Fibonacci Bands indicator not building.

admin
28 Jan 2013, 11:11 ( Updated at: 21 Dec 2023, 09:20 )

Regarding the error you are receiving you need to add a reference of the Average true range algo file. You can do this by clicking the button next to the build button on the top of the text editor.

Scott
15 Feb 2013, 23:51 ( Updated at: 21 Dec 2023, 09:20 )

RE:

I still can not get this to work

Build failed Errors: 1  Error: 'cAlgo.Indicators.averageTrueRange' does not contain a definition for 'Results' and no extension method 'Result' accepting a first argument of type 'cAlgo.Indicators.averageTrueRange' could be found (are you missing a using directive or an assembly reference?)

//#reference: C:\Users\scott\Documents\cAlgo\Sources\Indicators\averageTrueRange.algo
using cAlgo.API;
using cAlgo.API.Indicators;

namespace cAlgo.Indicators
{
    [Indicator(IsOverlay = true)]
    public class FibonacciBands : Indicator
    {
        private averageTrueRange _averageTrueRange;
        private ExponentialMovingAverage _exponentialMovingAverage;

        [Parameter(DefaultValue = 55)]
        public int PeriodEma { get; set; }

        [Parameter(DefaultValue = 21)]
        public int PeriodAtr { get; set; }

        [Output("Upper Band 1", Color = Colors.DarkCyan)]
        public IndicatorDataSeries UpperBand1 { get; set; }

        [Output("Upper Band 2", Color = Colors.DarkCyan)]
        public IndicatorDataSeries UpperBand2 { get; set; }

        [Output("Upper Band 3", Color = Colors.DarkCyan)]
        public IndicatorDataSeries UpperBand3 { get; set; }

        [Output("Upper Band 4", Color = Colors.DarkCyan)]
        public IndicatorDataSeries UpperBand4 { get; set; }

        [Output("Lower Band 1", Color = Colors.DarkGreen)]
        public IndicatorDataSeries LowerBand1 { get; set; }

        [Output("Lower Band 2", Color = Colors.DarkGreen)]
        public IndicatorDataSeries LowerBand2 { get; set; }

        [Output("Lower Band 3", Color = Colors.DarkGreen)]
        public IndicatorDataSeries LowerBand3 { get; set; }

        [Output("Lower Band 4", Color = Colors.DarkGreen)]
        public IndicatorDataSeries LowerBand4 { get; set; }

        [Output("EMA", Color = Colors.Blue)]
        public IndicatorDataSeries Ema { get; set; }

        protected override void Initialize()
        {
            _averageTrueRange = Indicators.GetIndicator<averageTrueRange>(PeriodAtr);
            _exponentialMovingAverage = Indicators.ExponentialMovingAverage(MarketSeries.Close, PeriodEma);
        }

        public override void Calculate(int index)
        {
            double ema = _exponentialMovingAverage.Result[index];
            double atr = _averageTrueRange.Result[index];

            UpperBand1[index] = ema + 1.62*atr;
            UpperBand2[index] = ema + 2.62*atr;
            UpperBand3[index] = ema + 4.23*atr;
            UpperBand4[index] = ema + 1*atr;
            LowerBand1[index] = ema - 1.62*atr;
            LowerBand2[index] = ema - 2.62*atr;
            LowerBand3[index] = ema - 4.23*atr;
            LowerBand4[index] = ema - 1*atr;

            Ema[index] = ema;
        }
    }
}

The code for the averageTrueRange that I'm using that builds

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

namespace cAlgo.Indicators
{
    [Indicator(IsOverlay = false,ScalePrecision = 5)]
    public class averageTrueRange : Indicator
    {   
        [Parameter(DefaultValue = 14, MinValue = 2)]
        public int Period { get; set; }
        
          [Output("AverageTrueRange", Color = Colors.Orange)]
        public IndicatorDataSeries atr { get; set; }
        
        private ExponentialMovingAverage ema;
           public IndicatorDataSeries tr;
           private TrueRange tri;
        protected override void Initialize()
        {
            tr =  CreateDataSeries();
            tri = Indicators.TrueRange();
            ema = Indicators.ExponentialMovingAverage(tr,Period);
        }
        
        public override void Calculate(int index)
        {
            if(index<Period+1)
            {atr[index] = tri.Result[index];}
            if(index>=Period){
            atr[index] = (atr[index-1]*(Period-1)+tri.Result[index]) / Period;}
        }
    }
}

Thanks

admin
18 Feb 2013, 09:54

You need to replace Result with atr in the FibonacciBands  indicator or replace atr with Result in the averageTrueRange indicator (this requires a build of the averageTrueRange indicator as well)

First option(FibonacciBands):

 public override void Calculate(int index)
        {
            double ema = _exponentialMovingAverage.Result[index];
            double atr = _averageTrueRange.atr[index];

Second option (averageTrueRange ):

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

Scott
20 Feb 2013, 00:11

RE:

Thank you, it now builds I went with the first solution.  Is there a way to shade in the space between lines, it would make it a lot easyer to see at a glance than looking for the lines?