Multi-Time Frame Analysis > Intraday/Daily

Author: gkakgkak

Creation Date: 11/30/2009 11:02 AM

Wealth Lab » WealthScript (.NET) » Multi-Time Frame Analysis > Intraday/Daily

gkakgkak

11/30/2009 11:02 AM

Please help. I want to run the chart below on daily bars going back a few months.

I would like to add one bar for today that is based on the latest minute price data. The bar for today would look like a daily close price bar but would change based on the today's latest minute price data.

Thanks for any help with this.

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Please help.  I want to run the chart below on daily bars going back a few months.

I would like to add one bar for today that is based on the latest minute price data.  The bar for today would look like a daily close price bar but would change based on the today's latest minute price data.

Thanks for any help with this.

[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 macd = MACD.Series(Close);
			      DataSeries signal = EMA.Series(macd, 9, EMACalculation.Modern);
			      DataSeries hist = macd - signal;
			DataSeries stochd = StochD.Series(Bars, 10, 3);
			DataSeries stochk = StochK.Series(Bars, 10);

ChartPane paneMACD = CreatePane(50,false,true);
			PlotSeries(paneMACD,macd,Color.Maroon,LineStyle.Solid,2);
			      PlotSeries(paneMACD,signal,Color.Black,LineStyle.Solid,1);
			      //PlotSeries(paneMACD, hist, Color.Black, LineStyle.Histogram, 2);
			ChartPane paneStoch = CreatePane(50,false,true);
			PlotSeries(paneStoch, stochd, Color.Black, LineStyle.Dotted, 2);
			DrawHorzLine(paneStoch, 80, Color.Red, LineStyle.Solid, 1);
			PlotSeries(paneStoch, stochk, Color.Purple, LineStyle.Solid, 2);
			DrawHorzLine(paneStoch, 20, Color.Green, LineStyle.Solid, 1);

for(int bar = GetTradingLoopStartBar(11); bar < Bars.Count; bar++)
			{
				if (IsLastPositionActive)
				{
					Position p = LastPosition;
					if (p.EntrySignal.Contains("Group1|"))
					{
						SellAtMarket(bar + 1, p, "Group1");
					}

}
				else
				{
					if (CrossOver(bar, macd, signal))
					{
						if (stochd[bar] > 80)
						{
							if (stochk[bar] < 20)
							{
								BuyAtMarket(bar + 1, "Group1|");
							}
						}
					}

}
			}
		}
	}
}[/code]

Eugene

12/1/2009 4:27 AM

Do you want the pseudo daily bar as a chart overlay (in the manner of the example in "Multi-Time Frame Analysis > Intraday/Daily" i.e. working with intraday data)?

Or is your intention to actually add a new, incomplete daily bar to the right of the chart, based on the existing minute-based data in another dataset? Since we don't have the equivalent of the WL4's AddFutureBars in WL5, it could be somewhat puzzling.