent day (where it matters) and not starting from bar 0. How can this be done in RE indicator plugins?

Indicators Wanted

DoQ — Wed, 04 Apr 2007 22:13:48 GMT

Nice to Haves:

VWAP (actual or minute based bands)

Pivots

Hull Moving Average

X period Median series

Also would be nice to have different colors for series, X-color for up from previous and Y-color for down from previous. I believe this has already been requested.

thx

Indicator Categories

DrKoch — Mon, 21 Jan 2008 08:39:52 GMT

I am a bit surprised to find Bollinger Bands in the "Volatility" Category. The idea/math behind bolinger bands is based on a relationship between Trend (could we call it Drift?) and volatility, so it does not belong in neither Category.

I'd suggest to start a cetegory "Bands" or "Channels" for all these animals.

Furthermore I've seen quite some "Indicators" which serve more graphical purposes and are hardly useful in a programmed strategy. (Trendlines, Detrended Price Oscillator,...)

I'd suggest to create a category "Graphical" or "Charting" (in its worst sense) for them.

Should simplify searches...

Indicator frequency

RJ — Wed, 16 Jan 2008 16:59:26 GMT

Guys, I'm moving one of my very profitable formulas to your software. In this formula I have an indicator tied to a 60 minute bar, but I evaluate its value every 10 minutes. This yields a very different result than linking the indicator to a 10 minute bar.

Is there a way to accomplish this in your software?

kalman Filter

kaizen — Sat, 12 Jan 2008 01:21:40 GMT

Hi Guy's,

Any chance of getting a Klaman series added to RE?

More info at:
http://www.cs.unc.edu/~welch/kalman/
http://www.cs.unc.edu/~welch/media/pdf/kalman_intro.pdf

and a little more from WL
http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/getdoc?id=142

Thanks.

Detrended Price Oscillator

DrKoch — Tue, 08 Jan 2008 05:54:29 GMT

I noticed that the "Detrended Price Oscillator" Indicator stops showing values way before the latest bar. I guess the original formula is looking into the future, which is not possible with RE indicators and strategies (fortunately!).

So I suggest to remove this indicator from the selection because it is not useful for any strategy.

SeriesCalculatorBaseSimple sample (Absolute value example)

young — Tue, 04 Sep 2007 11:12:14 GMT

Hello,

I have decided that over the next few days I am going to post some example code of indicators. There are three different base classes that can be used to write an indicator and I am going to also try to explain when to use each type and why. First:

SeriesCalculatorBaseSimple - Indicators of this sort are useful when you do not need to look backwards into the series. For example, if you were going to create a indicator that simple doubled the value of every input it would not ever need to look at previous values, just muliply the current value by two. For this example I have choosen an 'Absolute Value' indicator. Now the code.

[code]

using System;

using System.Collections.Generic;

using System.Text;

using RightEdge.Common;

namespace Indicators

{

[YYEIndicatorAttribute(System.Drawing.KnownColor.Black,

YYEIndicatorAttribute.EIndicatorGroup.Other,

Name = "Absolute Value",

Description = "Returns the absolute value of the input.",

Id = "uniqueid-0000000",

HelpText = "")]

[Serializable]

[SeriesInputAttribute("Input", 1)]

public class AbsoluteValue : SeriesCalculatorBaseSimple

{

/// <summary>

/// Constructs an Absolute Value indicator instance.

/// </summary>

public AbsoluteValue()

: base(1)

{

}

/// <summary>

/// Returns a series value at the specified index.

/// </summary>

/// <param name="index">The index to retrieve series value.</param>

/// <returns>A double containing the calculated value.</returns>

public override double this[int index]

{

get

{

return Math.Abs(inputs[0][index]);

}

[/code]

Now the runthrough of what everything here does.

[YYEIndicatorAttribute(System.Drawing.KnownColor.Black,

YYEIndicatorAttribute.EIndicatorGroup.Other,

Name = "Absolute Value",

Description = "Returns the absolute value of the input.",

Id = "uniqueid-0000000",

HelpText = "")]

This attribute contains a number of parameters that help the UI of rightedge know how to present your indicator.

The first paramter is the default drawing color of your indicator. The second is the group, which is used to place your indicator into our treeview of indicators. Next is the name that is shown in the treeview. The description is shown on the indicator information page. Next is a unique id for your indicator. Suggest you use your company name and then a unique number here. Internally we use GUIDS for this. Next is the friendly helptext for the indicator. Usually good to have a description of what the indicator does, how it does it and when it might be useful.

[Serializable]

Every indicator needs this attribute. Don't forget it.

[SeriesInputAttribute("Input", 1)]

This attribute lets RE know how many inputs are required for this indicator to work. In our case we accept one since we're just doing an absolute value on the members of a single series. If we needed two (or more) we would just specify the number here.

public class AbsoluteValue : SeriesCalculatorBaseSimple

We are deriving from SeriesCalulatorBaseSimplere here.

public AbsoluteValue()

: base(1)

{

}

Our constructor does not do anything but call the base constructor, passing in the number of series (one, in this case).

public override double this[int index]

{

get

{

return Math.Abs(inputs[0][index]);

}

Overide the indexer for this class, returning the absolute value of the index of the first series.

That's about it for a simple indicator. Any questions, please ask. We'd really like to see folks creating indicators and getting up to speed with this.

MACD Histogram

RJ — Thu, 08 Nov 2007 14:53:21 GMT

I've used your MACD indicator on my charts (which displays a single line) , but I prefer the traditional view which displays the MACD Line, A MACD signal line and a MACD Histogram which shows above zero when MACD line crosses above the Signal line and vice versa. Is there a way to display this or even just a way to calculate a MACD historgram value?

Thanks

Indicator Based of tow other data series

kaizen — Wed, 03 Oct 2007 06:15:11 GMT

Hi Guys,

Good work on adding the interest rates. Which brings me a question of how do I create an indicator that will accept two interest rate series?

I want to be able to view on a separate pain the spread between rates and the upward or downward movement between currencies.

Say I view a 3 yr chart of AUD/USD I also want to view the interest rates for AUD and USD as a separate plot on a separate pain. Does that make sense is it possible?

Thanks

Excuse the spelling in the subject but you can not edit it.

ConstructorArgumentType.XXXX

DoQ — Thu, 13 Sep 2007 19:06:56 GMT

I'm trying to pass a ulong (volume, avg volume) to one of my indicators. Until now, I have been using

ConstructorArgumentType.Integer

Essentially, I need, for higher volume stocks, i.e. QQQQ

ConstructorArgumentType.UnsignedLong

How can I accomplish this as it does not exist. And what is

ConstructorArgumentType.UserDefined

thx

Momentum? Momentum!

DrKoch — Wed, 05 Sep 2007 11:42:28 GMT

Your Momentum indicator shows values around 100, probably its a percentage? :cool:
(Please show all indicator formulas in Indicator's Help text)

I think the "classic" (so called) momentum indicator is Price_1 - Price_N. (A classical misnomer of course...)

Beta Indicator

DrKoch — Tue, 04 Sep 2007 07:12:33 GMT

Today I had the "funny" idea to look at the "beta" indicator, which is the slope of the regression line through a number of (log) returns of a symbol (say AAPL) and the broader market (say QQQQ).

So I created a LogReturns indicator. And a linear regression indicator which accepts two series as inputs.

First try: Drag and Drop:
I can calculate log returns here, but can't find a way to access QQQ at the same time. Would be nice if I can drag "QQQ" on an existing Chart and use QQQQ's close prices as an input for the dragged indicatrors.

Second try: System Desginer:
Here I can build a similar chain of indicators:
LinReg2Slope
|- LogReturn(AAPL.Close)
|- LogReturn(???.Close)

but again I have no idea how to soecify "Close prices of QQQQ" in this context.

Third try:
I created a strategy in C# code. Now I am able to access QQQQ:
[code]
// in Startup
foreach (Symbol symbol in Symbols)
{
if(symbol.Name == "QQQQ")
{
mktSymbol = symbol;
}
}

// in NewSymbolBar

ISeries lnRetX = Indicators["LNRetX"][mktSymbol];

[/code]

but now I am stuck. How can I feed these values into the LinReg indicator?

[code]
Indicators["Beta"].CreateIndicator(new LinReg2Slope(period));
Indicators["Beta"].SetInputs(
new object[] {Indicators["LNRetY"], "LNRetX"});
[/code]
does not do the job... :(

Stochastic %K

eightzap — Sun, 02 Sep 2007 12:55:43 GMT

I'm trying to port my system to RE. How can I get stochastic %K? It looks like it does not exist anymore although it is mentioned in the documentation. I tried StochasticOscillator but this returns values between 0 and sometimes above 1. Normally % should be between 0 and 100.

creating indicators

Henrik — Thu, 29 Jun 2006 08:04:08 GMT

Hey guys,

I notice that in the default system, Indicators are created as
Indicators["BBL"].CreateIndicator(new BollingerBandLower(14, 1.5));

What I would like to know is the following:
1. Does "Indicators" above refer to the indicatormanager class? Why do I need to feed it a "BBL" argument?
2. Can I create an Indicator off an Indicator? - an example could be a moving average of a moving average.

There are a few data issues that I would like to pose to you:
1. Before the system loads, do you compute the indicators and store in memory for all stocks in portfolio?
2. Are the indicator values stored for future reuse?

Thanks
Henrik

Best way to add an indicator for stock performance vs market performance?

tbwerz — Thu, 16 Aug 2007 18:37:22 GMT

I want to add some type of indicator to show how a stock is performing relative to the market. Had anyone done this? What's the best way to go about it?

Thanks,

Tom

Portfolio Indicators

DrKoch — Mon, 13 Aug 2007 05:39:36 GMT

How can I create an indicator which returns cumulative values for a complete portfolio?

Example:
Average Volatility calculated form the average of all individual volatilities of all instruments in a portfolio.

I know how to do this in the NewBar() routine of a trading system. But how can I create such an indicator for RE?

Saving indicator values to database?

tbwerz — Sun, 12 Aug 2007 03:47:38 GMT

Hi,

I am using a SQL Server database and would like to store some of the indicators in the database for analysis outside of the RightEdge environment. For example, if I wanted to store the 50 day SMA for each bar, how would I go about doing that? I am interested in trying to reuse the existing functions to compute these rather than calculating them myself using the data in the BarData and TickData tables since there are so many different indicators. I want to calculate & store this for all of the historical data as well as new data going forward.

Optionally, if it would be possible for me to use the indicator functions from outside of the RightEdge environment (from a stand alone C# program for instance), I would not need to store anything in the database, but I'm not sure if that's possible..

Thanks,

Tom

a complete example of a c# indicator plugin with arguments

hairy_mug — Sat, 02 Jun 2007 11:21:56 GMT

Here is the complete code for my first c# indicator.

It will indicate when a peak has occured in the series.

The actual calculation is still being tweaked but this is more an example of how to do a c# plugin,

Looks best if you use the "histogram" line style...

Walt

/********************************/

using System;

using System.Collections.Generic;

using System.Text;

using RightEdge.Common;

using RightEdge.Indicators;

namespace whisIndicators

{

[YYEIndicatorAttribute(System.Drawing.KnownColor.Crimson,

YYEIndicatorAttribute.EIndicatorGroup.Other,

Name = "peak",

Description = "indicates peak",

Id = "{2fccb6a1-79b0-4a6b-bcaf-26ba2f0ba363}")

]

[Serializable]

[SeriesInputAttribute("Input", 1)]

public class peak : SeriesCalculatorBaseWithValues

{

private int ii_width =3;

private double id_depthPct=.02;

private int ii_skew=0;

private int ii_pbarIndex=0;

private int ii_minIndex = 0;

[ConstructorArgument(Name = "Width", Type = ConstructorArgumentType.Integer, Value = "5", Order = 1)]

[ConstructorArgument(Name = "DepthPct", Type = ConstructorArgumentType.Double, Value = "0.02", Order = 2)]

[ConstructorArgument(Name = "Skew", Type = ConstructorArgumentType.Integer, Value = "0", Order = 3)]

public peak(int Width, double DepthPct, int Skew)

: base(1)

{

this.ii_width = Width;

this.ii_skew = Skew;

this.id_depthPct = DepthPct;

}

/// Calculates the next value in the indicator series.

protected override double CalcNewValue(int index)

{

int HWid;

int pkHwid;

double result;

double psk;

double nsk;

ISeries sig = inputs[0];

this.ii_pbarIndex = index;

this.ii_minIndex++;

//enough bars to check

if (this.ii_minIndex <= ii_width + 1 & ii_width>2)

{

// If not enough bars, return not a number.

return double.NaN;

}

else

{

if(( ii_width *.5) <1)

HWid=1;

else

HWid=Convert.ToInt16( Convert.ToDouble(ii_width) *.5) ;

pkHwid = 1 + HWid;

double coff = sig[this.ii_pbarIndex - HWid];

double loff = sig[this.ii_pbarIndex - ii_width];

//find highest #

double hiPoint = hhv(ii_width);

if (hiPoint < 0) hiPoint = hiPoint * -1; else hiPoint = 0;

if(ii_skew > 0) psk = 1 - (ii_skew * .01); else psk = 1;

if (ii_skew < 0) nsk = 1 - (ii_skew * .01); else nsk = 1;

double dnLeg = ws_pctdiff(hiPoint-sig[index], hiPoint-coff);

double upleg = ws_pctdiff(hiPoint-loff, hiPoint-coff);

result=Convert.ToDouble(dnLeg >=id_depthPct*nsk

& upleg >= id_depthPct*psk

& hiPoint-loff <=hiPoint-loff ) ;

if (result > 0 )

return hhv(20)*1.05;

else

return llv(20)*.95;

}

protected override void Reset()

{

this.ii_minIndex = 0;

}

double ws_pctdiff(double prev,double cur)

{

double fctr;

if (prev < cur) fctr = prev; else fctr = cur;

if(fctr<0)cur=cur+(fctr*-1)+10;

if(fctr<0)prev=prev+(fctr*-1)+10;

return (cur - prev) / prev;

}

double hhv( int len)

{

double fv = inputs[0][this.ii_pbarIndex];

for (int l1 = this.ii_pbarIndex - len; l1 < this.ii_pbarIndex; l1++)

{

if (l1 >= 0 & l1 <= ii_pbarIndex)

{

if (inputs[0][l1] > fv) fv = inputs[0][l1];

}

return fv;

}

double llv(int len)

{

double fv = inputs[0][this.ii_pbarIndex];

for (int l1 = this.ii_pbarIndex - len; l1 < this.ii_pbarIndex; l1++)

{

if (l1 >= 0 & l1 <= ii_pbarIndex)

{

if (inputs[0][l1] < fv) fv = inputs[0][l1];

}

return fv;

}

Arguments are not recognised in a c# indicator plugin

hairy_mug — Fri, 01 Jun 2007 23:05:51 GMT

Following the examples given, I coded my first c# indicator.

It compiles fine but when I d&d it fails and the following message is given:

Inner Exception:
An exception of type System.ArgumentException was thrown.
Need exactly 3 input series, 0 were passed in.
at RightEdge.Common.SeriesCalculatorBase.SetInputs(ISeries[] newInputs)
at RightEdge.Common.SeriesCalculatorBaseWithValues.SetInputs(ISeries[] newInputs)
at RightEdge.Shared.SeriesCalculatorWrapper.SetInputs(ISeries[] inputs)

I use the "ConstructorArgument" to define my args but it does not seem to recognise them...

Thanks for your help,

Walt

The definition code follows:

********************************************************************

using System;

using System.Collections.Generic;

using System.Text;

using RightEdge.Common;

using RightEdge.Indicators;

namespace whisIndicators

{

[YYEIndicatorAttribute(System.Drawing.KnownColor.Crimson,

YYEIndicatorAttribute.EIndicatorGroup.Other,

Name = "peak",

Description = "indicates peak",

Id = "{2fccb6a1-79b0-4a6b-bcaf-26ba2f0ba363}")]

[Serializable]

public class peak : SeriesCalculatorBaseWithValues

{

private int ii_width =3;

private double id_depthPct=.02;

private int ii_skew=0;

private int ii_pbarIndex=0;

[ConstructorArgument("Width", ConstructorArgumentType.Integer, "5", 1)]

[ConstructorArgument("DepthPct", ConstructorArgumentType.Double, "0.02", 2)]

[ConstructorArgument("Skew", ConstructorArgumentType.Integer, "0", 3)]

public peak(int ai_width, double ad_depthPct,int ai_skew): base(3)

{

this.ii_width = ai_width;

this.ii_skew = ai_skew;

this.id_depthPct = ad_depthPct;

}

Calculating Price Change Between Two Bars Using DnD

davidfw1866 — Thu, 26 Apr 2007 00:11:31 GMT

As part of a trading system that I am creating, I want to be able to enter a trade if the absolute difference between the current bar's close and the previous bar's close is greater than 2.5%.

If the current bar closed down more than 2.5% relative to the previous bar's close, go long.
If the current bar closed up more than 2.5% relative to the previous bar's close, go short.

The problem is that I do not know how to use the Drag-and-Drop (DnD) indicators to accomplish this.

a) I know that I have to set up a comparison between the current bar's close (i.e., Close) and the previous bar's close (i.e., Shift Series-1 Close).

b) I then have to divide the difference between the two closes by the previous bar's close to determine the price change. I then take the absolute value of the price change.

c) Once I know the price change in absolute terms, I can then compare it to a constant value of 2.5% to determine whether a trade should be entered.

In shorthand, these are the calculations:

If Input 1 (Close) < Input 2 (Shift Series -1 Close) AND
absolute value of (Input 1 - Input 2) / Input 2 > 2.5%,
GO LONG.

If Input 1 (Close) > Input 2 (Shift Series -1 Close) AND
absolute value of (Input 1 - Input 2) / Input 2 > 2.5%,
GO SHORT.

Help me use the DnD indicators to meet the objectives stated above.

Thanks.

Using Drag and Drop (DnD) on Momentum Indicators

davidfw1866 — Wed, 18 Apr 2007 23:44:40 GMT

I dragged and dropped the Money Flow Index (MFI) momentum indicator onto the System Designer, but I'm having trouble getting it to work correctly.

Basically, should I set up the MFI as a comparison trigger or as a crossover trigger?

This is my code when I set it up as a comparison:
[img]http://www.image-upload.net/files/4335/0001/MFI.jpg[/img]

This is my code when I set it up as a crossover:
[img]http://www.image-upload.net/files/4335/0001/crossover.jpg[/img]

Either way, I get this error:

[img]http://www.image-upload.net/files/4335/0001/error.jpg[/img]

What I'm trying to do is generate a buy condition when the MFI begins under 20 and then crosses above it.

Custom (price/vol/tick/range/etc) bars

purpledawn — Wed, 11 Apr 2007 14:51:00 GMT

I want to create symbol bars with a custom algorithm (price/vol/tick/range/etc): is there an example showing how to

1. listen to tick events and add new bars to a series, and

2. how to make this bar series the only/primary bar series on the chart? This would allow me to, for example, create Renko bars, etc.

Thank you.

Custom Indicator Questions

Emerald King — Thu, 05 Apr 2007 00:10:53 GMT

I have loaded up the VB.Net Sample SeriesCalculatorBaseWithValuesIndicator

Complied and copied it over to the plugin directory and restarted RE, when I add it to a chart it throws an execption.

Now when I add this line

[code]<SeriesInputAttribute(Name:="Input", Order:=1, Value:=BarElement.Close)> _[/code]

It works just fine. I understand that when I add this line to the code it is telling RE to allow the user to select what type of Series to use. How can I get that sample to work without allowing the user to select which Series to use?

Next question, what is the best way to implement this type of smoothed SMA within a custom indicator dll?

[code]

Sum = SSMA[Index+1] * (MA_Length-1) + Close[Index];

SSMA[Index] = Sum/MA_Length);

[/code]

Thank you for your Time

How create my custom ATR indicator?

DrKoch — Thu, 29 Mar 2007 11:58:51 GMT

I want to create a ATR type of indicator.

It will have no other indicators as Inputs, but needs to look back a few bars.

What is the best base class to derive from?

Data put into a Series on a symbol is displayed different than another

Siasb — Fri, 23 Feb 2007 01:32:17 GMT

Not sure what am I missing? As part of a system, I have a series that gets the values for S&P, and tries to display them in an indicator window. If the data is put into the spxSymbol space, It shows up fine (commented code). If it is put into another symbol, the displayed result in the indicator pane is not correct!

...
public Symbol spxSymbol = new Symbol("^GSPC"); // S&P Index
public Symbol xauSymbol = new Symbol("^XAU"); // XAU Index
private DataSeries SPX = new DataSeries();

...

Series["SPX"].CreateSeries();
Series["SPX"].ChartPaneName = "SPX";
Series["SPX"].SeriesColor = Color.DarkGreen;
Series["SPX"].AddToCharts();
...

SPX.Values.Add(spxBar.Close);

Series["SPX"][xauSymbol].Add(BarUtils.LastValueOf(SPX));
// Series["SPX"][spxSymbol].Add(BarUtils.LastValueOf(SPX));