Shift DataSeries forward and back

sofia

#1

1/5/2014 3:52 PM

Hello,

Would like to know if "<<" can be used to stop the signal for given bar numbers.

Example,

similar to

The trigger will not be in real time, but when it does trigger after certain time, the trend has already begun.

What will be the value of highB[bar] at given time. Would it be "0" or "1" or undefined.

Thanks,

Sofia

Eugene

#2

1/5/2014 4:11 PM

I don't see any connection between stopping some signal and making future data available on past bars by shifting the DataSeries back. Let's rephrase the question: what do you mean by "stop the signal for given bar numbers", precisely? Chances are, something else might do rather than the offset operators.

Check it out for yourself with PrintDebug.

sofia

#3

1/8/2014 9:50 PM

I want to mask my dataseries with binary pattern series,

I thought, using "<<" operator would do, but "<<" is not a correct method, because we cannot process data that does not exist.

Is there any other way to generate a binary series?

Thanks.

Eugene

#4

1/9/2014 1:17 AM

Both ! and && operators apply to boolean values, and DataSeries contain double values. Could you tell me rather what are you trying to accomplish with this, illustrating it with real example code? Like I said above, if you show where and how you need to "stop the signal for given bar numbers", we might suggest a working design pattern for that.

sofia

#5

1/9/2014 11:41 PM

Ok, here is an example .

Thanks,

Sofia

Size:

Color:

Ok, here is an example .
[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()
		{
	
			//Create binary file, or masking file
			DataSeries binseries = new DataSeries(Bars, "binseries Series");
			
			DataSeries sampleseries = new DataSeries(Bars, "sample Series");
			
			//Create input data file
			DataSeries myseries = SMA.Series( Close, 5 );
		
			/* binSeries contain a binary repitative pattern or sampling frequency, in this case 011.
			I need to know how to generate this binary file, as DataSeries is of type 
			float and I cannot use binary operators on the data. I am generating 
            binary file manually  for first 60 bars.*/
			binseries[0] =0;
			binseries[1] =1;
			binseries[2] =1;
		
			binseries[3] =0;
			binseries[4] =1;
			binseries[5] =1;
			
			binseries[6] =0;
			binseries[7] =1;
			binseries[8] =1;
			
			binseries[9] =0;
			binseries[10] =1;
			binseries[11] =1;
			
			binseries[12] =0;
			binseries[13] =1;
			binseries[14] =1;
			
			binseries[15] =0;
			binseries[16] =1;
			binseries[17] =1;
			
			binseries[18] =0;
			binseries[19] =1;
			binseries[20] =1;
			
			binseries[21] =0;
			binseries[22] =1;
			binseries[23] =1;

binseries[24] =0;
			binseries[25] =1;
			binseries[26] =1;
			
			binseries[27] =0;
			binseries[28] =1;
			binseries[29] =1;
			
			binseries[30] =0;
			binseries[31] =1;
			binseries[32] =1;
			
			binseries[33] =0;
			binseries[34] =1;
			binseries[35] =1;
			
			binseries[36] =0;
			binseries[37] =1;
			binseries[38] =1;
			
			
			binseries[39] =0;
			binseries[40] =1;
			binseries[41] =1;
			
			binseries[42] =0;
			binseries[43] =1;
			binseries[44] =1;
			
			binseries[45] =0;
			binseries[46] =1;
			binseries[47] =1;
			
			binseries[48] =0;
			binseries[49] =1;
			binseries[50] =1;
			
			binseries[51] =0;
			binseries[52] =1;
			binseries[53] =1;
			
			binseries[54] =0;
			binseries[55] =1;
			binseries[56] =1;
			
			binseries[57] =0;
			binseries[58] =1;
			binseries[59] =1;
			
			
			
			
			//	ChartPane binpane = CreatePane(75,true,true);
			//	PlotSeries(pane1,PPO.Series(Close,60,5),Color.DarkRed,LineStyle.Histogram,2);
			
			for(int bar = 0; bar < Bars.Count; bar++)
			{
			
	
				if(binseries[bar] == 1)
				{
					if(Close[bar] > myseries[bar])
						sampleseries[bar] = Highest.Series(High,5)[bar];
					else
						sampleseries[bar] = Lowest.Series(Low,5)[bar];
				}	
					
				else	if(binseries[bar] == 0)
				{
					sampleseries[bar] = Close[bar];
				}

}  
			
			
			
			
			PlotSeries(PricePane, sampleseries, Color.Green, LineStyle.Solid, 4);
			
			
			
			for(int bar = 20; bar < Bars.Count; bar++)
			{
			
			
				// trading
				if (IsLastPositionActive)
				{
					Position p = LastPosition;
					if( (sampleseries[bar] < Close[bar]) )
						SellAtMarket(bar + 1, p);
               
				}
				else if (sampleseries[bar] > Close[bar])
				{
					BuyAtMarket(bar + 1);
				}
			}
         
		
		}
	}
}

[/code]

Thanks,

Sofia

Eugene

#6

1/10/2014 12:33 AM

OK, since there seems to be a disconnect between us let's rephrase. I'm not proposing to help you build any "binary series". It makes no sense to me. What I'm trying to do is to understand the purpose of its application to your real task. What your task is in plain English, precisely, without referring to any "binary series" or shift operators? What kind of trade signal are you trying to stop for given bar numbers? Please clarify this.

sofia

#7

1/28/2014 6:23 PM

Sorry for the confusion. I want to use the signal in the future using "<<" shift .
Would like to know if this.

is same as

I am trying to code following condition.

Thanks,

Sofia

Eugene

#8

1/29/2014 1:26 AM

You're right, these are different styles of building the same DataSeries.

Cone

#9

1/29/2014 3:47 AM

Sophia (and anyone else reading this), you do know that shifting data to the left (from the future to the past) using the << operator is peeking, right?

The only valid shift is to take data in the past and shift it to the right using the >> operation.

sofia

#10

6/18/2014 9:20 PM

Hello Another question regarding shift Operator.

Is this

same as

Thanks,

Sofia

Eugene

#11

6/19/2014 1:55 AM

Of course they are not. And you can make sure of that by plotting them, aren't you?

In the 1st fragment, you shift the series on 30-minute scale. On the 2nd, the compressed series are being shifed one bar forward on the chart's native scale (which can be as small as 1-minute).

sofia

#12

11/1/2014 12:26 AM

Hello,

Another question regarding shift signal to left i.e shift using " << " operator.
Is it possible to capture data into separate dataseries for future use at that particular instance whatever the value is.
It might change in the future because of peeking, but is it possible to save the instantaneous value.

Does the dataseries "datap" store the instantaneous values ?

Thanks,

Sofia

Eugene

#13

11/1/2014 2:28 AM

Although it doesn't make sense to me to copy one series into another (at least in this context), but have you tried using PrintDebug or PlotSeries to answer your own question? In Wealth-Lab, strike F11 key and start typing in the first characters to find out more. Hope that helps.

innertrader

#14

3/29/2020 7:26 PM

@Cone (ref. #9 above)

Your post fixed helped me fix the problem I was having. I understand what you are saying, practically. Does that mean that in my code below (you;ll see where I modified to follow your post) I am actually shifting DS sp500LastYear one year forward, **instead of** what I thought I was doing originally: shifting DS sp500Today one year back? In other words the >> and << operators are manipulating the new DS being created, not the data in the one it was derived from?