Using UCI (Universal Cycle Index0 Indicator in Code

Author: reavesje

Creation Date: 8/23/2008 11:54 AM

Wealth Lab » Technical Indicators » Using UCI (Universal Cycle Index0 Indicator in Code

reavesje

8/23/2008 11:54 AM

How do I add the Universal Cycle Index Indicator to WL5.1 strategy code? It cannot be selected in the code builder. The Wiki references a nonexistent UCI strategy script. The TASC Indicators Wiki allows only source code download. The UCI indicator can be dropped onto a chart but I do not know how to add it as an indicator that can be referenced in custom strategy code. I can add WealthLab.Indicators but not TASC Indicators. Can anyone provide an example of how to use the UCI or other TASC indicators in custom strategy code?

Cone

8/23/2008 12:11 PM

The Wiki shows the syntax to use in Strategy code. Sorry there's not an example for all of these yet, but using the Series method is essentially the same for all indicators.

I'm going to take a break from painting and whip up the May 2005 code for you...

Cone

8/23/2008 12:47 PM

And here you are -

CODE:
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And here you are -

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

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		protected override void Execute()
		{
			const int DVS_PER = 50; // Volatility Period
			const int CYC_PER = 25; // Uni. Cycle Period
			
			
			DataSeries hDVS = DVS.Series( Close, DVS_PER );			
			DataSeries hUCI = UCI.Series( Close, CYC_PER, DVS_PER );

/* Plotting */
			ChartPane uciPane = CreatePane(40, true, true);
			PlotSeries(uciPane, hUCI, Color.Red, LineStyle.Solid, 2);
			DrawHorzLine(uciPane, 50, Color.Black, LineStyle.Dotted, 1);
			DrawHorzLine(uciPane, -50, Color.Black, LineStyle.Dotted, 1);			
			ChartPane dvsPane = CreatePane(40, true, true);			
			PlotSeries(dvsPane, hDVS, Color.Blue, LineStyle.Solid, 2);
			
			/* Trading System  */
			int startBar = (int)Math.Round( Math.Max( 2 * DVS_PER, 1.5 * CYC_PER ) );
			if( startBar >= Bars.Count )
				DrawLabel(PricePane, "More bars required", Color.Red );
			double Stp = 0d;
			for(int bar = startBar; bar < Bars.Count; bar++)
			{
				if (IsLastPositionActive)
				{
					Position p = LastPosition;
					if( p.PositionType == PositionType.Long )
					{
						Stp = p.EntryPrice * ( 1 - hDVS[bar]/100 );
						if( Close[bar] < Stp || CrossUnder(bar, hUCI, 50 ) )
						{
							SellAtMarket(bar + 1, p, "1, Reverse");
							ShortAtMarket(bar + 1, "S, Reverse");
						}
					}
					else
					{
						Stp = p.EntryPrice * ( 1 + hDVS[bar]/100 );
						if( Close[bar] > Stp || CrossOver(bar, hUCI, -50 ) )
						{
							CoverAtMarket(bar + 1, p, "2, Reverse");
							BuyAtMarket(bar + 1, "L, Reverse");
						}						
					}	
					DrawCircle(PricePane, 4, bar, Stp, Color.Maroon, Color.Transparent, LineStyle.Solid, 1, true);
				}
				else if( CrossOver(bar, hUCI, -50) )
					BuyAtMarket(bar + 1, "L");
				else if( CrossUnder(bar, hUCI, 50) )
					ShortAtMarket(bar + 1, "S");
			}
		}
	}
}[/CODE]

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