Multi-time analysis - Wealth Lab Forum

Multi-time analysis

Author: zanek

Creation Date: 8/15/2009 9:17 PM

Wealth Lab » WealthScript (.NET) » Multi-time analysis

zanek

8/15/2009 9:17 PM

Eugene,Cone,

Do you know why the SMA's in the Multi-time analysis example are just horizontal lines that move up and down ? If you paste the code below (from the user guide) into a 'new strategy from code', all the SMA's are just horizontal lines from the 120 time scale. I expected the SMA's to look just like the lower time scales SMA's. I tried the code below with other indicators & time scales, and still had the same results. Do you know why ?

CODE:
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Color:

Eugene,Cone,

Do you know why the SMA's in the Multi-time analysis example are just horizontal lines that move up and down ? If you paste the code below (from the user guide) into a 'new strategy from code', all the SMA's are just horizontal lines from the 120 time scale. I expected the SMA's to look just like the lower time scales SMA's. I tried the code below with other indicators & time scales, and still had the same results. Do you know why ?

[CODE]protected override void Execute()

{

// Strategy requires intraday data

if( Bars.BarInterval == 0 ){

DrawLabel(PricePane, "Strategy requires intraday data", Color.Red);

return;

}

// Enough data to create a 60-bar 120-minute indicator?

int barsRequired = 120 * (60 + 1) / Bars.BarInterval;

if (Bars.Count < barsRequired){

DrawLabel(PricePane, "Strategy requires " + barsRequired.ToString() + " bars, minimum", Color.Red);

return;

}

// Get 20- and 60-bar SMAs in original scale

DataSeries SMA20 = SMA.Series( Close, 20 );

DataSeries SMA60 = SMA.Series( Close, 60 );

//Switch to 120-minute scale

SetScaleCompressed( 120 );

//Obtain 20-and 60-bar 120-minute SMAs

DataSeries SMA20_120 = SMA.Series( Close, 20 );

DataSeries SMA60_120 = SMA.Series( Close, 60 );

//Switch back to the original time frame

RestoreScale();

SMA20_120 = Synchronize( SMA20_120 );

SMA60_120 = Synchronize( SMA60_120 );

//Plot the SMAs

PlotSeries( PricePane, SMA20, Color.DarkRed, WealthLab.LineStyle.Solid, 2 );

PlotSeries( PricePane, SMA60, Color.DarkGreen, WealthLab.LineStyle.Solid, 2 );

PlotSeries( PricePane, SMA20_120, Color.Red, WealthLab.LineStyle.Solid, 2 );

PlotSeries( PricePane, SMA60_120, Color.Green, WealthLab.LineStyle.Solid, 2 );

// Highlight crossovers and crossunders

for(int bar = barsRequired; bar < Bars.Count; bar++)

{

if( CrossOver( bar, SMA20, SMA60 ) )

AnnotateChart( PricePane, Bars.DataScale + " Crossover", bar, SMA20[bar], Color.Red );

if( CrossOver( bar, SMA20_120, SMA60_120 ) )

AnnotateChart( PricePane, "120 Min Crossover", bar, SMA20_120[bar], Color.Green);

if( CrossUnder( bar, SMA20, SMA60 ) )

AnnotateChart( PricePane, Bars.DataScale + " Crossunder", bar, SMA20[bar], Color.Red );

if( CrossUnder( bar, SMA20_120, SMA60_120 ) )

AnnotateChart( PricePane, "120 Min Crossunder", bar, SMA20_120[bar], Color.Green);

}

}[/CODE]

Eugene

8/16/2009 2:40 AM

Unfortunately, this is a bug in Version 5.4 that will be fixed in release 5.5 (around September-October).

Wealth Lab » WealthScript (.NET) » Multi-time analysis

zanek

Eugene

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zanek

Eugene

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