IchimokuKinkoHyo ChikouSpan Data Incorrect

Created at 09 Oct 2017, 10:15

Joined 05.02.2015

IchimokuKinkoHyo ChikouSpan Data Incorrect
09 Oct 2017, 10:15

Hi, Spotware Team,

I am running a back-test to store the values from the IchimokuKinkoHyo indicator and all the values are correct apart from the ChikouSpan, could you please assist, the code snippet is below.

var r = workSheet.CreateRow(rowNum);
var index = MarketSeries.Close.Count - 1;

// create columns
r.CreateCell(0).SetCellValue(MarketSeries.OpenTime.Last(1).ToShortDateString());
r.CreateCell(1).SetCellValue(MarketSeries.OpenTime.Last(1).ToShortTimeString());
r.CreateCell(2).SetCellValue(MarketSeries.Open.Last(1));
r.CreateCell(3).SetCellValue(MarketSeries.High.Last(1));
r.CreateCell(4).SetCellValue(MarketSeries.Low.Last(1));
r.CreateCell(5).SetCellValue(MarketSeries.Close.Last(1));
r.CreateCell(6).SetCellValue(ihk.TenkanSen[index]);
r.CreateCell(7).SetCellValue(ihk.KijunSen[index]);

// Read this cTDN support thread
// /forum/cbot-support/3093

r.CreateCell(8).SetCellValue(ihk.SenkouSpanA[index]);
r.CreateCell(9).SetCellValue(ihk.SenkouSpanB[index]);

// Invalid
r.CreateCell(10).SetCellValue(ihk.ChikouSpan[index]);

r.CreateCell(11).SetCellValue(MarketSeries.TickVolume.Last(1));

Paul Hayes
Sales & Marketing
Email: contact@clickalgo.com
Phone: (44) 203 289 6573
Website: https://clickalgo.com

@ClickAlgo

Replies

PanagiotisCharalampous
09 Oct 2017, 10:41

Ηι Paul,

What made you conclude that the ChikouSpan value is wrong? Do you have any expected vs real values? Could we have a fully working example of the export to check that? This information would make it easier for us to assist you.

Best Regards,

Panagiotis

@PanagiotisCharalampous

ClickAlgo
09 Oct 2017, 10:47 ( Updated at: 21 Dec 2023, 09:20 )

Good point, I should have added this information, the value coming out is undefined (NaN)

@ClickAlgo

ClickAlgo
09 Oct 2017, 11:00

Hi, Panagiotis,

I will create a simple cBot example that prints to the log file before you guys investigate any further.

@ClickAlgo

ClickAlgo
09 Oct 2017, 11:16 ( Updated at: 21 Dec 2023, 09:20 )

here is the simple code example

using System;
using System.Linq;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;

namespace cAlgo
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class IchimokuKinkoHyoTest : Robot
    {
        IchimokuKinkoHyo ihk;

        protected override void OnStart()
        {
            ihk = Indicators.IchimokuKinkoHyo(9, 26, 32);
        }

        protected override void OnBar()
        {
            var index = MarketSeries.Close.Count - 1;


            Print(ihk.TenkanSen[index]);
            Print(ihk.KijunSen[index]);
            Print(ihk.SenkouSpanA[index]);
            Print(ihk.SenkouSpanB[index]);

            // Invalid
            Print(ihk.ChikouSpan[index]);
        }

        protected override void OnStop()
        {
            // Put your deinitialization logic here
        }
    }
}

here is the output to the log display

@ClickAlgo

PanagiotisCharalampous
09 Oct 2017, 14:21 ( Updated at: 21 Dec 2023, 09:20 )

Hi Paul,

The behavior is correct. ChikouSpan is a line that plots recent prices n periods ago. On current bar it's value is NaN. See below

In order to get the last ChikuSpan value, you need to use the following code.

using System;
using System.Linq;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;

namespace cAlgo
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class IchimokuKinkoHyoTest : Robot
    {
        IchimokuKinkoHyo ihk;

        protected override void OnStart()
        {
            ihk = Indicators.IchimokuKinkoHyo(9, 26, 32);
        }

        protected override void OnBar()
        {
            var index = MarketSeries.Close.Count - 1;
            Print(ihk.TenkanSen[index]);
            Print(ihk.KijunSen[index]);
            Print(ihk.SenkouSpanA[index]);
            Print(ihk.SenkouSpanB[index]);          
            Print(ihk.ChikouSpan[index - 26]);
        }

        protected override void OnStop()
        {
            // Put your deinitialization logic here
        }
    }
}

Hope this helps.

Best Regards,

Panagiotis

@PanagiotisCharalampous

ClickAlgo
09 Oct 2017, 14:24

Hi, Panagiotis,

That is fantastic, thank you very much for a prompt response.

Paul.

@ClickAlgo

Copyright © 2024 Spotware Systems Ltd. All rights reserved.
The services provided by Spotware Systems Ltd. are not available to citizens or residents of the USA. Neither is the information on our websites directed toward soliciting citizens or residents of the USA.