Convert TradeStation XAverage function to Sierra code

March 23rd, 2015, 05:19 PM

My task now is to get the function to be able to call itself.
This is what i have so far.
Need help with the code section in the red font.
Anyone?

Code

	float XAverge(SCStudyInterfaceRef sc,SCFloatArrayRef Arraydata, SCFloatArrayRef Arraydata2, int ndata)
{
 
	float SmoothingFactor = 0;

	  if (ndata >= 0)
	   {
		   SmoothingFactor =  2 / ( ndata + 1 );
           }


	  if (sc.Index == 1) 
			{
			   sc.ExponentialMovAvg(Arraydata, Arraydata2, ndata);
				
			  return Arraydata2[sc.Index];
			}
		else
			
			{
      //XAverage = XAverage[1] + SmoothingFactor * ( Price - XAverage[1] ) ;//recursive call inside the TS version
			
// does not work gives an error "expression must have pointer- to- object type" need help with the following line
  return XAverge(sc, Arraydata , Arraydata2, ndata)[sc.Index - 1] + SmoothingFactor *  ( Arraydata[sc.Index] - XAverge(sc, Arraydata, Arraydata2, ndata)[sc.Index - 1] );
 

	  }

}

March 27th, 2015, 12:25 PM

Renko123

// does not work gives an error "expression must have pointer- to- object type" need help with the following line
return XAverge(sc, Arraydata , Arraydata2, ndata)[sc.Index - 1] + SmoothingFactor * ( Arraydata[sc.Index] - XAverge(sc, Arraydata, Arraydata2, ndata)[sc.Index - 1] );

Guess that line of code not working has got the pro`s here out of ideas also.

March 27th, 2015, 04:13 PM

Something like this:

Code

SCFloatArrayRef XAverage(SCFloatArrayRef In, SCFloatArrayRef Out, int Index, int Length)
{
	float SmoothingFactor = 0;

	if (Index >= In.GetArraySize())
		return Out;

	if (Index < 1 || Length < 1)
		return Out;

	if (Index < Length - 1)
		Length = Index + 1;

	if (Length >= 0)
		SmoothingFactor = 2 / (Length + 1);


	if (Index < 1)
		Out[Index] = In[Index];
	else
		Out[Index] = Out[Index - 1] + SmoothingFactor * (In[Index] - Out[Index - 1]);

		return Out;
}

March 29th, 2015, 09:23 PM

Thanks ehlaban .
Got the function working and returning the correct value.
Here is the completed function for anyone in the future who may need it for a conversion from tradestation EL.

Code

	
float XAverge(SCStudyInterfaceRef sc,SCFloatArrayRef Arraydata, SCFloatArrayRef Arraydata2, int ndata)
{
 
float SmoothingFactor = 0;
	
    if (ndata >= 0)
	   {
	     SmoothingFactor =  2 / ( ndata + 1 );
           }
	
 

	    if (sc.Index == 1) 
			{
			 
			  return Arraydata[sc.Index];

			}
		else
			
			{

                           sc.ExponentialMovAvg(Arraydata, Arraydata2, ndata);
				
		            Arraydata2[sc.Index ] = Arraydata2[sc.Index - 1] + SmoothingFactor * (Arraydata[sc.Index] - Arraydata2[sc.Index- 1]);

		           return Arraydata2[sc.Index];
	                }
}

March 29th, 2015, 09:39 PM

Now that the TS XAverge function is converted to SC.
I have a custom TS function that calls the XAverge function and need help with how to call the XAverge function multiple times in one line of code.

Code

float TrendCalu(SCStudyInterfaceRef sc,SCFloatArrayRef Arraydata, SCFloatArrayRef Arraydata2, int ndata)
{
//Variables: Var1(0.0); //tradestation code for a variable
	float array1[1]; // create array to replace the simple TS variable

// Var1 = XAverage (XAverage (XAverage (Log (Price), Length), Length), Length) ;// the original TS XAverge calls
	array1[1] = log(Arraydata[sc.Index]);//pulled out the log function and did the cal separate

//the follow code line below is what i need help with. Compile errors.
Arraydata2[sc.Index] = XAverge(sc,XAverge(sc,XAverge(sc,array1[1],Arraydata2,ndata),Arraydata2,ndata),Arraydata2,ndata);

return Arraydata2[sc.Index];


         if (sc.Index > 1.0) 
			{
			 
			  return Arraydata2[sc.Index] = (Arraydata[sc.Index] - Arraydata2[sc.Index- 1]) * 10000.0 ;
                         }
	
}

April 5th, 2015, 03:32 PM

Did the line of code not working, finally get the best of the pro`s ?

Renko123

Now that the TS XAverge function is converted to SC.
I have a custom TS function that calls the XAverge function and need help with how to call the XAverge function multiple times in one line of code.

Code

float TrendCalu(SCStudyInterfaceRef sc,SCFloatArrayRef Arraydata, SCFloatArrayRef Arraydata2, int ndata)
{
//Variables: Var1(0.0); //tradestation code for a variable
	float array1[1]; // create array to replace the simple TS variable

// Var1 = XAverage (XAverage (XAverage (Log (Price), Length), Length), Length) ;// the original TS XAverge calls
	array1[1] = log(Arraydata[sc.Index]);//pulled out the log function and did the cal separate

//the follow code line below is what i need help with. Compile errors.
Arraydata2[sc.Index] = XAverge(sc,XAverge(sc,XAverge(sc,array1[1],Arraydata2,ndata),Arraydata2,ndata),Arraydata2,ndata);

return Arraydata2[sc.Index];


         if (sc.Index > 1.0) 
			{
			 
			  return Arraydata2[sc.Index] = (Arraydata[sc.Index] - Arraydata2[sc.Index- 1]) * 10000.0 ;
                         }
	
}

Convert TradeStation XAverage function to Sierra code

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Convert TradeStation XAverage function to Sierra code