PeakBar and TroughBar as a bar index for price AND reference to peaks "n" peaks ago

Author: johnls101

Creation Date: 3/21/2018 9:10 AM

Wealth Lab » WealthScript (.NET) » PeakBar and TroughBar as a bar index for price AND reference to peaks "n" peaks ago

johnls101

3/21/2018 9:10 AM

I wish to be able to use peakbar and troughbar as bar references for comparison with changes in price at the same bar locations defined by these series. I have probably made a basic error with syntax, but I would appreciate some help.

e.g. Having defined a dataseries "troughbar", I would have thought that I could then find the int at "bar" from this series. If I include "int TB = troughbar[bar];" below, the code doesn't compile.
The intention of defining this int is to use it in some sort of price comparison such as "if( Low[TB] < Low[LB], SellAt etc )". I am wondering what I am missing?

Also, if there is a more sophisticated way of looking at a peak which was "n" peaks ago, I would appreciate the suggestion.

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e.g. Having defined a dataseries "troughbar", I would have thought that I could then find the int at "bar" from this series. If I include "int TB = troughbar[bar];" below, the code doesn't compile.
The intention of defining this int is to use it in some sort of price comparison such as "if(	Low[TB] < Low[LB], SellAt etc )". I am wondering what I am missing?

Also, if there is a more sophisticated way of looking at a peak which was "n" peaks ago, I would appreciate the suggestion.

[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
	{
		private StrategyParameter slider2;
		private StrategyParameter slider3;
		public MyStrategy()
		{
			slider2 = CreateParameter("Peak_Reversal",0.01,0.01,20,0.01);
			slider3 = CreateParameter("Trough_Reversal",0.01,0.01,20,0.01);
		}

protected override void Execute()
		{
			DataSeries macd = MACD.Series(Close);
			DataSeries peak = Peak.Series(macd,slider2.Value,PeakTroughMode.Percent);
			DataSeries trough = Trough.Series(macd,slider3.Value,PeakTroughMode.Percent);

DataSeries peakbar = PeakBar.Series(macd,slider2.Value,PeakTroughMode.Percent);
			DataSeries troughbar = TroughBar.Series(macd,slider3.Value,PeakTroughMode.Percent);
			DataSeries lasttrough = new DataSeries(Bars, "");

for(int bar = 20; bar < Bars.Count; bar++)
			{
				if(troughbar[bar] > troughbar[bar-1])
					lasttrough[bar] = troughbar[bar-1];
				else
					lasttrough[bar] = lasttrough[bar-1];
			}

ChartPane paneMACD = CreatePane(75,true,true);
			PlotSeries(paneMACD,macd,Color.Maroon,LineStyle.Solid,2);
			PlotSeries(paneMACD,peak,Color.FromArgb(255,0,255,0),LineStyle.Solid,3);
			PlotSeries(paneMACD,trough,Color.FromArgb(255,0,0,255),LineStyle.Solid,3);

ChartPane panePeakTroughBar1 = CreatePane(40,true,true);
			PlotSeries(panePeakTroughBar1,troughbar,Color.Blue,LineStyle.Solid,2);
			PlotSeries(panePeakTroughBar1,lasttrough,Color.Red,LineStyle.Dotted,2);

for(int bar = GetTradingLoopStartBar(1); bar < Bars.Count; bar++)
			{
				//   int TB = troughbar[bar];
				//   int LB = lasttrough[bar];

if (IsLastPositionActive)
				{
					Position p = LastPosition;
					{
					//   if(   Low[TB] < Low[LB] )
					SellAtClose(bar, LastPosition, "");
				}

}
				else
				{
					if(macd[bar] > 0 && macd[bar] < 2 && macd[bar] > macd[bar-1])
					{
						BuyAtClose(bar, "");
					}
				}
			}
		}
	}
}[/code]

Eugene

3/21/2018 9:54 AM

QUOTE:
e.g. Having defined a dataseries "troughbar", I would have thought that I could then find the int at "bar" from this series

As per the WealthScript Programming Guide, a DataSeries is a series of floating point data values of type double. Consequently, each value in the series is double precision (14 to 15 significant digits). Which applies to the troughbar etc. as well. Consequently, if you wish to avoid the compile error you have to convert the value from double to integer. This can be done in a multitude of ways one of which is to cast them: