Maverick68's range expansion script

Author: gymcoach

Creation Date: 11/11/2008 11:24 AM

Wealth Lab » Technical Indicators » Maverick68's range expansion script

gymcoach

11/11/2008 11:24 AM

I am attempting to recreate Maverick68's TD Rei script in .net and I have run into a road block.
It looks like I am getting the expected results for TDREI but when I added lines 62 and 63 in an attempt to include it on the chart I do not get the expected results. Any ideas where I went wrong?

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[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
	{
		protected override void Execute()
		{
			DataSeries X = Close - Close;
			for(int bar = 8; bar < Bars.Count; bar++)
			{
				int total=0;
				//A
				if (High[bar] >= Low[bar-5]
					&& Low[bar] <= High[bar-5])
				{
					total++;
				}
				//B
				if (High[bar] >= Low[bar-6]
					&& Low[bar] <= High[bar-6])
				{
					total++;
				}
				//C
				if (High[bar-2] >= Close[bar-7]
					&& Low[bar-2] <= Close[bar-7])
				{
					total++;
				}
				//D
				if (High[bar-2] >= Close[bar-8]
					&& Low[bar-2] <= Close[bar-8])
				{
					total++;
				}
				//E
				
				
				//PrintDebug("Total = ",total);
				
				if (total > 0)
				{
					X[bar] = High[bar] - High[bar-2] + Low[bar] - Low[bar-2];
				}
				//PrintDebug("X=",X[bar]);
				//F
				DataSeries SumX = X + (X >> 1) + (X >> 2) + (X >> 3) + (X >> 4) + (X >> 5) + (X >> 6) + (X >> 7);
				//PrintDebug("SumX = ",SumX[bar]);
				DataSeries Y = DataSeries.Abs(SumX);
				//PrintDebug("Y = ", Y[bar]);
				DataSeries SumY = Y + (Y >>1) + (Y >>2) + (Y >>3) + (Y >>4) + (Y >>5) + (Y >>6) + (Y >>7);
				//PrintDebug("SumY = ", SumY[bar]);
				//G
				DataSeries TDREI = (SumX/SumY)*100; TDREI.Description = " TD REI ";
				PrintDebug("TD REI = ",TDREI[bar]);
				ChartPane TDPane = CreatePane(40, false, true);
				PlotSeriesOscillator(TDPane, TDREI, 30,-30,Color.Blue,Color.Red,Color.Black ,LineStyle.Solid , 1);
				
				
				
				if (IsLastPositionActive)
				{
					//exit rules
				}
				else
				{
					//entry rules
					
				}
			}
		}
	}
}
[/CODE]

Eugene

11/11/2008 11:57 AM

You need to fix the fact that you are executing the whole script inside the trading loop. Just a matter of "}" in a wrong place; besides this, it's fine.

gymcoach

11/11/2008 12:22 PM

much better!
Thanks

CODE:
Please log in to see this code.

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much better!
Thanks

[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
	{
		protected override void Execute()
		{
			DataSeries X = Close - Close;
			for(int bar = 8; bar < Bars.Count; bar++)
			{
				int total=0;
				//A
				if (High[bar] >= Low[bar-5]
					&& Low[bar] <= High[bar-5])
				{
					total++;
				}
				//B
				if (High[bar] >= Low[bar-6]
					&& Low[bar] <= High[bar-6])
				{
					total++;
				}
				//C
				if (High[bar-2] >= Close[bar-7]
					&& Low[bar-2] <= Close[bar-7])
				{
					total++;
				}
				//D
				if (High[bar-2] >= Close[bar-8]
					&& Low[bar-2] <= Close[bar-8])
				{
					total++;
				}
				//E
				
				
				//PrintDebug("Total = ",total);
				
				if (total > 0)
				{
					X[bar] = High[bar] - High[bar-2] + Low[bar] - Low[bar-2];
				}
				//PrintDebug("X=",X[bar]);
				
				
				if (IsLastPositionActive)
				{
					//exit rules
				}
				else
				{
					//entry rules
					
				}
			}
			//F
			DataSeries SumX = (X + (X >> 1) + (X >> 2) + (X >> 3) + (X >> 4) + (X >> 5) + (X >> 6) + (X >> 7));
			//PrintDebug("SumX = ",SumX[bar]);
			DataSeries Y = DataSeries.Abs(SumX);
			//PrintDebug("Y = ", Y[bar]);
			DataSeries SumY = (Y + (Y >>1) + (Y >>2) + (Y >>3) + (Y >>4) + (Y >>5) + (Y >>6) + (Y >>7));
			//PrintDebug("SumY = ", SumY[bar]);
			//G
			DataSeries TDREI = (SumX/SumY)*100; TDREI.Description = " TD REI ";
			//PrintDebug("TD REI = ",TDREI[bar]);
			ChartPane TDPane = CreatePane(40, true, true);
			PlotSeriesOscillator(TDPane, TDREI, 30,-30,Color.Blue,Color.Red,Color.Black ,LineStyle.Solid , 1);
			DrawHorzLine(TDPane, 0, Color.Red, LineStyle.Solid,2);
		}
	}
}[/CODE]

Wealth Lab » Technical Indicators » Maverick68's range expansion script