 Posted 6/30/2010 16:49:21
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| The system himself creates a dictionary<symbol, MACD> public Dictionary<Symbol, MACD> RatioMACD = new Dictionary<Symbol, MACD>();foreach (Symbol symbol in SystemData.Symbols){ Ratios[symbol] = new DataSeries(); RatioMACD[symbol] = new MACD(12, 26,Ratios[symbol]);} i already checked the Ratios[symbol] is fine !!! But the RatioMACD[symbol].Current for instance only returns double.NAN... I´ll post all code down if you can see any problem.. using System;using System.Drawing;using System.Collections.Generic;using System.Collections.ObjectModel;using RightEdge.Common;using RightEdge.Indicators;public class SystemMain : SystemBase{ // This is the symbol you want to compare other symbols againstpublic Symbol BaseSymbol;// = new Symbol("ACG");public Dictionary<Symbol, MACD> RatioMACD = new Dictionary<Symbol, MACD>();public Dictionary<Symbol, DataSeries> Ratios = new Dictionary<Symbol, DataSeries>();double proportion = 10;public override void Startup(){ BaseSymbol = SystemData.Symbols[ 0];if (SystemData.Symbols.Count < 2){ throw new RightEdgeError("Must select at least two symbols (including " +BaseSymbol + " to run the system against.");} // We will use this to plot the close values of our base series along// with each symbolSeries[BaseSymbol.ToString()].CreateSeries(); Series[BaseSymbol.ToString()].SeriesColor = Color.Blue; Series[BaseSymbol.ToString()].AddToCharts(); // The ratioSeries[ "RATIO"].CreateSeries();Series[ "RATIO"].ChartPaneName = "Ratio";Series[ "RATIO"].SeriesColor = Color.Red;Series[ "RATIO"].AddToCharts();// The MACD of the ratioSeries[ "RATIOMACD"].CreateSeries();Series[ "RATIOMACD"].ChartPaneName = "RatioMACD";Series[ "RATIOMACD"].SeriesColor = Color.Orange;Series[ "RATIOMACD"].AddToCharts();// For each symbol, create a DataSeries which will be used to store// the ratio values, and a MACD of that ratio.foreach (Symbol symbol in SystemData.Symbols){ Ratios[symbol] = new DataSeries();RatioMACD[symbol] = new MACD(12, 26,Ratios[symbol]);} } public override void NewSymbolBar(Symbol symbol, BarData bar){ //if (symbol == BaseSymbol)//{// Do nothing// return;//}BarData baseBar = BarUtils.LastValidBar(Bars[BaseSymbol]); double baseValue;double ratio;if (baseBar == null){ // No valid bars for the base symbol yetbaseValue = double.NaN;ratio = double.NaN;} else{ ///baseValue = baseBar.Close * proportion;if(proportion == 10){ proportion = bar.Close / baseBar.Close; } // Calculate ratiobaseValue = baseBar.Close * proportion; ratio = bar.Close / baseBar.Close / proportion; } // Add base value and ratio to the corresponding series on the chartsSeries[BaseSymbol.ToString()][symbol].SetCurrentValue(baseValue); //serie do primeiro do parSeries[ "RATIO"][symbol].SetCurrentValue(ratio);// Add the ratio to the DataSeries which the MACD uses as its inputRatios[symbol].Add(ratio); //Console.WriteLine(Ratios[symbol].Current);RatioMACD[symbol].NewBar(); Series[ "RATIOMACD"][symbol].SetCurrentValue(RatioMACD[symbol].Current);// Tell MACD to calculate its new value//foreach(Symbol kvp in RatioMACD.Keys)//{Console.WriteLine(RatioMACD[symbol].Current); //}} } public class DataSeries : ISeries{ public List<double> Values = new List<double>();SeriesChartSettings st = new SeriesChartSettings();public double this[int index]{get{ return Values[index];} } public void Add(double Value){Values.Add(Value); } public SeriesChartSettings ChartSettings{get{ return st;} set{ } } public double LookBack(int periodos){return Double.NaN;} public double Current{ get{ return Values[Values.Count-1];} } public int OldestValueChanged{ get{ return 1;} } public int Count{ get{ return Values.Count;} } public double Value(int per){ return Values[per];} public bool OldValuesChange {get{ return false;} } }
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Posted 7/2/2010 11:09:43
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| I'm not sure what's going on, but it still looks like you're basing this on old code. Have a look at the UserSeries sample that ships with RightEdge. It is much cleaner and easier to understand. Plus it works.
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Posted 7/5/2010 20:55:15
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| Ok, i see . . . really the new way is easier !!! But when i tried to create an bollinger band over the user serie, it returned an error message "Input 0 to indicator bb2 was a user series. User series cannot be used as inputs to indicators.". So if i create a ratio between two asset´s and need a indicator over that ratio, how should i proceed ?? Any idea ??? and Again thank´s for the best support !!! Vitor
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Posted 7/6/2010 08:04:30
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| You might consider making your ratio an ISeries. Here is a sample class that implements an ISeries. You could add your ratio values to this class and then pass this into the BB. public class MyRatioValues : ISeries { List<double> myRatioValues = new List<double>(); public SeriesChartSettings ChartSettings { get; set; } public double LookBack(int nBars) { return myRatioValues[myRatioValues.Count - nBars]; } public double Current { get { return myRatioValues[myRatioValues.Count - 1]; } } public int Count { get { return myRatioValues.Count; } } public bool OldValuesChange { get { return false; } } public int OldestValueChanged { get { return 0; } } } vitor dantas (7/5/2010)
Ok, i see . . . really the new way is easier !!! But when i tried to create an bollinger band over the user serie, it returned an error message "Input 0 to indicator bb2 was a user series. User series cannot be used as inputs to indicators.". So if i create a ratio between two asset´s and need a indicator over that ratio, how should i proceed ?? Any idea ??? and Again thank´s for the best support !!! Vitor
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