Custom DataSeries scale - Wealth Lab Forum

Custom DataSeries scale

Author: KGo

Creation Date: 11/20/2015 2:57 PM

Wealth Lab » WealthScript (.NET) » Custom DataSeries scale

KGo

11/20/2015 2:57 PM

I am trying to create a custom data series containing only specific bars from the primary series. Indicator analysis and sync to the primary would be needed. This is in effect a custom time scale.

How can the mybars data be put in a data series to be usable in indicator and sync operations? The commented out section fails as is. It was run on SPY 5 min bars.

CODE:
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I am trying to create a custom data series containing only specific bars from the primary series. Indicator analysis and sync to the primary would be needed. This is in effect a custom time scale.

How can the mybars data be put in a data series to be usable in indicator and sync operations? The commented out section fails as is. It was run on SPY 5 min bars.
[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()
		{
			ClearDebug();
			string symbol = "TESTSYM";
			//int bar ;
			Bars mybars = new Bars(symbol, BarScale.Minute, 0); // Initialize Bars Object
			PrintDebug("Initialized Bars object has " + mybars.Count + " bars");
         
			for(int bar = 2; bar < Bars.Count; bar +=12)
			{
				mybars.Add(Date[bar], Open[bar], High[bar], Low[bar], Close[bar], Volume[bar]);
				PrintDebug( String.Format( "{0:MM/dd/yyyy H:mm}\t{1}\t{2}\t{3}\t{4}", mybars.Date[mybars.Count-1], 
					mybars.Open[mybars.Count-1], mybars.High[mybars.Count-1], mybars.Low[mybars.Count-1], mybars.Close[mybars.Count-1]) );
			}
			PrintDebug("Final Bars object has " + mybars.Count + " bars");
			
			// Apply SMA and other indicators to custom bars object (must have data series not bars object)
			// TBD...
			
			/*	
			// Synchronize Custom bars object and indicators to primary dataseries 
			DataSeries syncdMybars ; 
			syncdMybars = Synchronize(mybars) ;
			ChartPane mybarsPane = CreatePane( 40, true, true );
			PlotSeries( mybarsPane, syncdMybars, Color.Blue, LineStyle.Solid, 2 );
			*/
		
		}
	}
}[/code]

Eugene

11/20/2015 3:59 PM

1. Let's start with this:

CODE:
Please log in to see this code.

Using "0" should work with non-intraday scales only. For intraday time frames you have to direct Wealth-Lab by specifying some non-zero period. For 5-minute scale that would be 5 or you might substitute it with BarScale.BarInterval to stay flexible.

2. Did you mean this?