Indicator parabxot - Wealth Lab Forum

Indicator parabxot

Author: Compaqster

Creation Date: 4/13/2011 3:07 PM

Wealth Lab » Technical Indicators » Indicator parabxot

Compaqster

4/13/2011 3:07 PM

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Hi.
I'm trying to implement the indicator parabxot. http://www.meyersanalytics.com/parabxot.php
To beginning I tried to implement Classical Parabolic.
But unfortunately the code does not work correctly.
Please tell me where I was wrong.
[CODE]
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class MyParabolicSAR : WealthScript
	{
		StrategyParameter _accelUp;
		StrategyParameter _accelDn;
		StrategyParameter _accelMax;

public MyParabolicSAR()
		{
			_accelUp = CreateParameter("Accel Up", 0.02, 0.01, 0.1, 0.005);
			_accelDn = CreateParameter("Accel Dn", 0.02, 0.01, 0.1, 0.005);
			_accelMax = CreateParameter("Accel Max", 0.2, 0.1, 0.5, 0.05);
		}

protected override void Execute()
		{
			DataSeries parab = new DataSeries(Bars, "Parabolic SAR (ATP)");
			bool Long = true; 
			double AccelUp = _accelUp.Value;
			double AccelDn = _accelDn.Value;
			double AccelMax = _accelMax.Value;
			double au = AccelUp;
			double ad = AccelDn;

double lp = Low[0];
			double hp = High[0];
			
			int period = 1;

parab[0] = lp;
			parab[1] = Math.Min(lp, Low[1]);

for (int bar = 2; bar < Bars.Count; bar++)
			{
				if( Long )
					parab[bar] = parab[bar - 1] + au * ( hp - parab[bar - 1] );
				else
					parab[bar] = parab[bar - 1] + ad * ( lp - parab[bar - 1] );

bool rev = false;
				if( Long )
				{
					if( Low[bar] < parab[bar] )
					{
						Long = false;
						rev = true;
						parab[bar] = hp;
						lp = Lowest.Series( Low, period )[bar];
						ad = AccelDn;
						period = 1;
					}
				}
				else if( High[bar] > parab[bar] )
				{
					Long = true;
					rev = true;
					parab[bar] = lp;
					hp = Highest.Series( High, period )[bar];
					au = AccelUp;
					period = 1;
				}

if( !rev )
				{
					if( Long ) 
					{
						if( High[bar] > hp )
						{
							hp = Highest.Series( High, period )[bar];
							au = au + AccelUp;
							if( au > AccelMax ) au = AccelMax;
							period++;
						} 
					}
					else
					{
						if( Low[bar] < lp )
						{
							lp = Lowest.Series( Low, period )[bar];
							ad = ad + AccelDn;
							if( ad > AccelMax ) ad = AccelMax; 
							period++;
						} 
					}
				}
			}
			PlotSeries(PricePane, parab, Color.Red, LineStyle.Dots, 3);

PlotSeries(PricePane, Parabolic.Series(Bars, _accelUp.Value, _accelDn.Value, _accelMax.Value), Color.Blue, LineStyle.Dots, 3);
		} 
	}
}

[/CODE]

Compaqster

4/18/2011 6:30 AM

I found a description of the indicator. /Forum/Posts/New-Indicator-Parab0X-23429
But unfortunately I do not quite understand the code.
Could you help me with the translation of the code for WLD

Cone

4/18/2011 7:36 AM

It translates almost 1:1. You just have to properly declare the variables in C# -

CODE:
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It translates almost 1:1.  You just have to properly declare the variables in C# -

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

namespace WealthLab.Strategies
{
	public class ParabXO : WealthScript
	{
		StrategyParameter _acc;
		StrategyParameter _af_start;
		StrategyParameter _af_max;
		StrategyParameter _Ct;

public ParabXO()
		{
			_acc = CreateParameter("Acceleration factor",0.02,0.01,0.05,0.01);
			_af_start = CreateParameter("Starting AF value",0.02,0.01,0.05,0.01);
			_af_max = CreateParameter("Maximum AF value",0.2,0.1,0.3,0.01);
			_Ct = CreateParameter("Crossover threshold %",1,0,3,0.5);
		}

protected override void Execute()
		{
			double Ct1 = _Ct.Value/100d;
			double IAF = _acc.Value;
			double MaxAF = _af_max.Value; 			
			bool Long = true;        	// assume long for initial conditions
			bool reverse = false;
			
			DataSeries psar = Close + 0.0;
			psar.Description = "PSAR";
			
			double af = _af_start.Value;   // starting value of the acelleration factor
			double ep = Low[0];   // init extreme point
			double hp = High[0];
			double lp = Low[0];

for(int bar = 2; bar < Bars.Count; bar++ )
			{
				if ( Long )
				{
					psar[bar] = psar[bar-1] + af * ( hp - psar[bar-1] );
				}
				else
				{
					psar[bar] = psar[bar-1] + af * ( lp - psar[bar-1] );
				}

reverse = false;;
				//check for reversal
				if ( Long )
				{
					if ( Low[bar] < psar[bar] * (1-Ct1) )
					{
						Long = false; 
						reverse = true; // reverse position to Short
						psar[bar] =  hp;       // SAR is High point in prev trade
						lp = Low[bar];
						af = _af_start.Value;
					}
				}
				else
				{
					if ( High[bar] > psar[bar] * (1+Ct1) )
					{
						Long = true; 
						reverse = true;        //reverse position to long
						psar[bar] =  lp;
						hp = High[bar];
						af = _af_start.Value;
					}
				}

if ( !reverse )
				{
					if ( Long )
					{
						if ( High[bar] > hp ) 
						{
							hp = High[bar]; 
							af = af + IAF; 
							if( af > MaxAF ) af = MaxAF; 
						}
             
						if( Low[bar-1] < psar[bar] ) psar[bar] = Low[bar-1];
						if( Low[bar-2] < psar[bar] ) psar[bar] = Low[bar-2];
					}
					else
					{
						if ( Low[bar] < lp )  
						{ 
							lp = Low[bar]; 
							af = af + IAF; 
							if( af > MaxAF ) af = MaxAF; 
						}	
				
						if( High[bar-1] > psar[bar] ) psar[bar] = High[bar-1];
						if( High[bar-2] > psar[bar] ) psar[bar] = High[bar-2];

}
				}
			}
			PlotSeries(PricePane, psar, Color.Blue, WealthLab.LineStyle.Dots, 4);
			
		}
	}
}[/CODE]

Wealth Lab » Technical Indicators » Indicator parabxot