Create a EMA on a Series built "on the fly"

Author: gpetrie

Creation Date: 12/24/2010 1:09 AM

Wealth Lab » WealthScript (.NET) » Create a EMA on a Series built "on the fly"

gpetrie

12/24/2010 1:09 AM

Hi,
I am having trouble creating a ema of a series I loaded on the fly. The code is trying to create an ema of a series that is the % of stocks in the S&P 500 that are above an average.

Thanks for any help. Code follows:

Gene

CODE:
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Hi,
I am having trouble creating a ema of a series I loaded on the fly.  The code is trying to create an ema of a series that is the % of stocks in the S&P 500 that are above an average.

Thanks for any help.  Code follows:

Gene

[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
	{
		
		public MyStrategy()
		{
		}
		protected override void Execute()
                
		{
		
			double NumAbove = 0;
			double NumTot = 0;
		
			DataSeries SPPercentAbove =  new DataSeries(Bars, "Percent of S&P 500 above 20 Per EMA");
			DataSeries SPSmoothPercent = EMA.Series(SPPercentAbove, 5, WealthLab.Indicators.EMACalculation.Modern);
					
			ChartPane SPPane = CreatePane( 40, true, true );
			PlotSeries( SPPane, SPPercentAbove, Color.Green, WealthLab.LineStyle.Solid, 2 );
			PlotSeries( SPPane, SPSmoothPercent, Color.Black, WealthLab.LineStyle.Dashed, 2 );
			
		                                                                     
			for(int bar = 60; bar < Bars.Count; bar++)
			{
				// * * *   F I L L   I N   S & P   A B O V E   P E R C E N T
				NumAbove = 0;
				NumTot = 0;	
				
				//PrintStatusBar(Bars.Date[bar].ToString() );
				
				foreach(string symbol in DataSetSymbols)
				{
					SetContext(symbol, true);
					DataSeries SPMA = EMA.Series(Close, 20, WealthLab.Indicators.EMACalculation.Modern);
					
						NumTot = NumTot + 1;
						
						if ( Close[bar] > SPMA[bar])
						{
							NumAbove = NumAbove + 1;
						}	
					
					RestoreContext();
				}
				
				SPPercentAbove[bar] = NumAbove / NumTot;		// fill in series
				
				// is there a way to fill in the smoothing ema here?
					
			}	
		}	
	}
}[/CODE]