Add 2 values and create a Moving Average from the result in a cBot

ctid233655
29 Jun 2016, 13:16

This is the IndicatorDataSeries platform example:

//  The following example is the calculation of the simple moving average
//  of the median price

[Output("Result")]
public IndicatorDataSeries Result { get; set; }
private IndicatorDataSeries _dataSeries;
private SimpleMovingAverage _simpleMovingAverage;

protected override void Initialize()
{
    _dataSeries = CreateDataSeries();
    _simpleMovingAverage = Indicators.SimpleMovingAverage(_dataSeries, 14);
}
public override void Calculate(int index)
{
    _dataSeries[index] = (MarketSeries.High[index] + MarketSeries.Low[index])/2;
    Result[index] = _simpleMovingAverage.Result[index];
}
 

This works well in an indicator but it doesn't seem to work in a cBot.

ctid233655
30 Jun 2016, 03:28

Problem solved.

The previous code works on a cbot as well.

The problem is that you need to initialize the previous values in the _dataSeries up to the number of periods in the Moving average. Otherwise you'll have to wait until the number of periods have gone by which in higher timeframe charts might be a very long time.