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Python dev trying to get started with thinkscript
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Python dev trying to get started with thinkscript

  #1 (permalink)
Trading Apprentice
Philadelphia, Pa/United States
Futures Experience: Intermediate
Platform: NinjaTrader, ThinkOrSwim
Favorite Futures: ES
Posts: 3 since Jan 2013
Thanks: 1 given, 1 received

Python dev trying to get started with thinkscript

Traders, hello...

I have a TOS account, and I thought I'd deviate from my python work, to write some custom scan criteria within the platform. I've hit a bit of a wall; after a day of searching and reading the, uh, 'docs' I'm no closer to a solution. My question is:

In the scanner condition environment (99% of web examples seem to work with strategies), how does one refer to, or loop over (whatever the best way is) past bars?

I'm looking for a 50sma > 200sma over the past 100 days, and no closes below the 200sma over the same lookback. Should be pretty simple. I've tried 'fold' to no avail.. it seems to be a plotting- related function.

Can someone get me started in the right direction? It'd be huge. Thanks!

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  #2 (permalink)
Elite Member
Futures Experience: Beginner
Platform: tos
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Posts: 52 since May 2011
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def avg50 = average(close,50);
def avg200 = average(close,200);
plot x = sum(close< avg200,100)==0 and sum(avg50 > avg200,100)==100;

it will check if close is equal to or greater than avg 200 for 100 days and if avg50 is greater than avg200 for 100 days

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  #3 (permalink)
Trading Apprentice
Philadelphia, Pa/United States
Futures Experience: Intermediate
Platform: NinjaTrader, ThinkOrSwim
Favorite Futures: ES
Posts: 3 since Jan 2013
Thanks: 1 given, 1 received


That is fantastic. Thank you so much...

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