Synchronize and shift DataSeries

Author: sofia

Creation Date: 4/11/2016 7:57 PM

Wealth Lab » WealthScript (.NET) » Synchronize and shift DataSeries

sofia

4/11/2016 7:57 PM

Hello,

Would like to know if we can synchronize dataseries as follows or is this a valid code ?

CODE:
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Thanks,
Sofia

Eugene

4/11/2016 8:18 PM

What are you trying to accomplish?

sofia

4/11/2016 10:25 PM

Hi Eugene,

Here is the code. I am trying to shift the signal, like a predictive series with HeikenAshi price percent oscillator change vs normal price percent oscillator change.

CODE:
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Thanks,
Sofia

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Hi Eugene,

Here is the code. I am trying to shift the signal, like a predictive series with HeikenAshi price percent oscillator change vs normal price percent oscillator change.

[code]
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
using Community.Indicators;
using TASCIndicators;
using WealthLab.ChartStyles.Trending;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		protected override void Execute()
		{

Bars barsj = new Bars( Bars.Symbol.ToString() + " (Heikin-Ashi)", BarScale.Daily, 0 );
    
			// Create Heikin-Ashi series
			DataSeries HO = Open + 0, HH = High + 0, HL = Low + 0;
			DataSeries HC = (Open + High + Low + Close) / 4;
    
			// Build the Bars object
			for (int bar = 1; bar < Bars.Count; bar++)
			{
				double o1 = HO[bar-1]; 
				double c1 = HC[bar-1]; 
				HO[bar] = ( o1 + c1 ) / 2; 
				HH[bar] = Math.Max( HO[bar], High[bar] ); 
				HL[bar] = Math.Min( HO[bar], Low[bar] );             
        
				barsj.Add( Bars.Date[bar], HO[bar], HH[bar], HL[bar], HC[bar], Bars.Volume[bar]);
			}

RestoreScale();
			barsj = Synchronize( barsj );
			
			
		
			DataSeries Closej = barsj.Close;
			Closej = Synchronize(Closej) >> 1;
		
		
			DataSeries ppo = PPO.Series(Close,1,10);
			DataSeries ppoj = PPO.Series(Closej,1,5);

for(int bar = GetTradingLoopStartBar(1); bar < Bars.Count; bar++)
			{
			
				bool sell = ppoj[bar]<ppo[bar];
				bool buy = ppoj[bar]>ppo[bar];
				
			
				if (IsLastPositionActive)
				{
					Position p = LastPosition;
				
					if(sell)
						SellAtMarket(bar+1,p,"sell");
					
					
				}
				else
				{
				
					if(buy)
						BuyAtMarket(bar+1,"buy");
				}
			}
		}
	}
}

[/code]

Thanks,
Sofia

Eugene

4/12/2016 5:38 AM

Hi Sofia,

So you offset the current value of Heikin Ashi's close to the future i.e. delay it by one bar. That's possible but is the opposite of being "predictive" in my book.

We discussed it with you already in an existing topic. If you've forgotten here's it:

Shift DataSeries forward and back