Math operations on external symbols

WEALTHPRO25

#1

6/8/2017 5:21 PM

can you please help me code the following, i have updated fred and i can chart the following symbols IRLTLT01DEM156N and IRLTLT01USM156N, i can see the chart for each one individually, now i want to subtract IRLTLT01DEM156N minus IRLTLT01USM156N and see this graph on the chart, greatly appreciate your assistance, thank you.

Eugene

#2

6/8/2017 5:32 PM

I thought that after having spent a good portion of January 2016 lecturing and exemplifying you've learnt how to use math ops on external symbols?

Combining indicators to make a new indicator

Post #4 - theory
Post #24 - final result

Consider this snippet from that year-old discussion with you:

Imagine that the totalpc and pcrEQ are IRLTLT01DEM156N and IRLTLT01USM156N's Close prices, accordingly - just change the strings to your new symbols. Below you have a multiplication on those DataSeries: subtraction is just as easy. Finally, the plotting.

What is not clear?

WEALTHPRO25

#3

6/8/2017 7:37 PM

i tried with this code

too many error codes

i have the follwoing code, it complies but when i do monthly chart with symbol irltlt01dem156N or irltlt01us156N i get the following error

runtime error, object reference not set to an instance of an object

this is the code that compiles but runtime error

Eugene

#4

6/8/2017 7:46 PM

Then your DataSet name is not called "FRED" but it must match the string you have in GetExternalSymbol. Altnernative: use the other call to GetExternalSymbol as shown in code below. Also, I think you'd want to "remove" the PricePane and replace it with your synthetic symbol:

WEALTHPRO25

#5

6/8/2017 8:46 PM

thank you very much for your help

Eugene

#6

6/8/2017 9:09 PM

Glad to help.

Eugene

#7

6/9/2017 5:57 AM

wealthpro25's post moved from a different (less related) thread:

for the code below, i want the output of the graph ds2-ds1 and use this data to plot the macd reverse engineering strategy, so as follows

take the data series from above ds2 - ds1 and use this for input in

please help thank you

Size:

Color:

[b]wealthpro25[/b]'s post moved from a different (less related) thread:

for the code below, i want the output of the graph ds2-ds1 and use this data to plot the macd reverse engineering strategy, so as follows

[code]using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		protected override void Execute() 
		{
			//Bars b1 = GetExternalSymbol("FRED(Monthly)", "IRLTLT01DEM156N", true );
			Bars b1 = GetExternalSymbol("IRLTLT01DEM156N", true );
			DataSeries ds1 = b1.Close;
         
			//Bars b2   = GetExternalSymbol("FRED(Monthly)", "IRLTLT01USM156N", true);
			Bars b2   = GetExternalSymbol("IRLTLT01USM156N", true);
			DataSeries ds2 = b2.Close;
         
			DataSeries dsSubtraction = ds2 - ds1;
         
			HideVolume();
			ChartPane GiantPane = CreatePane(Int32.MaxValue,false,false);
			PlotSeries(GiantPane, dsSubtraction, Color.Red, LineStyle.Solid, 2);
		}
	}
}
[/code]
take the data series from above ds2 -  ds1 and use this for input in

[code]using System;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
using TASCIndicators;
using Community.Indicators;

namespace WealthLab.Strategies
{
	public class ReversingMACDSequel : WealthScript
	{
		protected override void Execute()
		{
			// Reversing MACD
			HideVolume();
			RevEngMACDSignal r = RevEngMACDSignal.Series( Close,12,26,9,false );
			PlotSeries( PricePane, r, Color.Blue, LineStyle.Dashed, 2 );

// MACD and MACD signal
			DataSeries macd = MACD.Series( Close );
			DataSeries macdSignal = MACDEx_Signal3.Series( Close,12,26,9 );
			DataSeries macdHist = MACDEx_Histogram.Series( Close,12,26 );
			ChartPane MACDPane = CreatePane( 50, true, true );
			PlotSeries( MACDPane, macd, Color.Blue, LineStyle.Solid, 2 );
			PlotSeries( MACDPane, macdSignal, Color.Red, LineStyle.Solid, 2 );
			PlotSeries( MACDPane, macdHist, Color.Teal, LineStyle.Histogram, 2 );
			
			for(int bar = r.FirstValidValue; bar < Bars.Count; bar++)
			{
				if( CrossOver( bar, macdSignal, macd ) )
					SetBackgroundColor( bar, Color.FromArgb( 30, Color.Green ) );
				if( CrossUnder( bar, macdSignal, macd ) )
					SetBackgroundColor( bar, Color.FromArgb( 30, Color.Red ) );
				
				if (IsLastPositionActive)
				{
					if( macd[bar] > 0 )
						SellAtStop( bar+1, LastPosition, r[bar] );
				}
				else
				{
					if( macd[bar] < 0 )
						BuyAtStop( bar+1, r[bar] );
				}
			}
		}
	}
}[/code]

please help thank you

Eugene

#8

6/9/2017 6:14 AM

1. Move relevant code that builds DataSeries from #1 to #2, placing it before the HideVolume():

2. Now, replace the Close in #2 with dsSubtraction as shown below:

That's it. Very simple:

Size:

Color:

1. Move relevant code that builds DataSeries from #1 to #2, placing it before the [i]HideVolume()[/i]:

[code]Bars b1...
...
DataSeries dsSubtraction = ds2 - ds1;
// plotting is optional[/code]

2. Now, replace the [i]Close[/i] in #2 with [i]dsSubtraction[/i] as shown below:

[code]//RevEngMACDSignal r = RevEngMACDSignal.Series( Close,12,26,9,false );
RevEngMACDSignal r = RevEngMACDSignal.Series( dsSubtraction ,12,26,9,false );

//DataSeries macd = MACD.Series( Close );
DataSeries macd = MACD.Series( dsSubtraction );
//DataSeries macdSignal = MACDEx_Signal3.Series( Close,12,26,9 );
DataSeries macdSignal = MACDEx_Signal3.Series( dsSubtraction ,12,26,9 );
//DataSeries macdHist = MACDEx_Histogram.Series( Close,12,26 );
DataSeries macdHist = MACDEx_Histogram.Series( dsSubtraction ,12,26 );[/code]

That's it. Very simple:

[code]using System;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
using TASCIndicators;
using Community.Indicators;

namespace WealthLab.Strategies
{
	public class ReversingMACDSequel : WealthScript
	{
		protected override void Execute()
		{			
			//Bars b1 = GetExternalSymbol("FRED(Monthly)", "IRLTLT01DEM156N", true );
			Bars b1 = GetExternalSymbol("IRLTLT01DEM156N", true );
			DataSeries ds1 = b1.Close;
         
			//Bars b2   = GetExternalSymbol("FRED(Monthly)", "IRLTLT01USM156N", true);
			Bars b2   = GetExternalSymbol("IRLTLT01USM156N", true);
			DataSeries ds2 = b2.Close;
         
			DataSeries dsSubtraction = ds2 - ds1;
         
			HideVolume();
			ChartPane GiantPane = CreatePane(Int32.MaxValue,false,false);
			PlotSeries(GiantPane, dsSubtraction, Color.Red, LineStyle.Solid, 2);
			
			// Reversing MACD
			HideVolume();
			RevEngMACDSignal r = RevEngMACDSignal.Series( dsSubtraction,12,26,9,false );
			PlotSeries( PricePane, r, Color.Blue, LineStyle.Dashed, 2 );

// MACD and MACD signal
			DataSeries macd = MACD.Series( dsSubtraction );
			DataSeries macdSignal = MACDEx_Signal3.Series( dsSubtraction,12,26,9 );
			DataSeries macdHist = MACDEx_Histogram.Series( dsSubtraction,12,26 );
			ChartPane MACDPane = CreatePane( 50, true, true );
			PlotSeries( MACDPane, macd, Color.Blue, LineStyle.Solid, 2 );
			PlotSeries( MACDPane, macdSignal, Color.Red, LineStyle.Solid, 2 );
			PlotSeries( MACDPane, macdHist, Color.Teal, LineStyle.Histogram, 2 );
         
			for(int bar = r.FirstValidValue; bar < Bars.Count; bar++)
			{
				if( CrossOver( bar, macdSignal, macd ) )
					SetBackgroundColor( bar, Color.FromArgb( 30, Color.Green ) );
				if( CrossUnder( bar, macdSignal, macd ) )
					SetBackgroundColor( bar, Color.FromArgb( 30, Color.Red ) );
            
				if (IsLastPositionActive)
				{
					if( macd[bar] > 0 )
						SellAtStop( bar+1, LastPosition, r[bar] );
				}
				else
				{
					if( macd[bar] < 0 )
						BuyAtStop( bar+1, r[bar] );
				}
			}
		}
	}
}[/code]

WEALTHPRO25

#9

6/9/2017 12:55 PM

thank you, with the code above i just see the chart for ds2 - ds1, but i do not see the reverse engineering macd chart with the blue dotted line and i do not see the macd histogram, macd and macd signal

i put either IRLTLT01DEM156N or IRLTLT01US156N into the symbol box and get only the chart for ds2 - ds1

Eugene

#10

6/9/2017 1:00 PM

WEALTHPRO25

#11

6/9/2017 9:52 PM

ok got it, is it possible to chart both the ds2 - ds1 and the reverse engineering blue line on the same chart, i am able to chart them separately,

the reverse engineering chart is there but with that the graph is for the symbol IRLTLT01DEM156N or symbol IRLTLT01US156N

the graph is not for ds2 - ds1 which i want to see on the same chart as the reverse engineering graph, thanks

Eugene

#12

6/10/2017 8:47 AM

Please note that neither endless code customizations nor teaching how to program are part of our support duty. Nonetheless, this is what we've been doing for 2 years. If you go over our replies you'll see there's a lot of pointers and examples showing you how to use PlotSeries, ChartPane etc. However, you don't seem to be making progress as proven by my post #2 above as I have to re-do something that I've already shown before.

I leave this task up to you, hoping that you listen to our advice and learn some C# 101 on your own. While you're at it, do not come back immediately on getting a compiler error, as you're used to. Like I taught you in 2015, "don't hesitate to be curious about the error you're getting. Notice the line, find the method which triggered it, highlight it and hit F1 to open the QuickRef tool with more details about possible errors."

And as I prompted back in 2016, "show us that you learn C# 101 and not just keep doing the same thing (mistake) over and over. There are a large number of free web resources, books, tutorials (even on our Wiki FAQ) to help out in your C# study."

Good luck with your venture!

WEALTHPRO25

#13

6/12/2017 12:24 PM

ok i was able to plot it, thanks

Eugene

#14

6/12/2017 12:55 PM

Glad to help.

WEALTHPRO25

#15

6/12/2017 2:54 PM

can you help me put the data series for dsSubtraction for the leader of macd code below

thanks

Size:

Color:

can you help me put the data series for dsSubtraction for the leader of macd code below

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

namespace WealthLab.Strategies
{
	public class LeaderOfMACD : DataSeries
	{
		public LeaderOfMACD ( Bars bars ) : base(bars,"Leader of the MACD")
		{
			EMACalculation cm = EMACalculation.Modern;
			EMA ema12 = EMA.Series( bars.Close, 12, cm );
			EMA ema26 = EMA.Series( bars.Close, 26, cm );			
			DataSeries Indicator1 = ema12 + EMA.Series( bars.Close - ema12, 12, cm );
			DataSeries Indicator2 = ema26 + EMA.Series( bars.Close - ema26, 26, cm );

for (int bar = FirstValidValue; bar < bars.Count; bar++)
				this[bar] = Indicator1[bar] - Indicator2[bar];
		}
		public static LeaderOfMACD Series( Bars bars )
		{
			LeaderOfMACD _LeaderOfMACD = new LeaderOfMACD( bars );
			return _LeaderOfMACD;
		}
	}

/* 
		Leader of the MACD divergence:
		Price sets a highest high but the indicator fails to confirm the new high and turns down
	*/
	
	public class Leader_Divergence : WealthScript
	{
		private StrategyParameter paramHighest;
		
		public Leader_Divergence()
		{
			paramHighest = CreateParameter("Highest high of", 20, 5, 50, 1);
		}
		
		protected override void Execute()
		{
			bool peak = false; int peakBar = -1;
			int high = paramHighest.ValueInt;
				
			LeaderOfMACD leader = LeaderOfMACD.Series( Bars );
			Highest indicatorHighest = Highest.Series( leader, high );
			Highest hHigh = Highest.Series( High, high );
			MACD macd = new MACD( Close, "MACD" ); macd.Description = "MACD"; 
			EMA signal = EMA.Series( macd, 9, EMACalculation.Modern ); signal.Description = "Signal Line of MACD";
			
			HideVolume(); LineStyle solid = LineStyle.Solid;
			ChartPane leaderPane = CreatePane( 50, false, true );
			PlotSeries( leaderPane, leader, Color.Red, solid, 2 );

}
		}
	
}
[/code]
thanks

Eugene

#16

6/12/2017 3:18 PM

No. As LeaderOfMACD operates on Bars, it cannot be applied to the dsSubtraction which is a DataSeries.

Eugene

#17

6/12/2017 3:37 PM

On a second thought, it's possible to rewrite the LeaderOfMACD to accept your external DataSeries as follows:

Size:

Color:

On a second thought, it's possible to rewrite the [i]LeaderOfMACD[/i] to accept your external DataSeries as follows:

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

namespace WealthLab.Strategies
{
	public class Leader_Divergence : WealthScript
	{
		private StrategyParameter paramHighest;
      
		public Leader_Divergence()
		{
			paramHighest = CreateParameter("Highest high of", 20, 5, 50, 1);
		}
      
		protected override void Execute()
		{
			Bars b1 = GetExternalSymbol("IRLTLT01DEM156N", true );
			DataSeries ds1 = b1.Close;
			Bars b2 = GetExternalSymbol("IRLTLT01USM156N", true);
			DataSeries ds2 = b2.Close;
			DataSeries dsSubtraction = ds2 - ds1; 
			dsSubtraction.Description = string.Format("Subtraction of {0} and {1}", 
				ds1.Description,ds2.Description);
         
			var cm = EMACalculation.Modern;
			var ema12 = EMA.Series( dsSubtraction, 12, cm );
			var ema26 = EMA.Series( dsSubtraction, 26, cm );         
			var Indicator1 = ema12 + EMA.Series( dsSubtraction - ema12, 12, cm );
			var Indicator2 = ema26 + EMA.Series( dsSubtraction - ema26, 26, cm );
			var leader = Indicator1 - Indicator2;
			leader.Description = string.Format("Leader of the MACD ({0})", dsSubtraction.Description);

int high = paramHighest.ValueInt;
			var indicatorHighest = Highest.Series( leader, high );
			var hHigh = Highest.Series( High, high );
         
			HideVolume(); LineStyle solid = LineStyle.Solid;
			ChartPane leaderPane = CreatePane( 50, false, true );
			PlotSeries( leaderPane, leader, Color.Red, solid, 2 );
			ChartPane p = CreatePane(30,false,false);
			PlotSeries(p, dsSubtraction, Color.Blue, LineStyle.Solid, 2);
		}
	}
}[/code]