Good morning,
I have a little problem there.
I would like work with data from two different time interval.
for example, BTC (1 day time interval) and BTC (4 hour time interval) chart.
The main time interval is the 4 hour. The value "HA_C", this is the close value of "BTC 1 Day".
The "close BTC 1 Day time interval" value displayed correct in the 4 hour chart.
But the value "test" with a simple arithmetic problem differs greatly and is wrong.
You can test this as follows:
Loads the strategy in "BTC", time interval "1 Day",
note from one day the "BTC Close" value and the "test" value.
Then switch to "BTC" 4 hour time interval.
You will see, that the "HA_C Close" from the 1 hour time interval is the correct value,
but the "test" value is displayed incorrectly.
Why is the "test" value after a calculation incorrectly, although the "Close" value is correct ???
I have find out, that the problem is the "ta.ema (source, length)" function. Can someone give me a formula, that calculates the same value as the "ta.ema (source, length)" function.
**// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © flashpit
//#version=5
strategy("TEST", process_orders_on_close=true, overlay=true, calc_on_every_tick=true, pyramiding=30)
varip test = 0.0
HA_Symbol = ticker.heikinashi("BINANCE:BTCUSDT")
HA_C = request.security(HA_Symbol, "1D", close)
test:= ta.ema(HA_C, 7) * 1.05
plot (HA_C)
plot (test)**
I have finde the correct code. Here is it:
c2_1D = request.security(ticker.heikinashi('BINANCE:BTCUSDT'), "1D", t3_D (close, T3Length_1D, T3FactorCalc_1D))
It is due to the context you have called the ema function. If your chart is H4 and you perform your test calculation in the global scope, it is using 7 x H4 bars of HA_C. On BTCUSDT, over the last 7 H4 bars, it would have been 7 bars made up of multiples of only 2 daily values, hence the incorrect result.
When you change the chart to D1, it shows the correct result because now the global context of the script is now operating in the same timeframe as the security call.
If you want the correct value from the ema using 7 x 1D bars it has to be done within the context of the security call. For example :
test = request.security(ticker.heikinashi("BINANCE:BTCUSDT"), "D", ta.ema(close, 7))
If you need to perform multiple operations using the same ticker, you can also wrap them in a function and just pass the one function to a single security call. For example, this will return the daily close and the daily ema 7 :
f_ema_and_close(_src, _len) =>
_ema = ta.ema(_src, _len)
[_src, _ema]
[D1_close, D1_ema7] = request.security(ticker.heikinashi("BINANCE:BTCUSDT"), "D", f_ema_and_close(close, 7))
plot(D1_close, color = color.yellow)
plot(D1_ema7, color = color.red)
Related
I am trying to search figure out how to search for a pattern within a range of timeframes. Obviously, it is likely that the pattern would occur several times based on the timeframes, that’s why I’m particularly interested in the largest number of times it repeats.
To explain what I’m trying to achieve further, say I am searching for a pattern from 2 hour to 15 minute chart and I find it on the 2 hour chart, then I drill into the next timeframe 1 hour, and I end up with two of the patterns on the 1 hour chart, I’ll continue to the 30 minute (in both 1 hour patterns) and to 15 minutes till I get the largest time it occurs.
I believe that a method that returns the next lower timeframe would be needed. I’ve been able to write that, see code below. I would really appreciate some help.
ENUM_TIMEFRAMES findLowerTimeframe(ENUM_TIMEFRAMES timePeriod)
{
int timeFrames[5] = {15, 20, 30, 60, 120};
int TFIndex=ArrayBsearch(timeFrames, (int)timePeriod);
return((ENUM_TIMEFRAMES) timeFrames[TFIndex - 1]);
}
EDIT
I didn't add the specific candlestick pattern because I believe it isn't the most important part of my problem. The crux of the question is how to search for a pattern on several consecutive timeframes to find the largest number of times it occurs within the range of times.
const ENUM_TIMEFRAMES DEFAULT_TIMEFRAMES[5] = {PERIOD_M15, PERIOD_M20, PERIOD_M30, PERIOD_H1, PERIOD_H2};
ENUM_TIMEFRAMES findLowerTimeframe(ENUM_TIMEFRAMES timePeriod)
{
int TFIndex=ArrayBsearch(DEFAULT_TIMEFRAMES,timePeriod);
return(TFIndex>0 ? timeFrames[TFIndex - 1] : PERIOD_CURRENT);
}
I have a Text box Infopath that displays the current time using this function:
(substring-after(now(), "T")
I also have a Drop-Down list called "Location" that has the following values:
1.Boston
2.India
3.London
I want to modify this function to set the current time to always display the current time in Boston whether the user is from India or London.
I believe that inputting an If Statement that follows these conditions:
If Location (Drop down list) = "London" - Then use (substring-after(now(), "T") subtracted by 5 hours.
If Location (Drop down list) = "India" - Then use (substring-after(now(), "T") subtracted by 11 hours.
If Location (Drop down list) = "Boston" - Then use (substring-after(now(), "T").
I'm relatively new to Xpath and require assistance.
The easiest way is to subtract the hours before ripping the time off the end with substring.
substring-after(addSeconds(now(), -3600 * 5), "T")
WARNING: Remember the current time (now()) is calculated from the LOCAL machine. So if a person in London opens the form they will already be at London time and then your code will subtract 5 hours on top of that - making it incorrect.
I have a bunch of values, for example: [1,2,14,51,100,103,107,110,300,505,1034].
And I have a pattern values, for example [1,10,20,100,500,1000].
I need to get the best 'suitable' value FROM pattern. In my example it is 100. How can I detect this value?
Example from life. The app has a bunch of distances between user position and some objects. The app also has a preset filter by distance: [1 meter, 10 meters, 20 meters, 100 meters]. I heed to set the filter by default not just to the first value (1 meter in my example), but to the value which match the bunch of distances the best way(100 meter in my example). I need to detect one value.
Thank you for help and any ideas.
I would say create a function like this (this is not real code) :
var ratio1 = 0.66
var ratio2 = 1.5
function Score(currentPatternValue, arrayOfValues)
{
count = 0
for each value in arrayOfValues <br>
if value > ratio1 * currentPatternValue AND value < ratio2 * currentPatternValue<br>
count++<br>
return count
}
then you run this for each value in your pattern values and pick the one with the highest score returned from that function
I have a question,
In Matlab, I have a vector of 20 years of daily data (X) and a vector of the relevant dates (DATES). In order to find the mean value of the daily data per year, I use the following script:
A = fints(DATES,X); %convert to financial time series
B = toannual(A,'CalcMethod', 'SimpAvg'); %calculate average value per year
C = fts2mat(B); %Convert fts object to vector
C is a vector of 20 values. showing the average value of the daily data for each of the 20 years. So far, so good.. Now I am trying to do the same thing but instead of calculating mean values annually, i need to calculate std annually but it seems there is not such an option with function "toannual".
Any ideas on how to do this?
THANK YOU IN ADVANCE
I'm assuming that X is the financial information and it is an even distribution across each year. You'll have to modify this if that isn't the case. Just to clarify, by even distribution, I mean that if there are 20 years and X has 200 values, each year has 10 values to it.
You should be able to do something like this:
num_years = length(C);
span_size = length(X)/num_years;
for n = 0:num_years-1
std_dev(n+1,1) = std(X(1+(n*span_size):(n+1)*span_size));
end
The idea is that you simply pass the date for the given year (the day to day values) into matlab's standard deviation function. That will return the std-dev for that year. std_dev should be a column vector that correlates 1:1 with your C vector of yearly averages.
unique_Dates = unique(DATES) %This should return a vector of 20 elements since you have 20 years.
std_dev = zeros(size(unique_Dates)); %Just pre allocating the standard deviation vector.
for n = 1:length(unique_Dates)
std_dev(n) = std(X(DATES==unique_Dates(n)));
end
Now this is assuming that your DATES matrix is passable to the unique function and that it will return the expected list of dates. If you have the dates in a numeric form I know this will work, I'm just concerned about the dates being in a string form.
In the event they are in a string form you can look at using regexp to parse the information and replace matching dates with a numeric identifier and use the above code. Or you can take the basic theory behind this and adapt it to what works best for you!
I have 2 independent but contiguous date ranges. The first range is the start and end date for a project. Lets say start = 3/21/10 and end = 5/16/10. The second range is a month boundary (say 3/1/10 to 3/31/10, 4/1/10 to 4/30/10, etc.) I need to figure out how many days in each month fall into the first range.
The answer to my example above is March = 10, April = 30, May = 16.
I am trying to figure out an excel formula or VBA function that will give me this value.
Any thoughts on an algorithm for this? I feel it should be rather easy but I can't seem to figure it out.
I have a formula which will return TRUE/FALSE if ANY part of the month range is within the project start/end but not the number of days. That function is below.
return month_start <= project_end And month_end >= project_start
Think it figured it out.
=MAX( MIN(project_end, month_end) - MAX(project_start,month_start) + 1 , 0 )