TOS Fold Loop to NT8 For Loop

June 27th, 2022, 10:43 AM

Hello,
I'm trying to make sense of the fold loop in TOS thinkscript and convert to Ninjascript.

Here's a snippet of the TOS code (Mobius' TMO code):

Code

		# TMO ((T)rue (M)omentum (O)scilator)
# Mobius
# V01.05.2018
# hint: TMO calculates momentum using the delta of price. Giving a much better picture of trend, trend reversals and divergence than momentum oscillators using price.

declare Lower;

input length = 14;
input calcLength = 5;
input smoothLength = 3;

def o = open;
def c = close;
def data = fold i = 0 to length
           with s
           do s + (if c > getValue(o, i)
                   then 1
                   else if c < getValue(o, i)
                        then - 1
                        else 0);
def EMA5 = ExpAverage(data, calcLength);
plot Main = ExpAverage(EMA5, smoothLength);
plot Signal = ExpAverage(Main, smoothLength);

Here's what I have so far (_data and _ema05 are DataSeries, Main_Plot and Signal_Plot are plots):

Code

for (int idx=0;idx<Length;idx++)//14
			{
				
				double o = Open[idx];
				double c = Close[idx];
					
				_data[idx] = c > o ? 1 : c < o ? -1 : 0;
//				_ema05[idx] = EMA(_data, CalcLength)[idx];//5
			
//				Main_Plot[idx] = EMA(_ema05, SmoothLength)[idx];//3
//				Signal_Plot[idx] = EMA(Main_Plot, SmoothLength)[idx];//3
			
			}
			
				_ema05[0] = EMA(_data, CalcLength)[0];//5
			Main_Plot[0] = EMA(_ema05, SmoothLength)[0];//3
			Signal_Plot[0] = EMA(Main_Plot, SmoothLength)[0];//3

Where I'm stumped...
1) range of plots not the same from NT to TOS - extending to upper / lower bands
2) don't know how to use "fold", "with", "do", "getValue()".

TIA for any help and advice. Thanks.
kz

June 28th, 2022, 04:06 AM

Hello zeller4,

The double o, and double c, need to be declared before the for loop.
And they should not be variables but series objects instead.

Give it a try.

June 28th, 2022, 08:56 AM

Thanks elitecamper,

I made the o and c as DataSeries in the front end but still getting the same plot results.
I guess I still need to figure out how TOS "fold" gets translated to NT

Code

			_o[0] = Open[0];
			_c[0] = Close[0];
			
			for (int idx=0;idx<Length;idx++)//14
			{
				
				_data[idx] = _c[idx] > _o[idx] ? 1 : _c[idx] < _o[idx] ? -1 : 0;
				
			
			}

June 28th, 2022, 09:20 AM

The code should be,

Code

			_o[0] = Open[0];
			_c[0] = Close[0];
			
			for (int idx=0;idx<Length;idx++)//14
			{
				
				_data[idx] = _c[0] > _o[idx] ? 1 : _c[0] < _o[idx] ? -1 : 0;
				
			
			}

Try it.

June 28th, 2022, 09:46 AM

I looked into it, and I don't think you need to add a series for the open and close after all. Here is a new one. I am uploading the code in cs file. If it doesn't work I will look into it later today.

June 28th, 2022, 09:55 AM

EliteCamper,
Thanks for your input, I agree since I'm thinking Open and Close are already a series. In any case,
I played around with it some more. See code snippet and screenshot.

Code

                        _o[0] = Open[0];
			_c[0] = Close[0];
			
			for (int idx=0;idx<Length;idx++)//14
			{
				double s = 0;
//				_data[idx] = _c[0] > _o[idx] ? 1 : _c[0] < _o[idx] ? -1 : 0;
//				_data[idx] = _c[0] > _o[idx] ? (s+=1) : _c[0] < _o[idx] ? (s-=1) : 0;
				
				_data[0] = _c[0] > _o[idx] ? (s+=1) : _c[0] < _o[idx] ? (s-=1) : 0;
				
			
			}

Now I just have to work on the boundary since the TOS version plots toward 10 and -10. I think it has to do with the "with s" and "do s".
kz

June 28th, 2022, 10:18 AM

Zeller4, from my experience the boundaries are fixed plots, you plot a line a give it a fixed value. I don't think you will be needing "with" and "s" from thinkscript. Let me know how it goes.

June 28th, 2022, 10:50 AM

Moved the s out of the loop.

Code

double s = 0;
			
			for (int idx=0;idx<Length;idx++)//14
			{
				
//				_data[idx] = _c[0] > _o[idx] ? 1 : _c[0] < _o[idx] ? -1 : 0;
//				_data[idx] = _c[0] > _o[idx] ? (s+=1) : _c[0] < _o[idx] ? (s-=1) : 0;
				
				_data[0] = Close[0] > Open[idx] ? (s+=1) : Close[0] < Open[idx] ? (s-=1) : 0;
				
			
			}

Here's the result which matches closely. Now to make the draw region coloring.
Thanks for your help.

September 10th, 2022, 11:11 AM

Could you please share the full code for NT8?

December 3rd, 2022, 10:01 PM

zeller4

Hello,
I'm trying to make sense of the fold loop in TOS thinkscript and convert to Ninjascript.

TIA for any help and advice. Thanks.

@zeller4 and @elitecamper

Did you guys review this version?

Want your NinjaTrader indicator created, free?

Here it is. Believe this code has the red and green brush paintings still although I had to remove them from my setup as it was dragging down the setup. I had help from others on this so if you find that you have the same issue then let me know.

Hedge

TOS Fold Loop to NT8 For Loop

Discussion in NinjaTrader

TOS Fold Loop to NT8 For Loop