Custom volatility - Wealth Lab Forum

Custom volatility

Author: trender08

Creation Date: 10/27/2008 11:03 PM

Wealth Lab » Technical Indicators » Custom volatility

trender08

10/27/2008 11:03 PM

Hi all,

I am working on migrating to WL 5 but the programming language is taking me quite a bit of effort to try to get a handle on. Is there a converting utility available for simple scripts?

I have a simple indicator script that has two custom indicators I can't yet replicate in WL 5.0. If anyone knows of a conversion utility or could show me how to convert this script I'd be VERY appreciative as this is my down market script and I really need it at the moment.

-Trender

CODE:
Please log in to see this code.

Size:

Color:

Hi all,

I am working on migrating to WL 5 but the programming language is taking me quite a bit of effort to try to get a handle on.  Is there a converting utility available for simple scripts?

I have a simple indicator script that has two custom indicators I can't yet replicate in WL 5.0.  If anyone knows of a conversion utility or could show me how to convert this script I'd be VERY appreciative as this is my down market script and I really need it at the moment.

-Trender

[CODE]{$I 'ATR2'}
{$I 'ATRP2'}

{#OptVar1 20;5;30;1}

var pane : integer = CreatePane(100, true, true);
var pane2 : integer = CreatePane(100, true, true);
var pane3 : integer = CreatePane( 100, true, true );
var GapPane, GapSeries: integer;
var GAP, GAPPCT, MaxGap: float;
var BAR: integer;
Var P1, P2: float;

GapSeries := CreateSeries;
for Bar := 1 to BarCount - 1 do
begin
  Gap := PriceOpen( Bar ) - PriceClose( Bar - 1 );
  GapPct := ( Gap / PriceClose( Bar - 1 ) ) * 100.0;
  SetSeriesValue( Bar, GapSeries, GapPct );

end;

GapPane := CreatePane( 100, true, true );
PlotSeries( GapSeries, GapPane, #Green, #Thick );
DrawLabel('Opening Gap', GapPane);

DrawLabel('ATRP - Red', pane2);
DrawLabel('ATRP2 - Green', pane2);
PlotSeries(ATRPSeries(#optvar1), pane2, #Red, #Thin);
PlotSeries(ATRP2Series(#optvar1), pane2, #Green, #Thin);

var MyVolatility2 : integer = ( DivideSeries( multiplyseriesvalue( StdDevSeries( #Close, #optvar1 ), 2 ) ,
                              SMASeries( #Close, #optvar1 ) ) );
DrawLabel('2 x StDev - Gray', pane3);
PlotSeries( MyVolatility2, pane3, #Gray, #Thick);

var MyVolatility : integer = DivideSeries( StdDevSeries( #Close, #optvar1 ),
                              SMASeries( #Close, #optvar1 ) );

DrawLabel('StDev - Purple', pane3);
PlotSeries( MyVolatility, pane3, #Purple, #thick );

[/CODE]

Eugene

10/28/2008 3:12 AM

QUOTE:
Is there a converting utility available for simple scripts?

Not yet, but we have a FAQ ;)

Here's your script:

CODE:
Please log in to see this code.

Size:

Color:

[QUOTE] Is there a converting utility available for simple scripts?[/QUOTE]
Not yet, but we have a [LINK=http://www.wealth-lab.com/Support/FAQ.aspx?id=7h2GpAEoohxTvfZBNS5Bpr4rNpHyAY6c8r/GEOTiiPqiiUpsBvY8NbnBY4V8u2dv#Convert]FAQ[/LINK] ;)

Here's your script:

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

namespace WealthLab.Strategies
{
	public class trender08 : WealthScript
	{
		private StrategyParameter param1;
		
		public trender08()
		{
			param1 = CreateParameter("OptVar1", 20, 5, 30, 1);
		}
		
		protected override void Execute()
		{
			int OptVar1 = param1.ValueInt;
			WealthLab.LineStyle solid = WealthLab.LineStyle.Solid;
				
			DataSeries ATR2 = WilderMA.Series( ( TrueRange.Series( Bars ) / Bars.Close ), OptVar1 ) * Close;
			DataSeries ATRP2 = WilderMA.Series( ( TrueRange.Series( Bars ) / Bars.Close ), OptVar1 ) * 100;
			DataSeries Gap = Open - (Close>>1);
			DataSeries GapSeries = ( Gap / (Close>>1) ) * 100;
			DataSeries MyVolatility2  = 
				StdDev.Series( Close, OptVar1, WealthLab.Indicators.StdDevCalculation.Population ) * 2 /
				SMA.Series( Close, OptVar1 );			
			DataSeries MyVolatility = 
				StdDev.Series( Close, OptVar1, WealthLab.Indicators.StdDevCalculation.Population ) /
				SMA.Series( Close, OptVar1 );

ChartPane pane2 = CreatePane(30, true, true);
			ChartPane pane3 = CreatePane( 30, true, true );
			ChartPane GapPane = CreatePane( 50, true, true );
			PlotSeries( GapPane, GapSeries, Color.Green, solid, 2 );
			DrawLabel(GapPane, "Opening Gap");
			DrawLabel(pane2,"ATRP - Red");
			DrawLabel(pane2,"ATRP2 - Green");
			PlotSeries(pane2, ATRP.Series( Bars, OptVar1 ), Color.Red, solid, 1 );
			PlotSeries(pane2, ATRP2, Color.Green, solid, 1 );
			DrawLabel(pane3,"2 x StDev - Gray");
			PlotSeries( pane3, MyVolatility2,Color.Gray, solid, 2);
			DrawLabel(pane3,"StDev - Purple");
			PlotSeries( pane3, MyVolatility, Color.Purple, solid, 2 );
			
		}
	}
}[/CODE]

BodoDuck

11/9/2008 6:17 AM

from FAQ:

>>Apart from manually programming the conversion, a free conversion utility is in the works that will convert Version 4.x ChartScripts to Version 5 C# code.

My question is: When can we expect to get the free conversion utility?