Subtracting the value of a series to another one

triccomane
09 Jan 2022, 13:19

RE:

I made some progress. I succeeded in getting the two symbols on two different arrays, but I still cannot find a way to subtract each element of the first array to the second one

            for (int i = 0; i < Periods; i++)
            {
                double close_nasdaq = (MarketData.GetSeries(MarketData.GetSymbol("US TECH 100"), TimeFrame.Daily).Close.Last(i));
                Print("nasdaq close price: ", i, " ", close_nasdaq);
                double close_dowjones = (MarketData.GetSeries(MarketData.GetSymbol("US 30"), TimeFrame.Daily).Close.Last(i));
                Print("dowjones close price: ", i, " ", close_dowjones);

                double downas;
                downas[i] = close_dowjones[i] - close_nasdaq[i]; //I get an erorr on this line 

firemyst
09 Jan 2022, 15:38

RE: RE:

triccomane said:

I made some progress. I succeeded in getting the two symbols on two different arrays, but I still cannot find a way to subtract each element of the first array to the second one

            for (int i = 0; i < Periods; i++)
            {
                double close_nasdaq = (MarketData.GetSeries(MarketData.GetSymbol("US TECH 100"), TimeFrame.Daily).Close.Last(i));
                Print("nasdaq close price: ", i, " ", close_nasdaq);
                double close_dowjones = (MarketData.GetSeries(MarketData.GetSymbol("US 30"), TimeFrame.Daily).Close.Last(i));
                Print("dowjones close price: ", i, " ", close_dowjones);

                double downas;
                downas[i] = close_dowjones[i] - close_nasdaq[i]; //I get an erorr on this line 

 

You're receiving an error on that line because you're treating a variable declared as a "double" as an array.

This is what you need to change that line to:

downas = close_dowjones - close_nasdaq;

which will save the single value.

If you want to keep an array of all the values, then your code needs some work. Here's a rough draft as I'm not in front of an editor:

double[] close_nasdaq = new double[Periods];
double[] close_dowjones = new double[Periods];
double[] downas = new double[Periods];

 for (int i = 0; i < Periods; i++)
            {
close_nasdaq[i] = (MarketData.GetSeries(MarketData.GetSymbol("US TECH 100"), TimeFrame.Daily).Close.Last(i));
                Print("nasdaq close price: ", i, " ", close_nasdaq[i]);
                close_dowjones[i] = (MarketData.GetSeries(MarketData.GetSymbol("US 30"), TimeFrame.Daily).Close.Last(i));
                Print("dowjones close price: ", i, " ", close_dowjones[i]);

                downas[i] = close_dowjones[i] - close_nasdaq[i];

amusleh
10 Jan 2022, 08:35

Hi,

Try this:

using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class NewcBot : Robot
    {
        [Parameter(DefaultValue = 0.0)]
        public double Parameter { get; set; }

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

        private RelativeStrengthIndex diffRSI;

        private IndicatorDataSeries nasdow;

        private Bars _nasdaqSeries, _dowjonesSeries;

        protected override void OnStart()
        {
            _nasdaqSeries = MarketData.GetBars(TimeFrame, "US TECH 100");
            _dowjonesSeries = MarketData.GetBars(TimeFrame, "US 30");

            nasdow = CreateDataSeries();

            diffRSI = Indicators.RelativeStrengthIndex(nasdow, Periods);
        }

        protected override void OnTick()
        {
            var index = Bars.Count - 1;

            var dowjonesSeriesIndex = _dowjonesSeries.OpenTimes.GetIndexByTime(Bars.OpenTimes[index]);
            var nasdaqSeriesIndex = _nasdaqSeries.OpenTimes.GetIndexByTime(Bars.OpenTimes[index]);

            nasdow[index] = _dowjonesSeries.ClosePrices[dowjonesSeriesIndex] - _nasdaqSeries.ClosePrices[nasdaqSeriesIndex];
        }
    }
}

The "nasdow" series contains the subtraction result of two other series, and you can use it on any indicators.

triccomane
11 Jan 2022, 11:35

RE:

amusleh said:

Hi,

Try this:

using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class NewcBot : Robot
    {
        [Parameter(DefaultValue = 0.0)]
        public double Parameter { get; set; }

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

        private RelativeStrengthIndex diffRSI;

        private IndicatorDataSeries nasdow;

        private Bars _nasdaqSeries, _dowjonesSeries;

        protected override void OnStart()
        {
            _nasdaqSeries = MarketData.GetBars(TimeFrame, "US TECH 100");
            _dowjonesSeries = MarketData.GetBars(TimeFrame, "US 30");

            nasdow = CreateDataSeries();

            diffRSI = Indicators.RelativeStrengthIndex(nasdow, Periods);
        }

        protected override void OnTick()
        {
            var index = Bars.Count - 1;

            var dowjonesSeriesIndex = _dowjonesSeries.OpenTimes.GetIndexByTime(Bars.OpenTimes[index]);
            var nasdaqSeriesIndex = _nasdaqSeries.OpenTimes.GetIndexByTime(Bars.OpenTimes[index]);

            nasdow[index] = _dowjonesSeries.ClosePrices[dowjonesSeriesIndex] - _nasdaqSeries.ClosePrices[nasdaqSeriesIndex];
        }
    }
}

The "nasdow" series contains the subtraction result of two other series, and you can use it on any indicators.

Thanks a lot to the both of you. You were very helpful.