different time

Spotware
03 Oct 2014, 17:35

When you create an indicator you can pass DataSeries or MarketSeries object:

        protected override void OnStart()
        {
            var m1_series = MarketData.GetSeries(TimeFrame.Minute);
            var sma_m1 = Indicators.SimpleMovingAverage(m1_series.Close, 14);

            var m5_series = MarketData.GetSeries(TimeFrame.Minute5);
            var aroon_m5 = Indicators.Aroon(m5_series, 21);
        }

tradermatrix
04 Oct 2014, 13:05

RE:

Spotware said:

When you create an indicator you can pass DataSeries or MarketSeries object:

        protected override void OnStart()
        {
            var m1_series = MarketData.GetSeries(TimeFrame.Minute);
            var sma_m1 = Indicators.SimpleMovingAverage(m1_series.Close, 14);

            var m5_series = MarketData.GetSeries(TimeFrame.Minute5);
            var aroon_m5 = Indicators.Aroon(m5_series, 21);
        }

 

hello
I Experienced the method on simple robots.
I always found the same error
example;

sample RSI cBot

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 SampleRSIcBot : Robot
    {
        [Parameter("Source")]
        public DataSeries Source { get; set; }

        [Parameter("Periods", DefaultValue = 14)]
        public int Periods { get; set; }

        [Parameter("Stop Loss (pips)", DefaultValue = 10, MinValue = 1)]
        public int StopLoss { get; set; }

        [Parameter("Volume", DefaultValue = 10000, MinValue = 1000)]
        public int Volume { get; set; }

        private RelativeStrengthIndex rsi;

        protected override void OnStart()
        {
            rsi = Indicators.RelativeStrengthIndex(Source, Periods);
        }

        protected override void OnTick()
        {
            if (rsi.Result.LastValue < 30)
            {
                Close(TradeType.Sell);
                Open(TradeType.Buy);
            }
            else if (rsi.Result.LastValue > 70)
            {
                Close(TradeType.Buy);
                Open(TradeType.Sell);
            }
        }

        private void Close(TradeType tradeType)
        {
            foreach (var position in Positions.FindAll("SampleRSI", Symbol, tradeType))
                ClosePosition(position);
        }

        private void Open(TradeType tradeType)
        {
            var position = Positions.Find("SampleRSI", Symbol, tradeType);

            if (position == null)
                ExecuteMarketOrder(tradeType, Symbol, Volume, "SampleRSI");
        }
    }
}

corrected robot;

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 SampleRSIcBot : Robot
    {
        [Parameter("Source")]
        public DataSeries Source { get; set; }

        [Parameter("Periods", DefaultValue = 14)]
        public int Periods { get; set; }

        [Parameter("Stop Loss (pips)", DefaultValue = 10, MinValue = 1)]
        public int StopLoss { get; set; }

        [Parameter("Volume", DefaultValue = 10000, MinValue = 1000)]
        public int Volume { get; set; }

        private RelativeStrengthIndex rsi;   //message d erreur : Error CS0649: Field 'cAlgo.SampleRSIcBot.rsi' is never assigned to, and will always have its default value null.
//04/09/2014 03:01:00.000 | Crashed in OnTick with NullReferenceException: La référence d'objet n'est pas définie à une instance d'un objet.
        protected override void OnStart()
        {
            var m5_series = MarketData.GetSeries(TimeFrame.Minute5);
            var rsi_m5 = Indicators.RelativeStrengthIndex(m5_series.Close, 14);



        }

        protected override void OnTick()
        {
            if (rsi.Result.LastValue < 30)
            {
                Close(TradeType.Sell);
                Open(TradeType.Buy);
            }
            else if (rsi.Result.LastValue > 70)
            {
                Close(TradeType.Buy);
                Open(TradeType.Sell);
            }
        }

        private void Close(TradeType tradeType)
        {
            foreach (var position in Positions.FindAll("SampleRSI", Symbol, tradeType))
                ClosePosition(position);
        }

        private void Open(TradeType tradeType)
        {
            var position = Positions.Find("SampleRSI", Symbol, tradeType);

            if (position == null)
                ExecuteMarketOrder(tradeType, Symbol, Volume, "SampleRSI");
        }
    }
}

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can you help me to correct the error.
in order to  set various indicators (in the same robot) with different time.
cordially

Pannekoek
04 Oct 2014, 15:18

In your OnStart method, you create a new variable  (rsi_m5) and assign the RSI indicator to it. Instead you should have used the "rsi" variable.

tradermatrix
04 Oct 2014, 16:03

RE:

Pannekoek said:

In your OnStart method, you create a new variable  (rsi_m5) and assign the RSI indicator to it. Instead you should have used the "rsi" variable.

yes, thank you
the solution;

   protected override void OnStart()
        {
            var _m5_series = MarketData.GetSeries(TimeFrame.Minute5);
            rsi = Indicators.RelativeStrengthIndex(_m5_series.Close, 14);

}

:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::

several indicators;

   protected override void OnStart()
{

var _m5_series = MarketData.GetSeries(TimeFrame.Minute5);

rsi = Indicators.RelativeStrengthIndex(_m5_series.Close, 14);

var m3_series = MarketData.GetSeries(TimeFrame.Minute3);

var sma_m3 = Indicators.SimpleMovingAverage(m3_series.Close, 54);

var m30_series = MarketData.GetSeries(TimeFrame.Minute30);

var aroon_m30 = Indicators.Aroon(m30_series, 21);

}

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very advantageous method (with optimization)
++ Can choose a different period for the chart

cordialement