MA Histogramm only show for a limited range

PanagiotisCharalampous
30 Aug 2018, 15:52

Hi swingfish,

Here it is

// -------------------------------------------------------------------------------------------------
//
//    This code is a cAlgo API example.
//    
//    All changes to this file will be lost on next application start.
//    If you are going to modify this file please make a copy using the "Duplicate" command.
//
// -------------------------------------------------------------------------------------------------

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

namespace cAlgo
{
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AutoRescale = false, AccessRights = AccessRights.None)]
    public class SampleSMA : Indicator
    {
        [Parameter("Source")]
        public DataSeries Source { get; set; }

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

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

        public override void Calculate(int index)
        {
            double sum = 0.0;

            for (int i = index - Periods + 1; i <= index; i++)
            {
                sum += Source[i];
            }
            Result[index] = sum / Periods;
            Result[index - 10] = double.NaN;
        }
    }
}

Best Regards,

Panagiotis

swingfish
06 Sep 2018, 16:13

thank you very much, this did help a lot .. but for some strange reason the indicator does not delete the rest of the day after the reset.

my special version does "reset" to 0 at the Tokyo opening.. and for some reason the previous 15 dots are note being deleted after 

i can't figure out where the bug is. as you see the code is really simple

the part 

    if (i < index - 15)
    {
     VWAP[i] = double.NaN;
    }

does remove the dots perfectly from the current day, but leaves the last 15 points of the previos day staying .. 

is there a way to get rid of them ? 

here is a screenshoot https://prnt.sc/krb16s

i'm clueless on what i do wrong 

private int start_bar = o;
if (ShowVwap)
{
 int end_bar = index;
 int CurrentDay = MarketSeries.OpenTime[end_bar].DayOfYear;
 double highest = 0;
 double lowest = 999999;
 double close = MarketSeries.Close[index];

 if (CurrentDay == oldCurrentDay)
 {
  double sum = 0.0;
  for (int i = start_bar; i <= end_bar; i++)
  {
   sum += MarketSeries.Close[i];
   VWAP[i] = TotalPV / TotalVolume;
   for (int k = start_bar; k <= i; k++)
   {
    double HLC = (MarketSeries.High[k] + MarketSeries.Low[k] + MarketSeries.Close[k]) / 3;
    double OHLC = (MarketSeries.High[k] + MarketSeries.Low[k] + MarketSeries.Open[k] + MarketSeries.Close[k]) / 4;
    double avg = HLC;
    double diff = avg - VWAP[i];
   }

   // cut vwap short

   if (!ShowHistoricalvWap)
   {
    if (i < index - 15)
    {
     VWAP[i] = double.NaN;
    }

    // this does not work (supposed to delete the old days data
    /*
    if (i > MarketSeries.OpenTime[end_bar].DayOfYear)
    {
     VWAP[i] = double.NaN;
    }
   */
   }
  }
 }
 else
 {
  oldCurrentDay = MarketSeries.OpenTime[end_bar].DayOfYear;
  start_bar = end_bar - TimeOffset;
 }
}

PanagiotisCharalampous
06 Sep 2018, 16:16

Hi swingfish,

It seems that you are running that part only for the last day because of the following statement

 if (CurrentDay == oldCurrentDay)
 {

Best Regards,

Panagiotis

swingfish
06 Sep 2018, 16:28

oh yes, that's right ... so I have to make another loop to do the cleanup I guess

how do I loop through all the history without blowing the memory? to clean it up ? 

swingfish
06 Sep 2018, 16:55

thanks again for pointing that out 

i just added a "manual removal" in the else of if (CurrentDay == oldCurrentDay)

                    if (!ShowHistoricalvWap)
                    {
                        for (int i = index - 16; i <= index; i++)
                        {
                            VWAP[i] = double.NaN;
                        }

not really a "clean" way of doing it but that saves me the loop through all the history .. right? 

PanagiotisCharalampous
06 Sep 2018, 17:02

Hi swingfish,

You dont need to make a loop. just keep the code outside the if-else statement at the botton of the calculate funtion. See below

 if (CurrentDay == oldCurrentDay)
            {
                double sum = 0.0;
                for (int i = start_bar; i <= end_bar; i++)
                {
                    sum += MarketSeries.Close[i];
                    VWAP[i] = TotalPV / TotalVolume;
                    for (int k = start_bar; k <= i; k++)
                    {
                        double HLC = (MarketSeries.High[k] + MarketSeries.Low[k] + MarketSeries.Close[k]) / 3;
                        double OHLC = (MarketSeries.High[k] + MarketSeries.Low[k] + MarketSeries.Open[k] + MarketSeries.Close[k]) / 4;
                        double avg = HLC;
                        double diff = avg - VWAP[i];
                    }

                    // cut vwap short



                }
            }
            else
            {
                oldCurrentDay = MarketSeries.OpenTime[end_bar].DayOfYear;
                start_bar = end_bar - TimeOffset;
            }
            if (!ShowHistoricalvWap)
            {
                if (i < index - 15)
                {
                    VWAP[i] = double.NaN;
                }
                // this does not work (supposed to delete the old days data
            }

Best Regards,

Panagiotis