Multi-currency indicator bug. No data in last few bars.

jeex
17 Dec 2013, 20:38

Index is not similar

I ran into the same mistake. Problem is that you have to make a different index for each series:
Here you'll find what you need: /forum/calgo-support/2105?page=1#4 and there are more threads about this. Look for multi timeframe and multi symbol.

amiscell
18 Dec 2013, 03:01

Solved!

Thanks, Jeex! This is fabulous, problem solved!

I am posting the working code for the sample for others to see. Needless to say, the sample doesn't make sense as it's adding up currency, it's just meant to show how to make this work :)

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

namespace cAlgo.Indicators
{
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC)]
    public class Test : Indicator
    {
        [Parameter(DefaultValue = 0.0)]
        public double Parameter { get; set; }

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

        MarketSeries series1;
        MarketSeries series2;
        MarketSeries series3;

        protected override void Initialize()
        {
            series1 = MarketData.GetSeries("USDJPY", this.TimeFrame);
            series2 = MarketData.GetSeries("AUDUSD", this.TimeFrame);
            series3 = MarketData.GetSeries("USDCAD", this.TimeFrame);
        }

        public override void Calculate(int index)
        {
            int index1 = series1.OpenTime.GetIndexByExactTime(MarketSeries.OpenTime[index]);
            int index2 = series2.OpenTime.GetIndexByExactTime(MarketSeries.OpenTime[index]);
            int index3 = series3.OpenTime.GetIndexByExactTime(MarketSeries.OpenTime[index]);

            Result[index] = series1.Close[index1] + series2.Close[index2] + series3.Close[index3];

            if (double.IsNaN(series1.Close[index1]))
                Print("Nan: Series 1");

            if (double.IsNaN(series2.Close[index2]))
                Print("Nan: Series 2");

            if (double.IsNaN(series3.Close[index3]))
                Print("Nan: Series 3");
        }
    }
}

crank
27 Dec 2014, 16:29

RE: Solved!

How would I use the Stochastic Oscillator %K for two different symbols in indicators or robots?

Thanks, Jeex! This is fabulous, problem solved!

I am posting the working code for the sample for others to see. Needless to say, the sample doesn't make sense as it's adding up currency, it's just meant to show how to make this work :)

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

namespace cAlgo.Indicators
{
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC)]
    public class Test : Indicator
    {
        [Parameter(DefaultValue = 0.0)]
        public double Parameter { get; set; }

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

        MarketSeries series1;
        MarketSeries series2;
        MarketSeries series3;

        protected override void Initialize()
        {
            series1 = MarketData.GetSeries("USDJPY", this.TimeFrame);
            series2 = MarketData.GetSeries("AUDUSD", this.TimeFrame);
            series3 = MarketData.GetSeries("USDCAD", this.TimeFrame);
        }

        public override void Calculate(int index)
        {
            int index1 = series1.OpenTime.GetIndexByExactTime(MarketSeries.OpenTime[index]);
            int index2 = series2.OpenTime.GetIndexByExactTime(MarketSeries.OpenTime[index]);
            int index3 = series3.OpenTime.GetIndexByExactTime(MarketSeries.OpenTime[index]);

            Result[index] = series1.Close[index1] + series2.Close[index2] + series3.Close[index3];

            if (double.IsNaN(series1.Close[index1]))
                Print("Nan: Series 1");

            if (double.IsNaN(series2.Close[index2]))
                Print("Nan: Series 2");

            if (double.IsNaN(series3.Close[index3]))
                Print("Nan: Series 3");
        }
    }
}