Offset of a moving average? - Wealth Lab Forum

kvmp

#1

8/19/2010 9:15 AM

How can I move back say a 5 period EMA by 3 periods

Eugene

#2

8/19/2010 9:17 AM

Hit F11 to open the QuickRef tool, then click on "DataSeries Object" to read how to shift a data series.

Just a note on your terminology. While you can perform a "move back" operation with <<, almost for sure it's something that you don't want to do in a Trading Strategy because it automatically creates a peeking condition. Instead, to "move forward" or "delay" a series, use >>.

kvmp

#4

8/20/2010 5:31 PM

Thank you Eugene and Cone,

It worked, but with a little problem. I shifted the EMA to the left. At the end the plotted EMA had a vertical line going right up to zero price. The script was:

CODE:
Please log in to see this code.

Thanks for your help

Eugene

#5

8/21/2010 1:10 AM

This is not a problem, this is 1) exactly by design and 2) the incorrect (peeking) usage.

You're shifting future values to the past, so obviously, the 3 values (<<3) will be 0 because we can't see 3 bars to the future.

kvmp

#6

8/23/2010 11:15 AM

Thank you Eugene and Cone for your help. In WL4, fundtimer developed the following script:

QUOTE:
{Offset EMA}
const Offset = 3;
var {Bar,} EMA11: integer;
EMA11 := OffsetSeries(EMASeries( #Close, 3), Offset);
for Bar := 3 to BarCount-1-Offset do
SetSeriesBarColor(Bar,EMA11,990);
for Bar := BarCount-1 downto BarCount-0-Offset do
@EMA11[Bar] := @EMA11[BarCount-1-Offset-0];
for Bar := BarCount-1 downto BarCount-0-Offset do
SetSeriesBarColor(Bar,EMA11,#Black);
PlotSeries( EMA11, 0, 0, 2 );

This assigns, say, yellow color to the shifted EMA, Then by assigning the same value to the last 3 days (= the value of the 4th day), and the color as that of the background (in this case black), the composite yellow EMA stands out without the last 3 days going to zero.

I translated this script to WL5, the whole composite EMA picks up the color assigned to the last 3 days. The translated script is:

CODE:
Please log in to see this code.

The script needs a little touch up to have different colors for the shifted EMA and the last 3 days. Please help.

Size:

Color:

Thank you Eugene and Cone for your help. In WL4, fundtimer developed the following script:

[quote]{Offset EMA}
const Offset = 3;
var {Bar,} EMA11: integer;
EMA11 := OffsetSeries(EMASeries( #Close, 3), Offset);
for Bar := 3 to BarCount-1-Offset do
SetSeriesBarColor(Bar,EMA11,990);
for Bar := BarCount-1 downto BarCount-0-Offset do
  @EMA11[Bar] := @EMA11[BarCount-1-Offset-0];
for Bar := BarCount-1 downto BarCount-0-Offset do
SetSeriesBarColor(Bar,EMA11,#Black);
PlotSeries( EMA11, 0, 0, 2 );
[/quote]
This assigns, say, yellow color to the shifted EMA, Then by assigning the same value to the last 3 days (= the value of the 4th day), and the color as that of the background (in this case black), the composite yellow EMA stands out without the last 3 days going to zero.

I translated this script to WL5, the whole composite EMA picks up the color assigned to the last 3 days. The translated script is:

[code]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using System.Threading; // Sleep()
using System.Windows.Forms;
using WealthLab;
using WealthLab.Indicators;
using finantic.TL; // WealthScriptTL

namespace WealthLabCompile2
{
    class Strategy : WealthScriptTL
    {
#region file ChartScript

// start of prolog: This is a comment at the top of each file
		public new void Init(){
			base.Init();
			//optional settings
			UseUpdatedEMA(true);
			SetStdDevCalculation(StdDevCalculation.Population);
		}
// end of prolog: This is a comment at the top of each file

/** Offset EMA */

public  /** Offset EMA */ 
 /**const*/ int Offset = 3;
public int Bar, EMA11 = 0;

/** This method contains the meat of your script,
    i.e, any statements that are not inside a user defined class or function/procedure. */
protected override void Execute(){
    Init();
    // [declaration for class ChartScript used to be here] 
    
    EMA11 = (int)OffsetSeries(EMASeries(WL_CLOSE, 3), Offset);
    for (Bar = 3; Bar <= ((Bars.Count - 1) - Offset); Bar++) SetSeriesBarColor(Bar, EMA11, 990);
    for (Bar = (Bars.Count - 1); Bar >= ((Bars.Count - 0) - Offset); Bar--) GetSeries(EMA11)[Bar] = GetSeries(EMA11)[(((Bars.Count - 1) - Offset) - 0)];
    for (Bar = (Bars.Count - 1); Bar >= ((Bars.Count - 0) - Offset); Bar--) SetSeriesBarColor(Bar, EMA11, WL_BLACK);
    PlotSeries(EMA11, 0, 0, 2);
    
}

// start of epilog: This is a comment at the end of each file
	} // class Strategy
} // namespace
// end of epilog

#endregion file ChartScript
[/code]

The script needs a little touch up to have different colors for the shifted EMA and the last 3 days. Please help.

Cone

#7

8/23/2010 11:30 AM

1. When posting code, please click the CODE button and paste your code between the tags.

2. I'm really not interested in promoting or developing scripts that peek. Why are you?