newbie looking for function help

newbie looking for function help

John Faig
2012-01-17 21:14:38

I am trying to recreate an indicator I used in a different trading platform. It takes three moving averages and creates an indicator of the strength of an uptrend (U1, U2, or U3) or a downtrend (D3, D2, D1). The function has lots of errors. I will eventually figure it out, but would appreciate some hlep to move up the learning curve faster.

var score : int;
var sma20_one_day : double;
var sma65_one_day : double;
var sma130_one_day : double;
//VectorD pj = cFunctions.CreateNumericVector();

VectorD sma20 = cFunctions.CompileFormula("a = SMA(20);").GetVectorDouble("a")
VectorD sma65 = cFunctions.CompileFormula("b = SMA(65);").GetVectorDouble("b")
VectorD sma130 = cFunctions.CompileFormula("c = SMA(130);").GetVectorDouble("c")

VectorD close = cFunctions.Close;
for(int i = 130;i<close.Length;i++)
{
sma20_one_day = sma20.GetValue(i);
sma65_one_day = sma65.GetValue(i);
sma130_one_day = sma130.GetValue(i);

//assume D3
score = 3;
//U1
if (sma130_one_day > sma20_one_day) and (sma20_one_day > sma65_one_day) then score = 1;
//U2
if (sma20_one_day > sma130_one_day) and (sma130_one_day > sma65_one_day) then score = 2;
//U3
if (sma20_one_day > sma65_one_day) and (sma65_one_day > sma130_one_day) then score = 3;
//D1
if (sma65_one_day > sma20_one_day) and (sma20_one_day > sma130_one_day) then score = 1;
// D2
if (sma65_one_day > sma130_one_day) and (sma130_one_day > sma20_one_day) then score = 2;

//pj[i] = score;
result.SetValue(i, score);

}

QuantShare
2012-01-18 06:25:30

Best Answer

Hi John,

- The first problem is that you are combining CSharp and JScript codes.

To initialize a variable in JScript:
var score : int;

In CSharp:
int score = 0;

- Some semi-colons are missing (After "CompileFormula")

- Some errors when using the if condition

"and" should be replaced by "&&"
"then" should be removed

If there is only one line of code after "if" then you can use:

if(a == 5) b = 10;

Otherwise you have to use parentheses:

if(a==5)
{
b = 10;
c = 20;
}

- Some other minor errors

Here is the correct code:

int score;
double sma20_one_day;
double sma65_one_day;
double sma130_one_day;

VectorD sma20 = cFunctions.CompileFormula("a = SMA(20);").GetVectorDouble("a");
VectorD sma65 = cFunctions.CompileFormula("b = SMA(65);").GetVectorDouble("b");
VectorD sma130 = cFunctions.CompileFormula("c = SMA(130);").GetVectorDouble("c");

VectorD close = cFunctions.Close;
for(int i = 130;i < close.Length;i++)
{
sma20_one_day = sma20.GetValue(i);
sma65_one_day = sma65.GetValue(i);
sma130_one_day = sma130.GetValue(i);

//assume D3
score = 3;
//U1
if (sma130_one_day > sma20_one_day && sma20_one_day > sma65_one_day) score = 1;
//U2
if (sma20_one_day > sma130_one_day && sma130_one_day > sma65_one_day) score = 2;
//U3
if (sma20_one_day > sma65_one_day && sma65_one_day > sma130_one_day) score = 3;
//D1
if (sma65_one_day > sma20_one_day && sma20_one_day > sma130_one_day) score = 1;
// D2
if (sma65_one_day > sma130_one_day && sma130_one_day > sma20_one_day) score = 2;

//pj[i] = score;
result.SetValue(i, score);

}

John Faig
2012-01-18 23:21:32

Thanks for the feedback. It looks like there may be something wrong with the VECTORD commands. The sma20 function looks OK because the keywords have different colors. Everything from the sma65 statement and below is colored red.
Any further suggestions are welcomed :-)

QuantShare
2012-01-19 05:24:14

No problems here.

Please double check the code and send a screenshot to support@quantshare.com.

Get more messages

No more messages

Back


Trading Items High to low stock pattern for the close price Advanced Quotes and Custom Databases Function Random Value for Each Trading Bar Average Stock Performance for each U.S Exchange Time-series Sum for the first Minutes/Hours of a Trading Day	How-to Lessons How to download earnings calendar data for various stocks How to screen for stocks having a high correlation with the Dow J... How to get fundamental data for U.S. Stocks How to download EOD quotes for active and valid stocks only How to get stocks for a particular index using the global script
Related Forum Threads Optimization and fitness function for robustness vs for performan... Looking for a programmer for hire TimeframeApply function Custom Multi-Dimensional Fitness Formula (CMDFF) for Optimizer Comp Function in Trading System Rules	Blog Posts Looking for trading ideas Put-Call Ratio for Individual Stocks Create custom metrics for the statistical data analysis tool How to Select the Best Market Indicator for your Trading System How to get buy and sell orders for a portfolio based on a trading...