TMA Slope

Created at 03 Jun 2013, 23:08

Join Discord

DomnikInvest

Joined 18.04.2013

TMA Slope
03 Jun 2013, 23:08

Hi,

can somebody help me to make TMA Slope. This 3 functions is need to calc TMA Slope - from mq4:

//+------------------------------------------------------------------+

//| GetSlope() |

//+------------------------------------------------------------------+

double GetSlope(string symbol, int tf, int shift)

{

double dblTma, dblPrev;

double atr = iATR(symbol, tf, 100, shift + 10) / 10;

double gadblSlope = 0.0;

if ( atr != 0 )

{

dblTma = calcTmaTrue( symbol, tf, shift );

dblPrev = calcPrevTrue( symbol, tf, shift );

gadblSlope = ( dblTma - dblPrev ) / atr;

}

return ( gadblSlope );

}//End double GetSlope(int tf, int shift)

//+------------------------------------------------------------------+

//| calcTmaTrue() |

//+------------------------------------------------------------------+

double calcTmaTrue( string symbol, int tf, int inx )

{

return ( iMA( symbol, tf, 21, 0, MODE_LWMA, PRICE_CLOSE, inx ) );

}

//+------------------------------------------------------------------+

//| calcPrevTrue() |

//+------------------------------------------------------------------+

double calcPrevTrue( string symbol, int tf, int inx )

{

double dblSum = iClose( symbol, tf, inx + 1 ) * 21;

double dblSumw = 21;

int jnx, knx;

dblSum += iClose( symbol, tf, inx ) * 20;

dblSumw += 20;

for ( jnx = 1, knx = 20; jnx <= 20; jnx++, knx-- )

{

dblSum += iClose( symbol, tf, inx + 1 + jnx ) * knx;

dblSumw += knx;

}

return ( dblSum / dblSumw );

}

@DomnikInvest

Replies

DomnikInvest
04 Jun 2013, 16:51

This is my first time diling with C# so be patience...hehe ... pleas help me ... I get error... And I dont know if I am going right way...

// -------------------------------------------------------------------------------
//
//    This is a Template used as a guideline to build your own Robot.
//    Please use the “Feedback” tab to provide us with your suggestions about cAlgo’s API.
//
// -------------------------------------------------------------------------------

using System;
using cAlgo.API;
using cAlgo.API.Indicators;

namespace cAlgo.Indicators
{
    [Indicator(IsOverlay = false)]
    public class TMASlope : Indicator
    {
        private AverageTrueRange _averageTrueRange;
        private TriangularMovingAverage _triangularMovingAverage;

        [Parameter(DefaultValue = 0.0)]
        public double Parameter { get; set; }

        [Output("Main", Color = Colors.Turquoise, PlotType = PlotType.Histogram)]
        public IndicatorDataSeries Result { get; set; }

        protected override void Initialize()
        {
            _triangularMovingAverage = Indicators.TriangularMovingAverage(MarketSeries.Close, 21);
            _averageTrueRange = Indicators.GetIndicator<AverageTrueRange>(100);
        }

        double calcPrevTrue( int index )
        {
            double dblSum  = MarketSeries.Close[ index + 1] * 21;
               double dblSumw = 21;
               int jnx, knx;

               dblSum  += MarketSeries.Close[ index ] * 20;
               dblSumw += 20;

               for ( jnx = 1, knx = 20; jnx <= 20; jnx++, knx-- )
               {
                  dblSum  += MarketSeries.Close[index + 1 + jnx ] * knx;
                  dblSumw += knx;
               }
           return ( dblSum / dblSumw );
        }

        public override void Calculate(int index)
        {
               double dblTma, dblPrev;
               double atr = _averageTrueRange.Result[index + 10] / 10;
               double gadblSlope = 0.0;

               if ( atr != 0 )
               {
                  dblTma = _triangularMovingAverage.Result[index];
                  dblPrev = calcPrevTrue( index );
                  gadblSlope = ( dblTma - dblPrev ) / atr;
               }
               Result[index] = gadblSlope ;
        }
    }
}

@DomnikInvest

DomnikInvest
04 Jun 2013, 17:39

Now I add reference and now is withaut errors but dont work

//#reference: C:\Users\ToTo\Documents\cAlgo\Sources\Indicators\AverageTrueRange.algo
// -------------------------------------------------------------------------------
//
//    This is a Template used as a guideline to build your own Robot. 
//    Please use the “Feedback” tab to provide us with your suggestions about cAlgo’s API.
//
// -------------------------------------------------------------------------------

using System;
using cAlgo.API;
using cAlgo.API.Indicators;

namespace cAlgo.Indicators
{
    [Indicator(IsOverlay = false)]
    public class TMASlope : Indicator
    {
		private AverageTrueRange _averageTrueRange;
		private TriangularMovingAverage _triangularMovingAverage;
		
        [Parameter(DefaultValue = 0.0)]
        public double Parameter { get; set; }

        [Output("Main", Color = Colors.Turquoise, PlotType = PlotType.Histogram)]
        public IndicatorDataSeries Result { get; set; }


        protected override void Initialize()
        {
            _triangularMovingAverage = Indicators.TriangularMovingAverage(MarketSeries.Close, 21);
            _averageTrueRange = Indicators.GetIndicator<AverageTrueRange>(100);
        }
        
		double calcPrevTrue( int index )
		{
			double dblSum  = MarketSeries.Close[ index + 1] * 21;
   			double dblSumw = 21;
   			int jnx, knx;
   
   			dblSum  += MarketSeries.Close[ index ] * 20;
   			dblSumw += 20;

   			for ( jnx = 1, knx = 20; jnx <= 20; jnx++, knx-- )
   			{
      			dblSum  += MarketSeries.Close[index + 1 + jnx ] * knx;
      			dblSumw += knx;
   			}
   		return ( dblSum / dblSumw );
		}


        public override void Calculate(int index)
        {
   			double dblTma, dblPrev;
   			double atr =_averageTrueRange.Result[index + 10] / 10;
   			double gadblSlope = 0.0;

   			if ( atr != 0 )
   			{
      			dblTma = _triangularMovingAverage.Result[index];
      			dblPrev = calcPrevTrue( index );
      			gadblSlope = ( dblTma - dblPrev ) / atr;
   			}
   			Result[index] = gadblSlope ;
        }
    }
}

@DomnikInvest

cAlgo_Fanatic
04 Jun 2013, 18:09

In the Calculate method index is the last index of the series at the moment. Therefore any value such as:

MarketSeries.Close[index + 1 + jnx ]

does not exist yet.

You want to calculate backwards by subtracting from the last index instead of adding.

@cAlgo_Fanatic

DomnikInvest
04 Jun 2013, 18:42

Please can you help me to fix the code its my first time with C# and I am stil confused - If you can show me how to fix I can learn from this for the future....THX

@DomnikInvest

cAlgo_Fanatic
05 Jun 2013, 09:53

Start by changing the lines where you are adding to the index to subtract instead and see if this is the desired outcome of the indicator like so:

double dblSum  = MarketSeries.Close[ index - 1] * 21;
//...
dblSum += MarketSeries.Close[index - 1 - jnx] * knx;
//...
double atr = _averageTrueRange.Result[index - 10] / 10;

@cAlgo_Fanatic

DomnikInvest
05 Jun 2013, 14:17

Thanks I already see where was the problem.... THX anyway

@DomnikInvest

DomnikInvest
05 Jun 2013, 15:38

Add levels

Hi,

how can I add 2 levels 0.5 and -0.5, 0.8 and -0.8 for example?

 //#reference: C:\Users\ToTo\Documents\cAlgo\Sources\Indicators\AverageTrueRange.algo
    // -------------------------------------------------------------------------------
    //
    //    This is a Template used as a guideline to build your own Robot.
    //    Please use the “Feedback” tab to provide us with your suggestions about cAlgo’s API.
    //
    // -------------------------------------------------------------------------------

    using System;
    using cAlgo.API;
    using cAlgo.API.Indicators;

    namespace cAlgo.Indicators
    {
        [Indicator(IsOverlay = false)]
        public class TMASlope : Indicator
        {
          private AverageTrueRange _averageTrueRange;
          private TriangularMovingAverage _triangularMovingAverage;
          
            [Parameter(DefaultValue = 0.0)]
            public double Parameter { get; set; }

            [Output("Main", Color = Colors.Turquoise, PlotType = PlotType.Histogram)]
            public IndicatorDataSeries Result { get; set; }


            protected override void Initialize()
            {
                _triangularMovingAverage = Indicators.TriangularMovingAverage(MarketSeries.Close, 21);
                _averageTrueRange = Indicators.GetIndicator<AverageTrueRange>(100);
            }
           
          double calcPrevTrue( int index )
          {
             double dblSum  = MarketSeries.Close[ index - 1] * 21;
                double dblSumw = 21;
                int jnx, knx;
       
                dblSum  -= MarketSeries.Close[ index ] * 20;
                dblSumw -= 20;

                for ( jnx = 1, knx = 20; jnx <= 20; jnx++, knx-- )
                {
                   dblSum  -= MarketSeries.Close[index - 1 - jnx ] * knx;
                   dblSumw -= knx;
                }
             return ( dblSum / dblSumw );
          }


            public override void Calculate(int index)
            {
                double dblTma, dblPrev;
                double atr =_averageTrueRange.Result[index - 10] / 10;
                double gadblSlope = 0.0;

                if ( atr != 0 )
                {
                   dblTma = _triangularMovingAverage.Result[index];
                   dblPrev = calcPrevTrue( index );
                   gadblSlope = ( dblPrev - dblTma ) / atr;
                }
                Result[index] = gadblSlope ;
            }
        }
    }

@DomnikInvest

DomnikInvest
05 Jun 2013, 15:40

right code!!!

 //#reference: C:\Users\ToTo\Documents\cAlgo\Sources\Indicators\AverageTrueRange.algo
    // -------------------------------------------------------------------------------
    //
    //    This is a Template used as a guideline to build your own Robot.
    //    Please use the “Feedback” tab to provide us with your suggestions about cAlgo’s API.
    //
    // -------------------------------------------------------------------------------

    using System;
    using cAlgo.API;
    using cAlgo.API.Indicators;

    namespace cAlgo.Indicators
    {
        [Indicator(IsOverlay = false)]
        public class TMASlope_11 : Indicator
        {
          private AverageTrueRange _averageTrueRange;
          private WeightedMovingAverage _weightedMovingAverage;
          
            [Parameter(DefaultValue = 0.0)]
            public double Parameter { get; set; }

            [Output("Main", Color = Colors.Turquoise, PlotType = PlotType.Histogram)]
            public IndicatorDataSeries Result { get; set; }


            protected override void Initialize()
            {
                _weightedMovingAverage = Indicators.WeightedMovingAverage(MarketSeries.Close, 21);
                _averageTrueRange = Indicators.GetIndicator<AverageTrueRange>(100);
            }
           
          double calcPrevTrue( int index )
          {
             double dblSum  = MarketSeries.Close[ index - 1] * 21;
                double dblSumw = 21;
                int jnx, knx;
       
                dblSum  += MarketSeries.Close[ index ] * 20;
                dblSumw += 20;

                for ( jnx = 1, knx = 20; jnx <= 20; jnx++, knx-- )
                {
                   dblSum  += MarketSeries.Close[index - 1 - jnx ] * knx;
                   dblSumw += knx;
                }
             return ( dblSum / dblSumw );
          }


            public override void Calculate(int index)
            {
                double dblTma, dblPrev;
                double atr =_averageTrueRange.Result[index - 10] / 10;
                double gadblSlope = 0.0;

                if ( atr != 0 )
                {
                   dblTma =_weightedMovingAverage.Result[index];
                   dblPrev = calcPrevTrue( index );
                   gadblSlope = ( dblTma-dblPrev ) / atr;
                }
                Result[index] = gadblSlope ;
            }
        }
    }

@DomnikInvest

cTrader Ltd offers through its group of companies the cTrader platform. The information on this website is for general informational purposes only and does not constitute financial or investment advice. cTrader does not solicit retail investors. Reliance on this information is at your own risk.