ClearExternalSymbols not clearing?

Eugene

#1

6/22/2012 7:23 AM

streak writes:

Hello

I am having what seems to be thye same problem of not seeing the cache cleared. Or at least it appears like that. I too had a method outside the Execute() block that worked a dataseries. After moving it inside the problem peresists, so maybe its something else?

Appreciate very much if this code could be checked to see if ClearExternalSymbols() is operating how it should, please? The clicked symbol is a continuous contract. The code selects various individual contracts from another dataset to collate into a seasonal array from which to load a dataseries/indicator. The seasonal is detrended from a SMA off the clicked symbol (to get enough history).

Also, when I put a string within the ClearExternalSymbols() parenthesis an error is thrown. What makes this overload(?) function?

CODE:
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[b]streak[/b] writes:

Hello

I am having what seems to be thye same problem of not seeing the cache cleared. Or at least it appears like that. I too had a method outside the Execute() block that worked a dataseries. After moving it inside the problem peresists, so maybe its something else?

Appreciate very much if this code could be checked to see if ClearExternalSymbols() is operating how it should, please? The clicked symbol is a continuous contract. The code selects various individual contracts from another dataset to collate into a seasonal array from which to load a dataseries/indicator. The seasonal is detrended from a SMA off the clicked symbol (to get enough history).

Also, when I put a string within the ClearExternalSymbols() parenthesis an error is thrown. What makes this overload(?) function? 
[CODE]
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
//using Community.Components;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		#region - parameters & methods -
		
		private StrategyParameter sli_ContractMth;
		private StrategyParameter sli_StartYr;
		private StrategyParameter sli_EndYr;
		public MyStrategy()
		{
			sli_ContractMth = CreateParameter("Contract Month", 3, 1, 12, 1);
			sli_StartYr = CreateParameter("Start Year", 1998, 1970, 2012, 1); 
			sli_EndYr = CreateParameter("End Year", 2012, 1970, 2012, 1); 
		}
		
		public string contractMth( int _i )
		{
			string str = "";
			switch( _i ) {
				case 1: str = "01"; break;
				case 2: str = "02"; break;
				case 3: str = "03"; break;
				case 4: str = "04"; break;
				case 5: str = "05"; break;
				case 6: str = "06"; break;
				case 7: str = "07"; break;
				case 8: str = "08"; break;
				case 9: str = "09"; break;
				case 10: str = "10"; break;
				case 11: str = "11"; break;
				case 12: str = "12"; break;
			}
			return str;
		}
		
		/*
		public DataSeries MomOfDetrendedSer( DataSeries contr, DataSeries _LR, int _lrEndBar )
		{
			//DataSeries SeriesOrDetrended = new DataSeries(contr, "SeriesOrDetrended");
			DataSeries SeriesOrDetrended = 	contr * 1;
			int _contrCtr = contr.Count - 1;
			int firstBar = _lrEndBar - _contrCtr;
			for(int bar = _lrEndBar; bar >= firstBar; bar--) {
				SeriesOrDetrended[_contrCtr] = _LR[bar]; 
				_contrCtr--;
			}
			return Momentum.Series(contr - SeriesOrDetrended, 1);
		}
		*/
		
		#endregion
		
		protected override void Execute()
		{
			PadBars(6);
			ClearDebug();
			ClearExternalSymbols();	
			
			string _ds = "c_FeederCattle";	
			//string _ds = "c_Soybeans";	
			//string _ds = "c_Wheat";	
			
			#region	- vars & series declarations -
			
			int i_contractMth =  sli_ContractMth.ValueInt;
			int seasYrBegin = sli_StartYr.ValueInt;
			int seasYrEnd = sli_EndYr.ValueInt;
			int startBar = -1;
			int endBar = -1;	
			int tdoy = -1;
			int yrs = seasYrEnd - seasYrBegin + 1;
			//int [,] seasNYeve = new int[yrs,2];
			int [] seasNYeve = new int[yrs];
			double [,] seasV = new double[yrs, 260];
			string _contractMth = contractMth(i_contractMth);
			
			DataSeries mom = new DataSeries(Bars, "mom");
			DataSeries seas = Close - Close; seas.Description = "Seasonal";
			DataSeries dsBasisDetrend =  Close - Close; dsBasisDetrend.Description = "dsBasisDetrend";
			dsBasisDetrend = SMA.Series((Open + AveragePriceC.Series(Bars))/2, 260);		
			
			DataSourceManager dm = new WealthLab.DataSourceManager();
			dm.RootPath = Environment.GetFolderPath(Environment.SpecialFolder.ApplicationData) + 
				@"\Fidelity Investments\WealthLabDev\1.0.0.0\Data\";

#endregion
		
			yrs = -1;	
			foreach( DataSource ds in dm.DataSources ) {
				if( ds.Name	== _ds ) {
					foreach(string symbol in ds.Symbols ) {
						if( symbol.EndsWith(_contractMth) && 
							int.Parse(symbol.Substring(symbol.IndexOf('-') + 1 , 4)) >= seasYrBegin && 
							int.Parse(symbol.Substring(symbol.IndexOf('-') + 1 , 4)) <= seasYrEnd ) {
							Bars _contract = GetExternalSymbol( ds.Name, symbol, false);	
							int _contrCtr = _contract.Count - 1;
							int _dsEndBar = Bars.ConvertDateToBar( _contract.Date[_contrCtr], false );
						
							//mom = MomOfDetrendedSer( _contract.Close , dsBasisDetrend, _dsEndBar);
							//-- Above method replaced with block below.
							DataSeries SeriesOrDetrended = 	_contract.Close * 1;
							int firstBar = _dsEndBar - _contrCtr;
							for(int bar = _dsEndBar; bar >= firstBar; bar--) {
								SeriesOrDetrended[_contrCtr] = dsBasisDetrend[bar]; 
								_contrCtr--;
							}
							mom = Momentum.Series(_contract.Close - SeriesOrDetrended, 1);
							
							int nyEveDay = 31;
							int nyEveBar = -1;
							do {	
								DateTime _NewYrsEve = new DateTime( mom.Date[mom.Count - 1].Year -1, 12, nyEveDay);	
								nyEveBar = _contract.ConvertDateToBar( _NewYrsEve, true );	// _contract. ( mom. doesn't work ?!!)
								nyEveDay--;							
								if( nyEveDay < 25  ) { PrintDebug( "What, can't find New Years Eve ?" ); break; }
							} while( nyEveBar == -1 ); 
							yrs++;
							seasNYeve[yrs] = 259 - ((mom.Count - 1) - nyEveBar);
							
							int tdoc = 259; 
							for(int bar = mom.Count - 1; bar >= 0; bar--) {
								seasV[yrs, tdoc] = mom[bar]; 
								tdoc--;
							}
							ClearExternalSymbols();
						}
					}
				}
			}
			
			// sync array
			int bMin = 99999;
			for(int ii = 0; ii <= yrs; ii++) if( seasNYeve[ii] < bMin ) bMin = seasNYeve[ii];
			//-- Now 'bMin' holds the lowest bar number for NewYearsEve
	
			int offSt = -1;
			for(int ctr = 0; ctr <= yrs; ctr++) {
				offSt = seasNYeve[ctr] - bMin;
				for(int yy = offSt; yy <= 259; yy++)
					seasV[ctr, yy - offSt] = seasV[ctr, yy];  
			}
			//-- Now seasV[, bMin] holds NewYearsEves' price. IE the array is synched.
			
			double [] seasYr = new double[260];
			double sumYrs = double.NaN;
			
			for(int id = 259; id >= 0; id--) {
				sumYrs = 0;
				for(int iy = 0; iy < yrs; iy++) sumYrs += seasV[iy ,id];
				seasYr[id] = sumYrs / (yrs + 1);
			}
			//-- now accumulate
			for(int id = 1; id <= 259; id++)
				seasYr[id] += seasYr[id - 1];

//-- load early data first looping backwards from NewYerasEve
			bool _go = false;
			tdoy = bMin;
			for(int bar = Bars.Count - 2; bar >= 0; bar--) {			
				if( Bars.Date[bar].Year < Bars.Date[bar + 1].Year ) {
					tdoy = bMin; 
					_go = true;
				}
				else
					tdoy--;
				
				if( _go == true ) {
					if( tdoy > -1 ) seas[bar] = seasYr[tdoy];
					else _go = false;										
				}
			}			
				
			//-- then load recent data looping forward from NewYearsDay	
			tdoy = bMin;
			_go = false;
			for(int bar = 1; bar < Bars.Count; bar++) {			
				if( Bars.Date[bar].Year > Bars.Date[bar - 1].Year ) {
					tdoy = bMin + 1; 
					_go = true;
				}
				else
					tdoy++;

if( _go == true ) {
					if( tdoy < 260 ) seas[bar] = seasYr[tdoy];
					else if(  Bars.Date[bar].Year == Bars.Date[Bars.Count - 1].Year ) {
						tdoy = 0;
						seas[bar] = seasYr[tdoy];
					}
					else
						_go = false;
				}				
			}
					
			ChartPane p1 = CreatePane(35, true, false);	
			PlotSeries(p1, seas, Color.DarkGreen, WealthLab.LineStyle.Solid, 2);
			
			PrintDebug ( "Cleared ext. symbols: " + ClearExternalSymbols() );
		}
	}
}

[/CODE]

Eugene

#2

6/22/2012 7:26 AM

If possible, please create an "as-small-as-possible" code without all this custom logic demonstrating the anomaly. tia.

QUOTE:
Also, when I put a string within the ClearExternalSymbols() parenthesis an error is thrown.

Could you elaborate on the exact error message and the string?

QUOTE:
What makes this overload(?) function?

It's documented in the QuickRef.

streak

#3

6/22/2012 8:11 AM

Eugene
No overload for method 'ClearExternalSymbols' takes '1' arguments

QuickRef shows an overload:

QUOTE:
int ClearExternalSymbols(string symbol)

When

CODE:
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is put within, at end of the

CODE:
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block each run passes 0 (zero) cleared symbols.

My main problem/query is not the so much re ClearExternalSymbols(). I just suspected this, or my use of it, to be a culprit, which is when I change settings by clicking another symbol, or changing the range of contract years or contract months the seasonal is derived from the dataseries/indicator 'seas' does not change.

I realised that for many of the changes in the script parameters listed above the same set of individual contracts are called. However, the detrending series utilised would at least be different and so the plot should change. Only closing & reopening WealthLab seems to alter the plot.

Sorry re the excess data presented. Was just circumventing an expected request for more.

Thanks
Jon

streak

#4

6/22/2012 6:00 PM

Eugene

is the following code 'shelled out' enough. Be greatly appreciated if you can see why the 'seas' indicator is not rebuilding when parameters of new symbols are clicked.

CODE:
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Eugene

is the following code 'shelled out' enough. Be greatly appreciated if you can see why the 'seas' indicator is not rebuilding when parameters of new symbols are clicked.

[CODE]protected override void Execute()
{
    ClearExternalSymbols();	
			
    string _ds = "c_FeederCattle";

int i_contractMth =  sli_ContractMth.ValueInt;
    int seasYrBegin = sli_StartYr.ValueInt;
    int seasYrEnd = sli_EndYr.ValueInt;
    int yrs = seasYrEnd - seasYrBegin + 1;
    int [] seasNYeve = new int[yrs];
    double [,] seasV = new double[yrs, 260];
    string _contractMth = contractMth(i_contractMth);
			
    DataSeries mom = new DataSeries(Bars, "mom");
    DataSeries seas = Close - Close; 
    DataSeries dsBasisDetrend =  Close - Close; 
    seas.Description = "Seasonal";
    dsBasisDetrend.Description = "dsBasisDetrend";
    dsBasisDetrend =
        SMA.Series((Open + AveragePriceC.Series(Bars))/2, 260);		
			
    DataSourceManager dm = new WealthLab.DataSourceManager();
    dm.RootPath = 
        Environment.GetFolderPath(Environment.SpecialFolder.ApplicationData)
	    + @"\Fidelity Investments\WealthLabDev\1.0.0.0\Data\";

foreach( DataSource ds in dm.DataSources ) {
	    if( ds.Name	== _ds ) {
		    foreach(string symbol in ds.Symbols ) {
			    if( symbol.EndsWith(_contractMth) && ... && ... ) {
				    Bars _contract =
                        GetExternalSymbol( ds.Name, symbol, false);	
                    ...
				    DataSeries _ds = _contract.Close * 1;
				    ...
				    for() {
					    _ds[] = ;
				    }
				    mom = Momentum.Series(_contract.Close - _ds, 1);
							
				    int nyEveDay = 31;
				    int nyEveBar = -1;
				    do {	
                        ...
				    } while();

...
				    for() {
					    seasV[,] = mom[]; 
                        ...
				    }
				    PrintDebug( "Cleared ext. symbols: " 
                        + ClearExternalSymbols() );
			    }
		    }
	    }
    }
			
    //-- sync array
    for() if(  ) ;
    for() { ...; seasV[, offSt] = seasV[,]; } 
	
	//-- average etc
    double [] seasYr = ;
    double sumYrs = ;			
    for() { ... }
    for() seasYr[] += seasYr[]; 
		
    //-- load early data first looping backwards from reference date
    for() { ...	 seas[] = seasYr[]; }			
				
    //-- then load recent data looping forward from reference date
    for() { ...	 seas[] = seasYr[]; }
	
    ChartPane p1 = CreatePane();	
    PlotSeries(p1, seas, ...);
			
    PrintDebug ( "Cleared ext. symbols: " + ClearExternalSymbols() );
}[/CODE]

Eugene

#5

6/23/2012 12:46 AM

I'm at a loss as to why are you calling GetExternalSymbol/ClearExternalSymbols. It would pretty straighforward to populate the Bars object this way:

CODE:
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Try this instead. Also, to be on the safe side create the "seas" and "dsBasisDetrend" DataSeries from scratch (using the "new" vs. Close-Close).

streak

#6

6/23/2012 2:40 AM

Eugene
Tried both variations you mentioned, but still no headway.

The only reason I used GetExternalSymbol() was because I did not know there was an alternative. With the code above replacing

CODE:
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an error is thrown;

QUOTE:
Object reference not set to an instance of an object

Had already swapped building the indicators from 'new', without success. Just tried both ways again with your code, but no change. Also changed _ds, creating from scratch using 'new' but no help.

In checking I'd put your code in correctly I noticed the first parameter for .ContainsSymbol() requires a string and after swapping _contract for symbol and back again (it didn't solve the problem) a different error was thrown;

QUOTE:
... best overlaod match for... ContainsSymbol(...) has some invalid arguments

and another error saying mach the same;

QUOTE:
... cannot convert from...Bars to string

.

Its an odd one. Must have good quality RAM.
just kidding

Thanks for your help.

Eugene

#7

6/23/2012 3:17 AM

QUOTE:
an error is thrown;
[QUOTE]Object reference not set to an instance of an object

[/QUOTE]
The active data provider must be ASCII (or any other provider for that matter that doesn't use Wealth-Lab's BarDataStore)? If true, this would fully explain the error. Provider.DataStore is N/A to ASCII.

streak

#8

6/23/2012 5:39 AM

Ah, it is ascii!

Is Provider.DataStore also N/A to Cached ASCII? (I'm not familiar with the name/concept/functioning of 'BarDataStore'). I guess so - otherwise one would expect the error not to be thrown?

If this means the syntax goes back to ClearExternalSymbols(), is there a means of forcing the dataseries/indicators to be recalculated and plotted when a different symbol is clicked or parameter changed?

Thanks Eugene

Eugene

#9

6/25/2012 6:49 AM

Jon, but your "shelled out" example is much more complicated to read. Sorry for not being clear. What I expect is a concise example with all the custom logic stripped. In other words, getting back to your initial question: if you believe that ClearExternalSymbols is not performing as expected, preparing a simple and short test case would be appreciated.

streak

#10

6/25/2012 7:54 AM

Eugene
Apologies, I'm not understanding 2 things :-
1# "... a concise example with all the custom logic stripped"
2# "... a simple and short test case"

Would you be able to give a little more detail re each, please? I look forward to putting the right stuff together.

Thanks

Eugene

#11

6/25/2012 8:45 AM

It simply means that to troubleshoot a potential ClearExternalSymbols issue, I'd prefer an as-simple-as-possible, clickable demo Strategy. I don't have the time to go through custom logic.

streak

#12

6/25/2012 5:59 PM

Eugene
the data layout has continuous contracts in one folder and individual contracts in separate folders with each folder only holding contracts for a single commodity. So when a continuous contract is clicked it loops each contract in the folder associated with the first parameter slider and only deals with contracts that match the required month per the second parameter slider. The required month is tested from the file name at the start of the foreach() block.

When changing settings the seasonal indicator does not update when, for example, when loading feeder cattle individual contracts (slider1 position2) and clicking Gold as the primary symbol then clicking NaturalGas. The SMA used as basis for the detrend should vary considerably enough between these to alter the seasonal output.

I do have a few other bugs in my code. For example with FeederCattle seasonals the mid-year contracts make things go haywire. However, I'm finding it hard to debug these until I can get the seasonal refreshing every time rather than have to reboot Wealth-Lab.

CODE:
Please log in to see this code.

Thanks, I hope you have some appropriate data to test on.

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Eugene
 the data layout has continuous contracts in one folder and individual contracts in separate folders with each folder only holding contracts for a single commodity. So when a continuous contract is clicked it loops each contract in the folder associated with the first parameter slider and only deals with contracts that match the required month per the second parameter slider. The required month is tested from the file name at the start of the foreach() block.

When changing settings the seasonal indicator does not update when, for example, when loading feeder cattle individual contracts (slider1 position2) and clicking Gold as the primary symbol then clicking NaturalGas. The SMA used as basis for the detrend should vary considerably enough between these to alter the seasonal output.

I do have a few other bugs in my code. For example with FeederCattle seasonals the mid-year contracts make things go haywire. However, I'm finding it hard to debug these until I can get the seasonal refreshing every time rather than have to reboot Wealth-Lab.

[CODE]
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
  public class MyStrategy : WealthScript
  {
    #region - parameters & methods -
    
    private StrategyParameter sli_Commodity;
    private StrategyParameter sli_ContractMth;
    private StrategyParameter sli_RollAtDay;
    private StrategyParameter sli_DetrendBasis;
    private StrategyParameter sli_StartYr;
    private StrategyParameter sli_EndYr;
    public MyStrategy()
    {
      sli_Commodity = CreateParameter("Commodity", 4, 1, 5, 1);
      sli_ContractMth = CreateParameter("Contract Month", 3, 1, 12, 1);
      sli_RollAtDay = CreateParameter("Roll day", 3, 1, 31, 1);
      sli_DetrendBasis = CreateParameter("Detr Avg or Sum", 0, 0, 1, 1); 
      sli_StartYr = CreateParameter("Start Year", 1998, 1970, 2012, 1); 
      sli_EndYr = CreateParameter("End Year", 2012, 1970, 2012, 1); 
    }
    
    public string _commodity( int paramSelected )
    {
      string _thisCommod = "";
      switch( paramSelected ) {
        case 1: _thisCommod = "c_AustralianDollar"; break;
        case 2: _thisCommod = "c_FeederCattle"; break;
        case 3: _thisCommod = "c_SoybeanMeal"; break;
        case 4: _thisCommod = "c_Soybeans"; break;
        case 5: _thisCommod = "c_Wheat"; break;
      }
      return _thisCommod;
    }
    
    public Font font2 = new Font("Tahoma", 10, FontStyle.Bold);
    public string selected_c = "";
    public void SetCommodityLabeling( string selected )  //   
    {
      string _text = @"Available commodities :-
1  Australian Dollar
2  Feeder Cattle
3  Soybean Meal
4  Soybeans
5  Wheat";
      DrawText( PricePane, _text, 0, 210, Color.Gray, Color.Empty, font2);
      DrawText( PricePane, selected + " folder selected.", 0, 310, Color.Green, Color.Empty, font2);
    }

public string contractMth( int _i )
    {
      string str = "";
      switch( _i ) {
        case 1: str = "01"; break;
        case 2: str = "02"; break;
        case 3: str = "03"; break;
        case 4: str = "04"; break;
        case 5: str = "05"; break;
        case 6: str = "06"; break;
        case 7: str = "07"; break;
        case 8: str = "08"; break;
        case 9: str = "09"; break;
        case 10: str = "10"; break;
        case 11: str = "11"; break;
        case 12: str = "12"; break;
      }
      return str;
    }

#endregion
    
    protected override void Execute()
    {
      string _ds = _commodity( sli_Commodity.ValueInt );
      SetCommodityLabeling ( _ds );
      PadBars(6);
      ClearDebug();
      //ClearExternalSymbols();
      //PrintDebug ( "Cleared ext. symbols: " + ClearExternalSymbols() );
      //Bars.Cache.Clear();

#region  - vars & series declarations -
      
      int i_contractMth =  sli_ContractMth.ValueInt;
      int rollDay = sli_RollAtDay.ValueInt;
      int detrType = sli_DetrendBasis.ValueInt;
      int seasYrBegin = sli_StartYr.ValueInt;
      int seasYrEnd = sli_EndYr.ValueInt;
      int startBar = -1;
      int endBar = -1;  
      int tdoy = -1;
      int yrs = seasYrEnd - seasYrBegin + 1;
      int [] rollBars = new int[yrs];
      double [,] seasV = new double[yrs, 260];
      string _contractMth = contractMth(i_contractMth);
      
      DataSeries mom = new DataSeries(Bars, "mom");
      DataSeries seas = new DataSeries(Bars, "Seasonal");
      DataSeries dsBarsOHLCsma = new DataSeries(Bars, "dsBarsOHLCsma");
      
      //-- To detrend use SMA or alternatively use sum-average
      if( detrType == 1  )
        dsBarsOHLCsma = SMA.Series((Open + AveragePriceC.Series(Bars))/2 , 260);  //  << 260  
      else {
        double yrSum = Close[0];
        double yrVal = double.NaN;
        int frmB = 0;  
        int totBars = 0;
        int _dsRollBar = 999999;
        for(int bar = 1 ; bar < Bars.Count; bar++) {
          if( Bars.Date[bar].Month > Bars.Date[bar - 1].Month && Bars.Date[bar].Month == i_contractMth && bar != Bars.Count - 1) {
            DateTime _dtRoll = new DateTime(Bars.Date[bar].Year, i_contractMth, rollDay);
            _dsRollBar = Bars.ConvertDateToBar( _dtRoll, false );
          }
          if( bar == _dsRollBar ) {
            yrVal = yrSum / totBars;
            for(int ii = bar; ii >= frmB; ii--) dsBarsOHLCsma[ii] = yrVal;
            yrSum = Close[bar];
            frmB = bar;
            totBars = 1;          
          }
          else {
            yrSum += Close[bar];
            totBars++;          
          }
        }
      }
      
      DataSourceManager dm = new WealthLab.DataSourceManager();
      dm.RootPath = Environment.GetFolderPath(Environment.SpecialFolder.ApplicationData) + 
        @"\Fidelity Investments\WealthLabDev\1.0.0.0\Data\";

#endregion
    
      #region - collate individual contracts -
      
      yrs = -1;  
      foreach( DataSource ds in dm.DataSources ) {
        if( ds.Name  == _ds ) {
          foreach(string symbol in ds.Symbols ) {
            if( symbol.EndsWith(_contractMth) && 
              int.Parse(symbol.Substring(symbol.IndexOf('-') + 1 , 4)) >= seasYrBegin && 
              int.Parse(symbol.Substring(symbol.IndexOf('-') + 1 , 4)) <= seasYrEnd ) {
              int contrYear = int.Parse(symbol.Substring(symbol.IndexOf('-') + 1 , 4));
              yrs++;
              Bars _contract = GetExternalSymbol( ds.Name, symbol, false);
              int _contrCtr = _contract.Count - 1;
              int _dsEndBar = Bars.ConvertDateToBar( _contract.Date[_contrCtr], false );
              DataSeries dsDetrendBasis = new DataSeries(_contract, "dsDetrendBasis");
              int firstBar = _dsEndBar - _contrCtr;
              if( detrType == 1  ) {
                for(int bar = _dsEndBar; bar >= firstBar; bar--) {
                  dsDetrendBasis[_contrCtr] = dsBarsOHLCsma[bar];
                  _contrCtr--;
                }
              }
              else {    //  all values equal to initialise with
                double detrBasis = dsBarsOHLCsma[_dsEndBar - 30];  
                int setB = _dsEndBar;
                do {
                  dsDetrendBasis[_contrCtr] = detrBasis;
                  setB--;
                } while( setB >= 0 );
              }
              mom = Momentum.Series(_contract.Close - dsDetrendBasis, 1);
              DateTime _contrRoll = new DateTime(contrYear, i_contractMth, rollDay);
              int rollBar = _contract.ConvertDateToBar( _contrRoll, false );
              rollBars[yrs] = 259 - ((mom.Count - 1) - rollBar);
              int tdoc = 259; 
              for(int bar = mom.Count - 1; bar >= 0; bar--) {
                seasV[yrs, tdoc] = mom[bar]; 
                tdoc--;
              }
              //ClearExternalSymbols();
            }
          }
          ClearExternalSymbols();
        }
      }
      #endregion
      
      #region - collate seasonal -
      
      // sync array
      int bMin = 99999;
      for(int ii = 0; ii <= yrs; ii++) if( rollBars[ii] < bMin ) bMin = rollBars[ii];

int offSt = -1;
      for(int YrsCtr = 0; YrsCtr <= yrs; YrsCtr++) {
        
        offSt = rollBars[YrsCtr] - bMin;
        for(int yy = offSt; yy <= 259; yy++)
          seasV[YrsCtr, yy - offSt] = seasV[YrsCtr, yy]; 
        
      }
      
      double [] seasYr = new double[260];
      double sumYrs = double.NaN;
      int ValuesCnt = 0;
      for(int id = 259; id >= 0; id--) {
        sumYrs = 0;
        ValuesCnt = yrs;
        for(int iy = 0; iy < yrs; iy++) {
          if( seasV[iy ,id]== 0 ) ValuesCnt--;
          sumYrs += seasV[iy ,id]; 
        }
        seasYr[id] = sumYrs / (ValuesCnt + 1);
      }      
      
      for(int id = 1; id <= 259; id++)
        seasYr[id] += seasYr[id - 1];

bool _go = false;
      tdoy = bMin;
      for(int bar = Bars.Count - 2; bar >= 0; bar--) {      
        if( Bars.Date[bar].Month < Bars.Date[bar + 1].Month && Bars.Date[bar].Month == i_contractMth) {
          tdoy = bMin; 
          _go = true;
        }
        else
          tdoy--;
        
        if( _go == true ) {
          if( tdoy > -1 ) seas[bar] = seasYr[tdoy];
          else _go = false;                    
        }
      }      
        
      tdoy = bMin;
      _go = false;
      for(int bar = 1; bar < Bars.Count; bar++) {      
        if( Bars.Date[bar].Month > Bars.Date[bar - 1].Month && Bars.Date[bar].Month == i_contractMth && bar != Bars.Count - 1) {
          tdoy = bMin + 1; 
          _go = true;
        }
        else
          tdoy++;
        if( _go == true ) {
          if( tdoy < 260 ) seas[bar] = seasYr[tdoy] < 0 ? seas[bar - 1] : seasYr[tdoy];
          else if(  Bars.Date[bar].Year == Bars.Date[Bars.Count - 1].Year ) {
            tdoy = 0;
            seas[bar] = seasYr[tdoy];
          }
          else
            _go = false;
        }        
      }
      
      #endregion
          
      ChartPane p1 = CreatePane(35, true, false);  
      PlotSeries(p1, seas, Color.DarkGreen, WealthLab.LineStyle.Solid, 2);
      //PrintDebug ( "Cleared ext. symbols: " + ClearExternalSymbols() );
      //Bars.Cache.Clear();
      
    }
  }
}

[/CODE]

Thanks, I hope you have some appropriate data to test on.

streak

#13

6/26/2012 6:38 PM

a bug fix: The code below replaces the do{ }while() block that assigns dsDetrendBasis for each contract (just before the DataSeries 'mom' is assigned.