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Seasonality Indicator
Started:April 23rd, 2016 (10:10 AM) by CharlieTrader Views / Replies:134 / 1
Last Reply:April 24th, 2016 (05:08 AM) Attachments:1

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Seasonality Indicator

Old April 23rd, 2016, 10:10 AM   #1 (permalink)
Elite Member
Futures Experience: Advanced
Platform: MultiCharts
Favorite Futures: Global Futures
Posts: 6 since Apr 2016
Thanks: 2 given, 0 received

Seasonality Indicator

Hello guys,

i am struggling to make this seasonality indicator from TradeStation work in MC. The code is a step beyond my average at best coding abilities.

I am getting an error message which is pointing towards the "SData(Null)" in the second line of the code. Any help would be great fully received. The indicator basically looks at the last 5 years of historical data on a weekly basis and plots the expected seasonal trend over the coming weeks and months.

Inputs: YearsToConsider(5);
vars: elsystem.collections.Vector SData(null), int Elements(0), int X(0),
OKToStart(FALSE), int CurYear(0), int CurPeriod(0), int YearCount(0),
double TempVal(0), double TempPerf(0), FirstYear(0), CumPerf(0);

method void AnalysisTechnique_Initialized( elsystem.Object sender, elsystem.InitializedEventArgs args )
SData = New elsystem.collections.Vector ;
If Bartype = 3 then Elements = 52;
If Bartype = 4 then Elements = 12;

For X = 1 to Elements begin
FirstYear = year(currentdate) - (YearsToConsider);

CurYear = year(date);
If CurYear >= FirstYear AND Bartype >= 3 AND LastBarOnChart = FALSE then begin

If CurYear <> CurYear[1] then begin
OKToStart = True;
CurPeriod = 0;
YearCount += 1;
CumPerf = 0;

If OKToStart = True then begin
If Elements = 52 and CurPeriod > 51 then CurPeriod = 51;

TempVal = SData[CurPeriod] astype double;
TempPerf = (Close - Close[1]) / Close[1];
SData[CurPeriod] = TempVal + TempPerf;

If YearCount = YearsToConsider then begin
CumPerf = CumPerf + SData[CurPeriod] astype double / (YearCount - 1);
Plot1[-Elements](CumPerf, "Seasonal");

If Year(Date) <> Year(date[1]) then begin
Value1 = TL_New(Date, time, High, Date, TIme , Low);
TL_setextleft(Value1, TRUE);
TL_setextright(Value1, TRUE);
CurPeriod += 1;

Attached Files
Register to download File Type: eld TSL.SEASONAL STUDIES.ELD (18.7 KB, 2 views)
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Old April 24th, 2016, 05:08 AM   #2 (permalink)
Hamburg Germany
Futures Experience: Advanced
Platform: Multicharts, Tradestation, Multicharts.NET, NinjaTrader, MetaTrader
Broker/Data: DTN IQ
Favorite Futures: ES
Posts: 1,107 since Apr 2013
Thanks: 188 given, 624 received


the code uses OOEL parts that are not available in Multicharts. You'd have to replace the vector with an array (or an Easylanguage Collection list if you prefer) and remove the method. The latter can just be replaced with a "once begin... end;" statement. The code for the vector replacement will depend on your decision to use an array or a list.



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