Cumulative Index

January 24th, 2010, 03:27 AM

Hi, I have this ratio ((Close[0]-Open[0])/(High[0]-Low[0])) and would like to create a cumulative index for it. could anyone please help?

January 24th, 2010, 03:36 AM

kaywai

Hi, I have this ratio ((Close[0]-Open[0])/(High[0]-Low[0])) and would like to create a cumulative index for it. could anyone please help?

If you mean you want to be able to reference the values in an indexed fashion bar, by bar, then you need a DataSeries.

Code

                            
//in #variables
private DataSeries myVal;

//in #init
myVal = new DataSeries(this);

//in #onbarupdate
myVal.Set((Close[0]-Open[0])/(High[0]-Low[0]));

Then you can reference it, ie:

Code

                            
//The EMA 20 of myVal is:
double _ema20 = EMA(myVal, 20)[0];

Mike

January 24th, 2010, 04:38 AM

BigMike, I'm just trying to create a Line Chart. I plugged your code in and added in the initialize() section:

Add(new Plot(Color.FromKnownColor(KnownColor.Green), PlotStyle.Line, "PCum"));
Plots[0].Pen.Width = 2;

No chart.

January 24th, 2010, 04:45 AM

kaywai

BigMike, I'm just trying to create a Line Chart. I plugged your code in and added in the initialize() section:

Add(new Plot(Color.FromKnownColor(KnownColor.Green), PlotStyle.Line, "PCum"));
Plots[0].Pen.Width = 2;

No chart.

It's because you never defined a value for your plot DataSeries (PCum).

PCum.Set(value), same as the above example. Except for Plot's, you don't need to do the #variables and #init stuff, because the DataSeries is handled internally. You just need to .Set it.

If it is still unclear, post the entire indicator.

Mike

January 24th, 2010, 05:00 AM

This is what I understood from what you wrote above. Got an error this time. so can't export.
#Variables = Blank
#Init = Added the 2 lines i mentioned above
#onbarupdate
PCum.Set((Close[0]-Open[0])/(High[0]-Low[0]));

Error message: PCum does not exist in the current context. CS0103

January 24th, 2010, 05:05 AM

I'm on my notebook, no NT here or I could just do this for you in 30 seconds and post it

. You can still attach the .cs file so I (or others) can look at it, or if still unanswered tomorrow I will try to remember to come back to the thread.

It's really quite simple. You've probably removed something you shouldn't have, have a type-o, or have manually changed the Plot name without updating the public DataSeries in the #params section.

Mike

January 24th, 2010, 05:11 AM

Sorry dude, wasn't aware i could do that. Here it is.

January 24th, 2010, 07:06 AM

BigMike, I think one of the issues could be when the denominator (i.e High[0]-Low[0] =0). In such a situation, how would I resolve this issue as per your code?

January 24th, 2010, 07:48 AM

nice idea !
what is more interesting is that
if to plot 1 period MFI (money flow index) and Kaywai index together they looks quite similar.
But if to plot
OBV (on balance volume)
MFI in 3 period
and Kayawai index, "picture" becomes even more interesting

however, "as usual" it's "not working" on treasures

P.s. just don't know if that indicator already "completely created"

Krgds,
Andrew

January 24th, 2010, 08:24 AM

Andrew,

My chart doesn't plot at the moment. Can I assume you've got a workaround? If you could, could you please assist?

Cumulative Index

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Cumulative Index