Condition triggered recently (few bars ago)?

leeto

#1

6/21/2015 12:27 PM

Let say I would like to enter when RSI crosses up 20 level and as confirmation I would like that Stochastic indicator were crosses up 20 level RECENTLY too.

So I have two problems in my code.

Problem 1#
The first problem I didn't know how to set the condition crossing up
I thought that the easiest way to make crossing up condition is to make sure that current stoRSI[bar] is the max value among ( let say ) 3 bars

However, I failed to integrate this condition. Code just didn't compile. Please help .

Problem 2#
The second problem is that I don't know how o integrate RECENTLY condition for confrontational StochD indicator. By "recently" I mean few bars ago ( 2 bars ago and 3 bars ago and 4 bars ago and 5 bars ago ) . This is obvious that should be some variable fewBarsAgo or array which basically should be from 2 to 5 (for example). However, this is not obvious for me how to integrate this logic into code. Please help.
Many thanks in advance !

Size:

Color:

Let say I would like to enter when RSI crosses up 20 level and as confirmation I would like that Stochastic indicator were crosses up 20 level RECENTLY too.

[code]
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		protected override void Execute()
		{
			DataSeries ema = EMA.Series( Close, 30, EMACalculation.Modern );
			DataSeries stoRSI = StochRSI.Series( Close, 14 );
			ChartPane StochRSIPane = CreatePane( 35, true, true );
			PlotSeries( StochRSIPane, stoRSI, Color.IndianRed, WealthLab.LineStyle.Solid, 1 );
			DrawHorzLine(StochRSIPane,20,Color.Blue,LineStyle.Solid,1);
			DrawHorzLine(StochRSIPane,80,Color.Blue,LineStyle.Solid,1);
			
			
			
			ChartPane StochPane = CreatePane( 30, true, true );
			DataSeries SlowK = StochD.Series( Bars, 10, 3 );
			DataSeries SlowD = SMA.Series( SlowK, 3 );
			PlotSeries( StochPane, SlowK, Color.Purple, WealthLab.LineStyle.Solid, 2 );
			PlotSeries( StochPane, SlowD, Color.Black, WealthLab.LineStyle.Solid, 2 );
			DrawHorzLine(StochPane,20,Color.Blue,LineStyle.Solid,1);
			DrawHorzLine(StochPane,80,Color.Blue,LineStyle.Solid,1);

//  fewBarsAgo ; 
			
			DataSeries LocalHighStoRSI = Highest.Series( stoRSI, 3 );

for(int bar = 45; bar < Bars.Count; bar++)
			{
				if (IsLastPositionActive)
				{
					Position p = LastPosition;
					if( stoRSI[bar] == 100 )
						SellAtMarket( bar+1, p ); else
						if( p.MFEAsOfBarPercent( bar-1 ) > 10 )
						ExitAtStop( bar, p, p.EntryPrice, "Breakeven @ 10%" );
				}
				else
				{
					
				//	if ( stoRSI[bar] = LocalHighStoRSI) 
						
					if
						( 
						
						 CrossOver(bar, stoRSI, 20 ) 
					
						
						&& 
							
					//	stoRSI[bar] == LocalHighStoRSI
					//	stoRSI[bar] = LocalHighStoRSI
						
					//	 &&
						 CrossOver (bar - fewBarsAgo, SlowD, 20 ) 
						
						)
						BuyAtMarket( bar+1 );
				}
			}
		}
	}
}
[/code]

So I have two problems in my code.

Problem 1# 
The first problem I didn't know how to set the condition crossing up
I thought that the easiest way to make crossing up condition is to make sure that current stoRSI[bar] is the max value among ( let say ) 3 bars

[code]DataSeries LocalHighStoRSI = Highest.Series( stoRSI, 3 );[/code]

However, I failed to integrate this condition. Code just didn't compile.  Please help .

Problem 2# 
The second problem is that I don't know how o integrate RECENTLY condition for confrontational  StochD indicator. By "recently" I mean few bars ago ( 2 bars ago and 3 bars ago  and  4 bars ago and 5 bars ago ) . This is obvious that should be some variable fewBarsAgo or array which basically should be from  2 to 5 (for example).  However, this is not obvious for me how to integrate this logic into code. Please help. 
Many thanks in advance !

Eugene

#2

6/22/2015 5:27 AM

It's sad to see that after an effort to safeguard you from falling into the pitfall of peeking, you keep ignoring our numerous advices and still use "bar" for anything than AtClose.

#1 - Syntax is incorrect. Check out the WealthScript Programming Guide > DataSeries > Accessing a Single Value from a DataSeries.

#2 - WealthScript Techniques | Setups, Triggers, Delays, and Timeouts

leeto

#3

6/22/2015 7:27 AM

Sorry but the code from the wealth lab wiki with minor modification.

http://www2.wealth-lab.com/WL5WIKI/StochRSI.ashx

So do I correctly understand that in this wiki page there are mistakes ? If so I plea sorry for didn't review the code. I didn't expect that could be errors in wiki.

I suppose you are talking about this line ?

should be

Eugene

#4

6/22/2015 7:44 AM

Thanks for the heads-up. This was a bug in the Wiki example and I've just nailed it down.

leeto

#5

6/22/2015 8:14 AM

No thx you for your support ! Thanks you that you do care about my bar+1 error

Seems I figure out syntax error for problem #1

should be

instead of

or

Looks like it works !

Eugene

#6

6/22/2015 8:20 AM

That's right. Glad you found the solution yourself.

leeto

#7

6/22/2015 9:05 AM

I catch the main idea describe in the article

http://www2.wealth-lab.com/WL5WIKI/kbSetupsTriggersDelaysTimeouts.ashx

However, after I analyzed some entries I figure out that the code didn't work well for me. For example, when I set up

which basically should mean that SlowD (stochastic) and StocRSI should cross 20 level simultaneously, it turns out that there are a lot of entries that just ignore SlowD Stoc at all.

Could you take a look on my code that tell me what I do wrong. Many thanks in advance !

Size:

Color:

[quote]#2 - WealthScript Techniques | Setups, Triggers, Delays, and Timeouts[/quote]

I catch the main idea describe in the article

[link]http://www2.wealth-lab.com/WL5WIKI/kbSetupsTriggersDelaysTimeouts.ashx[/link]

However, after I analyzed some entries I figure out that the code didn't work well for me. For example, when I set up [code]SETUP_TIMEOUT = 2;[/code] which basically should mean that SlowD (stochastic) and StocRSI should cross 20 level simultaneously, it turns out that there are a lot of entries that just ignore SlowD Stoc at all.

Could you take a look on my code that tell me what I do wrong. Many thanks in advance !

[code]
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		protected override void Execute()
		{
			DataSeries ema = EMA.Series( Close, 30, EMACalculation.Modern );
			DataSeries stoRSI = StochRSI.Series( Close, 14 );
			ChartPane StochRSIPane = CreatePane( 35, true, true );
			PlotSeries( StochRSIPane, stoRSI, Color.IndianRed, WealthLab.LineStyle.Solid, 1 );
			DrawHorzLine(StochRSIPane,20,Color.Blue,LineStyle.Solid,1);
			DrawHorzLine(StochRSIPane,80,Color.Blue,LineStyle.Solid,1);
         
         
         
			ChartPane StochPane = CreatePane( 30, true, true );
			DataSeries SlowK = StochD.Series( Bars, 10, 3 );
			DataSeries SlowD = SMA.Series( SlowK, 3 );
			PlotSeries( StochPane, SlowK, Color.Purple, WealthLab.LineStyle.Solid, 2 );
			PlotSeries( StochPane, SlowD, Color.Black, WealthLab.LineStyle.Solid, 2 );
			DrawHorzLine(StochPane,20,Color.Blue,LineStyle.Solid,1);
			DrawHorzLine(StochPane,80,Color.Blue,LineStyle.Solid,1);

//  fewBarsAgo ; 
			
			// Example of a setup with a 3-bar timeout
			int SETUP_TIMEOUT = 2;
			int SetupBar = 0;
			bool SetupValid = false;
			double MyLimit = 0;
         
			DataSeries LocalHighStoRSI = Highest.Series( stoRSI, 3 );
			DataSeries LocalHighSlowD = Highest.Series( SlowD, 3 );

for(int bar = 45; bar < Bars.Count; bar++)
			{
				if (IsLastPositionActive)
				{
					Position p = LastPosition;
					if( stoRSI[bar] == 100 )
						SellAtMarket( bar+1, p ); else
						if( p.MFEAsOfBarPercent( bar-1 ) > 10 )
						ExitAtStop( bar, p, p.EntryPrice, "Breakeven @ 10%" );
				}
				else
				{
					
					if ( !SetupValid )
					{
						if( 
							
							CrossOver (bar, SlowD, 20 )  && 
							SlowD[bar] == LocalHighSlowD[bar] // condition for crossing up 
							
							)
						{
							SetupValid = true;
							SetupBar = bar;
						}	
					}
               
				
                  
					if
						(   
							CrossOver(bar, stoRSI, 20 )                
							&&              
							stoRSI[bar] == LocalHighStoRSI[bar] // condition for crossing up 
						)
									
						if( SetupValid=true )
						{
							if (BuyAtMarket( bar+1 )!=null )
							SetupValid = false ; 
							
							else
							
							// reset if Setup has timed out
							SetupValid = bar + 1 - SetupBar < SETUP_TIMEOUT;
						}
				}
			}
		}
	}
}
[/code]

leeto

#8

6/23/2015 3:43 AM

I still hoping to receive an answer on my question...

Eugene

#9

6/23/2015 4:07 AM

Such attitude is not appreciated. Please keep from bumping up your posts and crossposting of sorts. As our manpower is limited, to properly serve our paying customers their issues have a higher priority over those of the free trial users. You have developed a good appetite for new questions every day but we can not allow one user to monopolize our attention. Your posts will get answered eventually. Thank you for your understanding.

Eugene

#10

6/24/2015 2:01 AM

To start with, there's a logic error:

This is assignment whereas what you intended to do was to test for equality.

leeto

#11

6/24/2015 9:31 AM

Thanks you Eugene but I corrected the error but the code still does not work as it should, unfortunately .

Eugene

#12

6/24/2015 6:02 PM

What makes you think so? Don't hesitate to provide more details.

leeto

#13

6/25/2015 7:25 AM

Please take a look on the attachment. To avoid a silly mistake I post the code again. The code below produce the entry that I put in attachment.

Setup forum.PNG

Size:

Color:

Please take a look on the attachment. To avoid a silly mistake I post the code again. The code below produce the entry that I put in attachment.

[code]

using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies {
	public class MyStrategy: WealthScript {
		protected override void Execute() {
			DataSeries ema = EMA.Series(Close, 30, EMACalculation.Modern);
			DataSeries stoRSI = StochRSI.Series(Close, 14);
			ChartPane StochRSIPane = CreatePane(35, true, true);
			PlotSeries(StochRSIPane, stoRSI, Color.IndianRed, WealthLab.LineStyle.Solid, 1);
			DrawHorzLine(StochRSIPane, 20, Color.Blue, LineStyle.Solid, 1);
			DrawHorzLine(StochRSIPane, 80, Color.Blue, LineStyle.Solid, 1);

ChartPane StochPane = CreatePane(30, true, true);
			DataSeries SlowK = StochD.Series(Bars, 10, 3);
			DataSeries SlowD = SMA.Series(SlowK, 3);
			PlotSeries(StochPane, SlowK, Color.Purple, WealthLab.LineStyle.Solid, 2);
			PlotSeries(StochPane, SlowD, Color.Black, WealthLab.LineStyle.Solid, 2);
			DrawHorzLine(StochPane, 20, Color.Blue, LineStyle.Solid, 1);
			DrawHorzLine(StochPane, 80, Color.Blue, LineStyle.Solid, 1);

// Example of a setup with a 3-bar timeout
			int SETUP_TIMEOUT = 2;				// 2 bars 
			int SetupBar = 0;
			bool SetupValid = false;
			double MyLimit = 0;

DataSeries LocalHighStoRSI = Highest.Series(stoRSI, 3);
			DataSeries LocalHighSlowD = Highest.Series(SlowD, 3);

for (int bar = 45; bar < Bars.Count; bar++) {
				if (IsLastPositionActive) {
					Position p = LastPosition;

if (stoRSI[bar] == 100) SellAtMarket(bar + 1, p);
					else if (p.MFEAsOfBarPercent(bar - 1) > 10) ExitAtStop(bar, p, p.EntryPrice, "Breakeven @ 10%");
				} else {
					if (!SetupValid) {
						if (
							CrossOver(bar, SlowD, 20) 
							&	SlowD[bar] == LocalHighSlowD[bar] // condition for crossing up 
							)

{
							SetupValid = true;
							SetupBar = bar;
						}
					}
					if (
						CrossOver(bar, stoRSI, 20) 
						& stoRSI[bar] == LocalHighStoRSI[bar] // condition for crossing up 
						)

if (SetupValid) {
							if (BuyAtMarket(bar + 1) != null) SetupValid = false;

else

// reset if Setup has timed out
								SetupValid = bar + 1 - SetupBar < SETUP_TIMEOUT;
						}
				}
			}
		}
	}
}
[/code]

leeto

#14

6/25/2015 7:28 AM

This is data for the stock (HCA). The stock that I took as an example.

HCA.txt

Eugene

#15

6/25/2015 5:46 PM

You will be surprised but even such simple app as MS Paint has a Text tool. Use that to type text. :)

If you're concerned with too many bars passing between the setup and trigger bars, then this should do the job:

Size:

Color:

You will be surprised but even such simple app as MS Paint has a Text tool. Use that to type text. :)

If you're concerned with too many bars passing between the setup and trigger bars, then this should do the job:

[code]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies 
{
	public class MyStrategy: WealthScript 
	{
		protected override void Execute() 
		{
			DataSeries ema = EMA.Series(Close, 30, EMACalculation.Modern);
			DataSeries stoRSI = StochRSI.Series(Close, 14);
			ChartPane StochRSIPane = CreatePane(35, true, true);
			PlotSeries(StochRSIPane, stoRSI, Color.IndianRed, WealthLab.LineStyle.Solid, 1);
			DrawHorzLine(StochRSIPane, 20, Color.Blue, LineStyle.Solid, 1);
			DrawHorzLine(StochRSIPane, 80, Color.Blue, LineStyle.Solid, 1);

ChartPane StochPane = CreatePane(30, true, true);
			DataSeries SlowK = StochD.Series(Bars, 10, 3);
			DataSeries SlowD = SMA.Series(SlowK, 3);
			PlotSeries(StochPane, SlowK, Color.Purple, WealthLab.LineStyle.Solid, 2);
			PlotSeries(StochPane, SlowD, Color.Black, WealthLab.LineStyle.Solid, 2);
			DrawHorzLine(StochPane, 20, Color.Blue, LineStyle.Solid, 1);
			DrawHorzLine(StochPane, 80, Color.Blue, LineStyle.Solid, 1);

// Example of a setup with a 3-bar timeout
			int SETUP_TIMEOUT = 2;            // 2 bars 
			int SetupBar = 0;
			bool SetupValid = false;

DataSeries LocalHighStoRSI = Highest.Series(stoRSI, 3);
			DataSeries LocalHighSlowD = Highest.Series(SlowD, 3);
			
			for (int bar = GetTradingLoopStartBar(30); bar < Bars.Count; bar++) 
			{
				if (IsLastPositionActive) 
				{
					Position p = LastPosition;

if (stoRSI[bar] == 100) 
						SellAtMarket(bar + 1, p);
					else if (p.MFEAsOfBarPercent(bar) > 10) 
						ExitAtStop(bar+1, p, p.EntryPrice, "Breakeven @ 10%");
				} 
				else 
				{
					if (!SetupValid) 
					{
						if ( CrossOver(bar, SlowD, 20) 
							&   SlowD[bar] == LocalHighSlowD[bar] ) // condition for crossing up 
						{
							SetBackgroundColor(bar,Color.FromArgb(30,Color.Yellow));
							SetupValid = true;
							SetupBar = bar;
						}
					}
					
					if (SetupValid) 
					{
						// reset if Setup has timed out
						SetupValid = bar + 1 - SetupBar < SETUP_TIMEOUT;
						
						// Color the VolumePane to indicate that the setup was valid this bar
						SetPaneBackgroundColor( VolumePane, bar, Color.FromArgb( 30, Color.Green ) );

if ( CrossOver(bar, stoRSI, 20) 
							& stoRSI[bar] == LocalHighStoRSI[bar]) // condition for crossing up 
						{
							SetBackgroundColor(bar,Color.FromArgb(30,Color.Green));
							
							if (BuyAtMarket(bar + 1) != null) 
								SetupValid = false;
						}
					}
				}
			}
		}
	}
}[/code]