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Number of Bars and Sum of Close Prices within a Time Range
Posted: May 31 2013
by Jobauma
I have been trying to figure out how you get the number of bars and sum of close prices within a time range, but I'm pretty much clueless about where to start.
I stumbled up on the "TimeSpan" key word, so I'm sure it has to be part of the code I guess.
Where's a good place to start?
Re: Number of Bars and Sum of Close Prices within a Time Ran
Posted: Jun 03 2013
by Henry MultiСharts
Hello Jobauma,
Please describe in more details what exactly you are trying to do and what is your final goal.
Provide an example of the calculations you want to have done.
Re: Number of Bars and Sum of Close Prices within a Time Ran
Posted: Jun 03 2013
by Jobauma
I realized that I had to use Bars.CurrentBar, combine that with TimeSpan and some subtraction to get the number of bars within a set time frame. But what about the average? On last bar use the number of bars and carry it on to AverageFC.length, or so I though.. I would love it if the time frame decides. Lambda seemed to be the answer, but it doesn't look like AverageFC handles that very well. Is a function the answer I'm looking for?
Re: Number of Bars and Sum of Close Prices within a Time Ran
Posted: Jun 03 2013
by Jobauma
Here's an example..
Code: Select all
private TimeSpan begTime = new TimeSpan(12,0,0);
private TimeSpan endTime = new TimeSpan(13,0,0);
protected override void CalcBar()
{
TimeSpan curTOD = Bars.Time[0].TimeOfDay;
if ( curTOD == begTime ) { m_1stBar.Value = Bars.CurrentBar; }
if ( curTOD == endTime )
{
m_LstBar.Value = Bars.CurrentBar;
m_Length.Value = m_LstBar[0] - m_1stBar[0];
}
}
Re: Number of Bars and Sum of Close Prices within a Time Ran
Posted: Jun 04 2013
by Henry MultiСharts
Number of bars should not be used as AverageFC.length. In this case your study will be in a loop and will never be calculated. That is still not clear what your final goal is and what exactly you are trying to calculate. Please provide an example of the calculations you want to have done. You can also draw arrows and annotations on a chart to show what you want.
Re: Number of Bars and Sum of Close Prices within a Time Ran
Posted: Jun 04 2013
by Jobauma
This is basically what I'm trying to achieve.
The length is calculated by endTime and begTime, and the average value is plotted at endTime. Later on I want to be able to adjust the time with inputs. The main issue is "m_Average.length = m_Length[0]"..
Code: Select all
private AverageFC m_Average;
public VariableSeries<int> m_1stBar;
public VariableSeries<int> m_LstBar;
public VariableSeries<int> m_Length;
private IPlotObject p_Average;
private TimeSpan begTime1 = new TimeSpan(1,0,0);
private TimeSpan endTime1 = new TimeSpan(2,0,0);
private TimeSpan begTime2 = new TimeSpan(13,0,0);
private TimeSpan endTime2 = new TimeSpan(14,0,0);
protected override void Create()
{
m_Average = new AverageFC(this);
m_1stBar = new VariableSeries<int>(this);
m_LstBar = new VariableSeries<int>(this);
m_Length = new VariableSeries<int>(this);
p_Average = AddPlot( new PlotAttributes( "Average", EPlotShapes.Point, Color.Black, Color.Empty, 1, 0, false ) );
}
protected override void StartCalc()
{
m_Average.price = new Lambda<double>( barIndex => Bars.Close[barIndex] );
m_Average.length = m_Length[0];
}
protected override void CalcBar()
{
TimeSpan curTOD = Bars.Time[0].TimeOfDay;
if ( curTOD == begTime1 ) { m_1stBar.Value = Bars.CurrentBar; }
else if ( curTOD == endTime1 )
{
m_LstBar.Value = Bars.CurrentBar;
m_Length.Value = m_LstBar[0] - m_1stBar[0];
p_Average.Set(m_Average[0])
}
else if ( curTOD == begTime2 ) { m_1stBar.Value = Bars.CurrentBar; }
else if ( curTOD == endTime2 )
{
m_LstBar.Value = Bars.CurrentBar;
m_Length.Value = m_LstBar[0] - m_1stBar[0];
p_Average.Set(m_Average[0])
}
}
Re: Number of Bars and Sum of Close Prices within a Time Ran
Posted: Jun 05 2013
by Henry MultiСharts
Please modify your StartCalc method the following way:
Code: Select all
protected override void StartCalc()
{
m_Average.price = new Lambda<double>( barIndex => Bars.Close[barIndex] );
m_Length.Value = 10; // Start Length for Average
m_Average.length = m_Length[0];
Re: Number of Bars and Sum of Close Prices within a Time Ran
Posted: Jun 05 2013
by Jobauma
Hmm.. This setup ensures m_Average.length to always be 10 I think. As far as I noticed "m_Length.Value = m_LstBar[0] - m_1stBar[0]" did not end up in "m_Average.length".
Re: Number of Bars and Sum of Close Prices within a Time Ran
Posted: Jun 06 2013
by Henry MultiСharts
Length =10 is required for initial study calculcation to avoid division by zero, it is not always 10.
Further in your code the length value is modified (you already have this logic implemented).
Re: Number of Bars and Sum of Close Prices within a Time Ran
Posted: Jun 06 2013
by Jobauma
At this point m_Length[0] shows the desired output, but m_Average.length is not, and it doesn't make any sense!
I've really tried to make this work, but m_Length seems to have no impact on m_Average.. :/
Code: Select all
else if ( curTOD == endTime1 )
{
m_LstBar.Value = Bars.CurrentBar;
m_Length.Value = m_LstBar[0] - m_1stBar[0];
Output.WriteLine( "{0}, {1}, {2}", m_Length[0], m_Average.length, m_Average[0] );
}
Re: Number of Bars and Sum of Close Prices within a Time Ran
Posted: Jun 07 2013
by Jobauma
Code: Select all
else if ( curTOD == endTime1 )
{
m_LstBar.Value = Bars.CurrentBar;
m_Length.Value = m_LstBar[0] - m_1stBar[0];
m_Average.length = m_Length[0];
Output.WriteLine( "{0}", m_Average[0] );
}
The first and second value assigned to m_Average.length is kind of mixed this way. Both "10" and m_Length.Value has impact on m_Average[0].