Plotting agg variables

August 29th, 2017, 03:35 PM

Trying to render multiple plots of a given variable throughout different aggregations.

Working with standard code for Ichimoku indicator. Lets get into it:

Code

input tenkan_period = 9;
input kijun_period = 26;

plot Tenkan = (Highest(high, tenkan_period) + Lowest(low, tenkan_period)) / 2;
plot Kijun = (Highest(high, kijun_period) + Lowest(low, kijun_period)) / 2;
plot "Span A" = (Tenkan[kijun_period] + Kijun[kijun_period]) / 2;
plot "Span B" = (Highest(high[kijun_period], 2 * kijun_period) + Lowest(low[kijun_period], 2 * kijun_period)) / 2;
plot Chikou = close[-kijun_period];

rec spanALast = CompoundValue(1, if IsNaN(close[-1]) and !IsNaN(close) then "Span A"[-kijun_period] else spanALast[1], Double.NaN);
rec spanBLast = CompoundValue(1, if IsNaN(close[-1]) and !IsNaN(close) then "Span B"[-kijun_period] else spanBLast[1], Double.NaN);
plot trackSpanA = spanALast;

This plots the ichimoku indicator as well as drawing a horizontal line of the value of SPAN A for whichever time frame chart you are on. What I would like to add next is an additional plot of SPAN A's value for a different time frame.

I know that you can use

Code

period = Aggregation.DAY

to reference different time frames, but I don't know how to point that aggregation to a specific value to be plotted.

Can anyone point me in the right direction?

September 4th, 2017, 03:11 PM

aquaticnomad

Trying to render multiple plots of a given variable throughout different aggregations.

Working with standard code for Ichimoku indicator. Lets get into it:

Code

input tenkan_period = 9;
input kijun_period = 26;

plot Tenkan = (Highest(high, tenkan_period) + Lowest(low, tenkan_period)) / 2;
plot Kijun = (Highest(high, kijun_period) + Lowest(low, kijun_period)) / 2;
plot "Span A" = (Tenkan[kijun_period] + Kijun[kijun_period]) / 2;
plot "Span B" = (Highest(high[kijun_period], 2 * kijun_period) + Lowest(low[kijun_period], 2 * kijun_period)) / 2;
plot Chikou = close[-kijun_period];

rec spanALast = CompoundValue(1, if IsNaN(close[-1]) and !IsNaN(close) then "Span A"[-kijun_period] else spanALast[1], Double.NaN);
rec spanBLast = CompoundValue(1, if IsNaN(close[-1]) and !IsNaN(close) then "Span B"[-kijun_period] else spanBLast[1], Double.NaN);
plot trackSpanA = spanALast;

This plots the ichimoku indicator as well as drawing a horizontal line of the value of SPAN A for whichever time frame chart you are on. What I would like to add next is an additional plot of SPAN A's value for a different time frame.

I know that you can use

Code

period = Aggregation.DAY

to reference different time frames, but I don't know how to point that aggregation to a specific value to be plotted.

Can anyone point me in the right direction?

To plot variable timeframes, you have to adjust the coding as follows....

first, add adjustable TF....
then, adjust "close" to show that TF....
any coding that goes into the adjustable TF has to be fixed as well.... So, for Span A, you have to correct the Tenkan and Kijun coding....

input Period1 = aggregationPeriod.DAY;
input Period2 = aggregationPeriod.WEEK;

def Period1_Tenkan = (Highest(high(Period = Period1), tenkan_period) + Lowest(low(Period = Period1), tenkan_period)) / 2;
def Period1_Kijun = (Highest(high(Period = Period1), kijun_period) + Lowest(low(Period = Period1), kijun_period)) / 2;
plot Period1_SpanA = (Period1_Tenkan[kijun_period] + Period1_Kijun[kijun_period]) / 2;

def Period2_Tenkan = (Highest(high(Period = Period2), tenkan_period) + Lowest(low(Period = Period2), tenkan_period)) / 2;
def Period2_Kijun = (Highest(high(Period = Period2), kijun_period) + Lowest(low(Period = Period2), kijun_period)) / 2;
plot Period2_SpanA = (Period2_Tenkan[kijun_period] + Period2_Kijun[kijun_period]) / 2;

Now, the Kijun and Tenkan are looking for highs and lows from your input value, which is day and week.
Then, your different SPAN A's are using the adjusted TF values accordingly.

Make sense?

Plotting agg variables

Discussion in ThinkOrSwim

Plotting agg variables