RightEdge Forums / Programming and Software Development / Programming Questions

it can plot MACD automatically ?

leesnet — Wed, 10 Sep 2008 11:03:53 GMT

when i run the code below, i can not find the MACD pane~~

pls help me ~~thanks a lot~~

public class MySymbolScript : MySymbolScriptBase
{
// Create a standard MACD indicator with a 12 period fast
// line and a 26 period slow line.
MACD MACD = new MACD(12, 26);

// Now construct the signal line using a 9 period
// EMA which will use the MACD instance as input.
EMA MACDSignal = new EMA(9);
public override void Startup()
{
// Calculate the MACD using the closing price of the bar.
MACD.SetInputs(Close);

// Set the line color to blue
MACD.ChartSettings.Color = Color.Blue;

// Draw the MACD on it's own chart pane named "MACD".
MACD.ChartSettings.ChartPaneName = "MACD";

// Chain the EMA to the MACD indicator
MACDSignal.SetInputs(MACD);

// Set the line color to black
MACDSignal.ChartSettings.Color = Color.Black;

// Draw the signal line on the same pane as MACD
MACDSignal.ChartSettings.ChartPaneName = "MACD";

// Make the signal line dashed
MACDSignal.ChartSettings.LineType = SeriesLineType.Dashed;
}
}

Newbie Programming Questions

olobay — Sun, 31 Aug 2008 21:59:41 GMT

Hi,

1. Is it possible to have a profit target in points or $ instead of percentage? For example trading the ES (e-mini S&P), to have a profit target of 3 points or $150? Is it possible with the drag and drop method or just programming?

2. Is there a simple to way to make a simple moving average that has this formula: (SMA(High+Low+Close) / 3, 10), basically a simple average of the High+Low+Close divided by 3 over a period of 10 bars? Or is this only possible with programming?

3. If I can learn C#, can I create any system I can think of, no matter how many filters, rules, indicators, etc, with the only limitation being my knowledge of C#?

4. Is it better to have one system that includes a crossover and a cross under for both buy and sell signals or to have 2 systems, one for the crossover buys and one for the crossover sells?

5. Can you tell your system to buy the close of the bar that initiated the crossover minus 1 point? For example the close of the bar that had the crossover was 1298 so I would like to send a limit order to buy at 1297 and if the order is not filled within the next 10 bars, to cancel the order?

I have downloaded the demo version and I created a very simple exponential moving average system but I would like to modify it but I can't seem to be able to do it via drag and drop.

Thanks.

how can I plot singal on the chart?

leesnet — Sat, 06 Sep 2008 13:05:26 GMT

if i open position ,how can i plot signal on the chart programmatically ?

for example:

// Setup our X coordinates.

DateTime point = DateTime.Now.AddDays(-10);

// Create the label object.

ChartLabel label = new ChartLabel(new ChartPoint(point, 25.00), "Hello World");

// Add this object to the chart.  "symbol" would equal the current symbol object in the system.

ChartObjects.Add(symbol, label);

But,builder output "fail"~~

Who can help me ?

Recommended math/statistics library for C#

rsheftel — Tue, 19 Aug 2008 16:07:21 GMT

As I transition to C# as part of moving to RightEdge, I wanted to get people's recommendations for a good all purpose math-statistics library in C#. I have used R in the past for statistics work, and it is great and seems market standard. For financial math I use FinCAD.

I am looking for the equivalent of a standard math-statistics package for C# to use with RightEdge. Any and all suggestions are welcome. I have run across http://www.gnu.org/software/gsl/ the GNU Statistical Library, but before I commit to something I wanted to get people's suggestions.

Volume Pane High

dh — Wed, 13 Aug 2008 08:48:52 GMT

Hi!

How can I change the size of the volume pane in C#?

Thanks, DH

ADO.NET and SQL Server references

jayt696969 — Thu, 17 Jul 2008 11:58:24 GMT

I added the System.Data reference but the intellisense doesn't seem to see it. Whats going on here?

Jason

Optimize a system

agragr — Mon, 14 Jul 2008 07:39:54 GMT

Hi I am writing my system in C#. It is a very simple one that uses moving averages as signals for buy and sell.

How do I declare the variables, i.e. the periods for the mov. avg. so that I can run the system and optimize it to find out what is the optimal length for each period.

Thanks..

user graph indicator?

hairy_mug — Wed, 09 Jul 2008 19:44:14 GMT

I see chart objects and constants but is there a way to create a user indicator?

In other words, I have a list of points that I want to graph in a pane; How would this be done in code?

>>It's probably staring me right in the face... I just need some help turning my head ;-)

Thanks!

Walt

Quick-Start Template (VB)

hairy_mug — Tue, 08 Jul 2008 22:44:43 GMT

this template is an easy way to implement and optimize your trading ideas.

It has pre-defined "condition groups":

pre-entry, entry, pre-exit, and exit.

Each group has 5 conditions which you set to your indicators. After all the pre-conditions have been met, it then waits 3 bars and then tests the entry conditions. If these are met an order is submitted.

Exit works the same way; pre-exit then three days exit...

Everything is adjustable and it uses system parameters to setup. Short and long trades are supported but one one position per symbol.

A simple "moving average crossover" has been coded to show how it works...

AND, by optimizing the group "seq" it will show the effect ignoring a condition...

Enjoy!

Walt

DateTime from Iseries?

DoQ — Sat, 14 Jun 2008 20:41:20 GMT

How can I retrieve the date time of the specific bar at LookBack(0) within my indicator? The indicator derives from SeriesCalcSimple and has one series input (another indicator). I'm trying to reset the indicator on new day.

thx

question about "Public Overloads Overrides Sub NewBar()"

hairy_mug — Sat, 24 May 2008 22:13:00 GMT

if I declare "sub newBar()" in the "MySystem" class:

Public Class MySystem
Inherits MySystemBase

Public Overloads Overrides Sub NewBar()
...
end sub
end class

The "sub newBar" in the "MySymbolScript" class does not get called...

Both of the subs are declared " Public Overloads Overrides Sub NewBar()".

If I remove the sub in the "mySystem" class then the "sub newbar()" in "MySymbolScript" class works.

Is it possible to declare the subs so they both are called?

Thanks!

Novice Coding Query

Tfrog — Sun, 30 Mar 2008 05:43:38 GMT

Hi All,

Given that I am a coding novice, any assistance with coding the below would be greatly appreciated. I am looking to….

Buy on stop (intrabar) as the current price moves above the previous bars high.

Also, does anyone have any sample code they could share for using multiple profit targets to exit a single position?

Thanks in advance.

Tim

Code Snippets

billb — Tue, 18 Mar 2008 18:59:07 GMT

One of the handier features in recent years is code snippets. Microsoft introduced it into their editor in Visual Studio 2005. As of 1.2 our editor has support for code snippets. If you're not familiar with them, allow me to give you a rundown. This will also be added to the documentation for future reference.

A code snippet is a fragment of code that you can store for reuse within the code editor at a later time. Microsoft introduced an open standard for code snippets starting with Visual Studio 2005. The editor honors this format. RightEdge ships with a number of code snippets that are contained in the AppData\Snippets directory. There are code snippets for both C# and Visual Basic.

When a code snippet is activated, it inserts its text into the editor. If there are fields declared in the code snippet, they are highlighted within the inserted code. This easily facilitates naming items that are typically variable but are required to complete the code snippet. To move around these fields, hit the Tab key. To indicate that all fields have been named, hit the Enter key. If more than one field use the same declaration, then the secondary fields are flagged as dependent on the primary field for the declaration. They automatically update whenever the text in the primary field is updated.

Using Code Snippets

To use a code snippet, begin typing the shortcut within the editor window. For example, to create a class definition, start by typing the word 'class' onto an empty line followed by the tab key. The code will be auto-generated and allow you to define your class name. Code snippets may also be invoked via the Insert Snippet command on the Edit menu or by right clicking in the editor window and selecting Insert Snippet.

The up and down arrow keys also allow for selection of items in the list. The Tab and Enter keys pick the selected folder or code snippet, while the Escape key cancels the popup. If a folder is picked, the folder is traversed into and its contents are displayed in the list. Code snippets are grouped in the list through a directory structure on disk. The name shown in the list for each snippet indicates the shortcut name that will invoke this snippet when typed into the editor.

In the sample below, prop followed by the Tab key were entered into the editor window to invoke a property snippet.

If a code snippet requires additional items, these fields are highlighted and represent the regions of text that need to be edited to complete the code snippet. While the caret is in a field, the Tab key can be used to navigate to the next field. Likewise, Shift+Tab navigates to the previous field.

The active field is drawn with a line around it. Sometimes a field refers to a declaration that is used in multiple places within the code snippet. In that case, only the first field is designated as editable. When its value changes, the other fields that are dependent on it automatically update. The dependent fields are drawn with a dotted line around them.

Creating Code Snippets

As mentioned, RightEdge ships with a number of code snippets that are ready to use. In some cases it may be desirable to create your own code snippets. The snippets follow the format put forth by Microsoft.

A code snippet is simple an XML-formatted file on the file system that contains a .snippet extension. These are placed in RightEdge's AppData\Snippets folder underneath the corresponding folder (C# and VB.NET). The code snippets that ship with RightEdge can be examined and changed with any text editor. The full schema definition can be found in the Visual Studio documentation.

The example below is a quick analysis of the basic nodes within a code snippet file. This snippet is the contents of the current close snippet.

[code]<?xml version="1.0" encoding="utf-8" ?>
<CodeSnippets xmlns="http://schemas.microsoft.com/VisualStudio/2005/CodeSnippet">
<CodeSnippet Format="1.0.0">
<Header>
<Title>Current Close</Title>
<Shortcut>close</Shortcut>
<Description>Code snippet for current close value</Description>
<Author>Yye Software</Author>
</Header>
<Snippet>
<Code Language="csharp"><![CDATA[Close.CurrentValue]]>
</Code>
</Snippet>
</CodeSnippet>
</CodeSnippets>[/code]

Each code snippet starts with a <CodeSnippets> tag and the <CodeSnippet> itself is contained within. The first four lines and the last three lines of the file should never need modification.

The <Header> blocks contain information about the code snippet. The title of the code snippet is a descriptive name. The shortcut is used to allow the developer to quickly invoke this code snippet.

The <Snippet> tag itself contains the meat of the snippet definition. The language is specified in the <Code> tag followed by a CDATA element that contains the actual code that is inserted. This simple example takes no parameters.

Once you have a firm understanding of this example, consider opening some of the more complicated snippets, especially those taking parameters to realize the full power of code snippets.

Note: The editor window loads the code snippets when it is opened. If you modify or create a code snippet, simply close all editor window instances and load them again.

Fibonacci Number Generator

billb — Thu, 31 Jan 2008 08:21:23 GMT

http://www.hanselman.com/blog/TheWeeklySourceCode13FibonacciEdition.aspx

Ran across this on the Visual Studio start page. Fibs are used in trading quite a bit. This article gets down to the nuts and bolts of fib number generation and how to do it in 5 different languages (including C# and F#). Might be a good starting point for someone.

Dictionary Question

cendter — Wed, 27 Feb 2008 09:28:22 GMT

Hello Everyone,

.... I've been thinking about this but I don't know how to solve it:

When looping through a dictionary derived class with foreach, how do I get back to the key of the object. For example the dictionary holds as the key and , I will have a variable for the in the for each loop but how do I retrieve the key from this object?

Many thanks - Christian

When exactly does NewSymbolBar get called?

invingator — Wed, 26 Dec 2007 18:06:58 GMT

Hi there. I am trying to learn how RightEdge operates, and would like to know what exactly happens when NewSymbolBar(Symbol symbol, BarData bar) is called.

Specifically, when this method is called, is the bar collection for the entire collection of symbols that I'm watching updated at that point, or only the bars for the current symbol? In historical/simulation mode, it looks like the entire collection of symbols is updated. Does a live system operate the same way, or is it multi-threaded, and thus the bar data is updated independently for each symbol - hence when we look at bar data for other symbols within this method, we have no guarantee we have the most recent bar ?

Also - what happens when NewBarInfo is called? For a daily frequency, would this include all the new bars for the symbols under watch?

Thanks!

C# question - indexer property

cendter — Thu, 24 Jan 2008 03:53:01 GMT

Hi there,

Slightly off topic - I need to encapsulate an n-dimensional array in a class and want to have access to it via a property but I'm not sure how to do it. For example, the class appartment contains the fields Rent[t, s] and Costs[t,s] - is there a way to do something in C# so that it is readable/writable as Appartment1.Rent[t,s] = 1 etc.

Of course one could do it via a method but then the read/write requires two methods. Alternatively, I could use one big array as a public field and add an index so that 0 means Rent and 1 means Costs but then people need to keep track of the indices .... I think it's clear what I mean.

Any ideas?

Thanks!

C.

Porting 1.0 to 1.1 - BarCollections

DoQ — Fri, 11 Jan 2008 23:06:17 GMT

This has been mentioned but I'll post again for reference as I had to make changes and willl have to repeat again in other systems not yet ported.

//From:

SystemData.BarCollections[symbol]

//To:

SystemData.SystemBars[symbol]

//From:

List<BarData> bars

//To:

IList<BarData> bars

thx

Porting 1.0 to 1.1 - OrderFilled

DoQ — Thu, 10 Jan 2008 15:01:54 GMT

I see that the params for Orderfilled have changed. Is it safe to assume that the functionality remains the same and simply modifying existing code to use these params will suffice?

thx

Porting 1.0 to 1.1 - NetProfit

DoQ — Thu, 10 Jan 2008 00:04:28 GMT

I've been trying to compile a system with many errors in 1.1. Since its taken way too long to figure out on my own I'll start posting some errors and see if i can get help. The first error seems to be at runtime when I try to create an indicator called NetProfit. Here is the error:

An exception of type System.Runtime.Serialization.SerializationException was thrown.
Type 'RightEdge.Common.SystemData' in Assembly 'Common, Version=1.1.0.0, Culture=neutral, PublicKeyToken=825834b19e38a0a8' is not marked as serializable.
at System.Runtime.Serialization.FormatterServices.InternalGetSerializableMembers(RuntimeType type)
at System.Runtime.Serialization.FormatterServices.GetSerializableMembers(Type type, StreamingContext context)
at System.Runtime.Serialization.Formatters.Binary.WriteObjectInfo.InitMemberInfo()
at System.Runtime.Serialization.Formatters.Binary.WriteObjectInfo.InitSerialize(Type objectType, ISurrogateSelector surrogateSelector, StreamingContext context, SerObjectInfoInit serObjectInfoInit, IFormatterConverter converter)
at System.Runtime.Serialization.Formatters.Binary.WriteObjectInfo.Serialize(Type objectType, ISurrogateSelector surrogateSelector, StreamingContext context, SerObjectInfoInit serObjectInfoInit, IFormatterConverter converter)
at System.Runtime.Serialization.Formatters.Binary.ObjectWriter.Write(WriteObjectInfo objectInfo, NameInfo memberNameInfo, NameInfo typeNameInfo)
at System.Runtime.Serialization.Formatters.Binary.ObjectWriter.Serialize(Object graph, Header[] inHeaders, __BinaryWriter serWriter, Boolean fCheck)
at System.Runtime.Serialization.Formatters.Binary.BinaryFormatter.Serialize(Stream serializationStream, Object graph, Header[] headers, Boolean fCheck)
at RightEdge.Common.SymbolIndicatorCollection.CreateIndicator(ISeries indicator)
at SystemMain.Startup() in c:\...\System.cs:line 95
at RightEdge.Common.SystemBase.Startup(SystemData data)
at RightEdge.SystemWrapper.x48e933368eb7e155(SystemData xf8b17e246221600d, SystemRunInfo x43db333cad062ed2)
at RightEdge.SystemWrapper.x52ef4d2a0d98271a(SystemData x98d4678c2951cc7a, SystemRunInfo x9d1811d594cb536b, Dictionary`2 x2c50334dbe0bafd0, String xe7444de1f6d6a785)
at RightEdge.SystemWrapper.RunSystem(DateTime start, String filename)
at RightEdge.SystemWrapper.RunSystem(DateTime start, String filename)
at RightEdge.TradingModuleWrapper.RunSystem(SystemDataCreationSettings settings, Dictionary`2 historicalData, SystemRunInfo dndInfo, String brokerService)
at RightEdge.SystemProgress.InitAndRunSystem()

Here are Lines 94 - 100:

// NetProfit Line.

Indicators["NetProfit" ].CreateIndicator(new NetProfit(true));

Indicators["NetProfit"].SeriesColor = Color.LightSeaGreen;

Indicators["NetProfit"].LineType = SeriesLineType.Histogram;

Indicators["NetProfit"].LineSize = 4;

Indicators["NetProfit" ].ChartPaneName = "NetProfit";

Indicators["NetProfit"].AddToCharts();

thx

Welcome to the Programming Forum

billb — Wed, 26 Dec 2007 09:03:48 GMT

We've opened this forum for the purpose of fielding programming / software development related questions. We invite the community to jump in, but this will also be visited by the programmers here as well.

We understand that not everyone using RightEdge is a programmer, so we welcome questions at all levels.