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Cumulative Index


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Cumulative Index

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  #1 (permalink)
singapore
 
 
Posts: 131 since Nov 2009
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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?

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  #2 (permalink)
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kaywai View Post
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(myVal20)[0]; 
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  #3 (permalink)
singapore
 
 
Posts: 131 since Nov 2009
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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.

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  #4 (permalink)
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kaywai View Post
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.

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  #5 (permalink)
singapore
 
 
Posts: 131 since Nov 2009
Thanks: 11 given, 7 received

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

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  #6 (permalink)
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Posts: 49,765 since Jun 2009
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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.

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  #7 (permalink)
singapore
 
 
Posts: 131 since Nov 2009
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Sorry dude, wasn't aware i could do that. Here it is.

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  #8 (permalink)
singapore
 
 
Posts: 131 since Nov 2009
Thanks: 11 given, 7 received

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?

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  #9 (permalink)
sea side
 
 
Posts: 217 since Dec 2009
Thanks: 86 given, 25 received

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

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  #10 (permalink)
singapore
 
 
Posts: 131 since Nov 2009
Thanks: 11 given, 7 received


Andrew,

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

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  #11 (permalink)
sea side
 
 
Posts: 217 since Dec 2009
Thanks: 86 given, 25 received

tell what kind of help you need, if I can I will obligatory help

Krgds,
Andrew


kaywai View Post
Andrew,

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


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  #12 (permalink)
singapore
 
 
Posts: 131 since Nov 2009
Thanks: 11 given, 7 received

I get an overflow error. I suspect the problem occurs when High[0]-Low[0] = 0. I suppose when High[0]-Low[0]=0, the cumulative index should reflect no change. How do I write that in the NT script?

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  #13 (permalink)
sea side
 
 
Posts: 217 since Dec 2009
Thanks: 86 given, 25 received

Kaywai,
Sorry, I'm not "computer man" such questions better to ask Myke.
However, I didn't had any errors, your indicators works on currency futures as on ES, however on treasures and some commodities its not working yet.
Anyway, such questions better to ask Myke and if he will help with that it would be just great.
Good work !

Krgds,
Andrew


kaywai View Post
I get an overflow error. I suspect the problem occurs when High[0]-Low[0] = 0. I suppose when High[0]-Low[0]=0, the cumulative index should reflect no change. How do I write that in the NT script?


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