Strange behaviour in Indicator

jeex
10 Dec 2013, 20:16

Multi Symbol

i forgot to mention: it is an indicator based on more than one symbol.

[Output("Main")]
public IndicatorDataSeries Result { get; set; }

MarketSeries xyz;

protected override void Initialize()
{
        xyz = MarketData.GetSeries("USDJPY", MarketSeries.TimeFrame);
}

public override void Calculate(int index)
{
        Result[index] = xyz.Close[index];
}

Spotware
11 Dec 2013, 09:59

You need to translate the index from one series, the one of the chart, to the another. There is a method GetIndexByExactTime

            var indexXyz = xyz.OpenTime.GetIndexByExactTime(MarketSeries.OpenTime.LastValue);
            Result[index] = xyz.Close[indexXyz];

jeex
11 Dec 2013, 10:16

RE:

Spotware said:

You need to translate the index from one series, the one of the chart, to the another. There is a method GetIndexByExactTime

          var indexXyz = xyz.OpenTime.GetIndexByExactTime(MarketSeries.OpenTime.LastValue);
          Result[index] = xyz.Close[indexXyz];

 

Thanks. I'll give it a try.

jeex
11 Dec 2013, 10:24

RE: No such method

Spotware said:

You need to translate the index from one series, the one of the chart, to the another. There is a method GetIndexByExactTime

            var indexXyz = xyz.OpenTime.GetIndexByExactTime(MarketSeries.OpenTime.LastValue);
            Result[index] = xyz.Close[indexXyz];

 

It sais there is no method by the name of GetIndexByExactTime...

Spotware
11 Dec 2013, 10:53

You can try this on Spotware cAlgo. The method will be available in the next release.

jeex
11 Dec 2013, 11:36

RE:

Spotware said:

You can try this on Spotware cAlgo. The method will be available in the next release.

Fixed it by calculating the index-difference:

_XYZindexShift = MarketSeries.Close.Count - _xyz.Close.Count;

And later on use the same indexShift to get the right index.

Thanks for the tip.

Spotware
11 Dec 2013, 11:44

RE: RE:

jeex said:

Spotware said:

You can try this on Spotware cAlgo. The method will be available in the next release.

Fixed it by calculating the index-difference:

_XYZindexShift = MarketSeries.Close.Count - _xyz.Close.Count;

And later on use the same indexShift to get the right index.

Thanks for the tip.

The series count difference is not correct to index another series.
Note that when you use the method  GetIndexByExactTime you need to check that the returned value is not equal to -1. The method returns -1 if there is no value at the exact time.

jeex
11 Dec 2013, 12:01

patience

In the tests i just ran, results were positive. But that might be a coincedent.

So just sit back and wait for the update that contains GetIndexByExactTime.

jeex
11 Dec 2013, 12:09

Work around

Is there really no other work-around that fixes this, cause now i gotta switch to MT4 to get the robot running and we wouldn't want that. ;-)

Spotware
11 Dec 2013, 14:51

You can use this method for now:

        private int GetIndexByDate(MarketSeries series, DateTime time)
        {
            for (int i = series.Close.Count - 1; i >= 0; i--)
            {
                if (time == series.OpenTime[i])
                    return i;
            }
            return -1;
        }

jeex
11 Dec 2013, 15:43

That works

The test with GetIndexByExactTime gave no result. The workaround works fine. Thanks. That saves me a trip down memory lane, into the dark ages of MT4.