RSI_LE and other reference Signals
Posted: Jan 28 2015
In RSI_LE signal provided with the platform, as well as other signals, there is a series
m_myrsi = new VariableSeries<Double>(this);
Why is the series needed?
Here below is a modified version (see comments //1, //2, //3, //4) that works exactly the same:
and here is the original:
Why is the series needed?
m_myrsi = new VariableSeries<Double>(this);
Why is the series needed?
Here below is a modified version (see comments //1, //2, //3, //4) that works exactly the same:
Code: Select all
using System;
using PowerLanguage.Function;
namespace PowerLanguage.Strategy
{
public class BTestRSI_LE : SignalObject
{
private RSI m_RSI;
//1private VariableSeries<Double> m_myrsi;
private IOrderMarket m_RsiLE;
public BTestRSI_LE(object ctx) :
base(ctx)
{
OverSold = 30;
Length = 14;
}
private ISeries<double> Price { get; set; }
[Input]
public int Length { get; set; }
[Input]
public double OverSold { get; set; }
protected override void Create(){
m_RSI = new RSI(this);
//2m_myrsi = new VariableSeries<Double>(this);
m_RsiLE =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "RsiLE", EOrderAction.Buy));
}
protected override void StartCalc(){
Price = Bars.Close;
m_RSI.price = Price;
m_RSI.length = Length;
}
protected override void CalcBar(){
//3m_myrsi.Value = m_RSI[0];
if (Bars.CurrentBar > 1){
if (this.CrossesOver(m_RSI,OverSold)){ //4if (this.CrossesOver(m_myrsi,OverSold)){
m_RsiLE.Send();
}
}
}
}
}
Code: Select all
using System;
using PowerLanguage.Function;
namespace PowerLanguage.Strategy
{
public class RSI_LE : SignalObject
{
private RSI m_RSI;
private VariableSeries<Double> m_myrsi;
private IOrderMarket m_RsiLE;
public RSI_LE(object ctx) :
base(ctx)
{
OverSold = 30;
Length = 14;
}
private ISeries<double> Price { get; set; }
[Input]
public int Length { get; set; }
[Input]
public double OverSold { get; set; }
protected override void Create(){
m_RSI = new RSI(this);
m_myrsi = new VariableSeries<Double>(this);
m_RsiLE =
OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, "RsiLE", EOrderAction.Buy));
}
protected override void StartCalc(){
Price = Bars.Close;
m_RSI.price = Price;
m_RSI.length = Length;
}
protected override void CalcBar(){
m_myrsi.Value = m_RSI[0];
if (Bars.CurrentBar > 1){
if (this.CrossesOver(m_myrsi,OverSold)){
m_RsiLE.Send();
}
}
}
}
}