Two dimensional array in EasyLanguage

May 5th, 2010, 12:00 PM

I'm having a bit of difficulty getting a two dimensional array to work in EasyLanguage.

Let's say that I want to store the volume at each tick(price) in an array. It seemed logical to me this should be a two dimensional array, one for price, one for the volume count.

8:00:01 AM Price = 84.00, Volume = 12
8:00:02 AM Price = 84.01, Volume = 3
8:00:03 AM Price = 84.00, Volume = 5

I want to be able to have an array with two rows -- 84.00 and 84.01 -- the the column of row 0 would show a total volume of 17 (84.00 12+5) and row 1 would show 3 (84.01 3).

Code

                            
Array:IntraBarPersist VolAtPrice[1000,1000](0);

First note to self -- no way to have a dynamic [] two dimensional array? I guess we'll have to assume 1000 tick increments between High and Low of day are sufficient.

Ok, so now I am thinking about how to insert a value into the two dimensional array, but how am I to track which array index holds the price (Close) I want to insert the volume for?

Some help?

Thx,
Mike

May 5th, 2010, 12:37 PM

You might want to look into ELCollections. It is the base of the ADE package for TS. It provides powerful collections that are implemented in C+ DLL, via EL routines. I have used ADE in MC, so the ELC should work fine.

Attached is the latest setup file from the TS wiki and the pdf.

The setup performs the following steps:
1. Places ELCollections.dll in the windows system directory
2. Places the ELCollections ELD files and documentation in a subdirectory of your program files directory
3. Creates program group TradeStation Forum/ELCollections and places shortcuts to the ELD and documentation
4. Automatically launches the TS import wizard for the ELD file

That last one does not make sense for MC.

I am sure there is some info on the MC forums as well.

May 5th, 2010, 01:02 PM

Maybe this link will help you

https://www.tradestation.com:443/wiki/display/EasyLanguage/Understanding+Arrays

phil

May 5th, 2010, 01:03 PM

philloo

Maybe this link will help you

https://www.tradestation.com:443/wiki/display/EasyLanguage/Understanding+Arrays

phil

Can you cut/paste, I don't have a tradestation account.

Mike

May 5th, 2010, 01:19 PM

If you need related article to that one, just let me know.

phil

August 17th, 2010, 06:23 PM

I realize this thread is a bit dated, but figured I'd throw in my $.02 for what it's worth.

It would be logical to store the information in a two-dimensional array, however in your code you are using the wrong dimensions (1000 X 1000). Since you are only storing price and volume, the dimensions should be (1000 X 2). Therefore you could easily accomplish the same thing with 2 identical single-dimensional arrays (Price[1000] and Volume[1000]).

Single-dimensional arrays can be dynamic. See the reserve word "array_setmaxindex".

To store the values, you could try something similar to the following...

Code

                            
Vars:
tick(minmove/pricescale);

Array:
IntraBarPersist VolAtPrice[1000,2](0);

// calculate number of ticks above below prior day close, which is center point (500 element) in array. 
value1=(Close-CloseD(1))/tick;

// store price
VolAtPrice[500+value1, 1]=Close;

// increment volume
VolAtPrice[500+value1, 2]=VolAtPrice[500+value1, 2]+Volume;

You will have to add in some code that eventually resets VolAtPrice[x,2] back to 0. I'm guessing you would do this on a new date.

Two dimensional array in EasyLanguage

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Two dimensional array in EasyLanguage