indicator using different timeframe

Created at 10 Jan 2018, 20:14

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indicator using different timeframe
10 Jan 2018, 20:14

Hey guys.

I have created an indicator. I want Open (2h timeframe) and Close 2h timeframe) lines to be outlined on 1h chart. So here's what I did:

using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;
namespace cAlgo.Indicators
{
    [Indicator("High Minus Low", IsOverlay = true, TimeZone = TimeZones.UTC, AutoRescale = false, AccessRights = AccessRights.None)]
    public class HighMinusLow : Indicator
    {
        [Output("Main", Color = Colors.Orange)]
        public IndicatorDataSeries Result { get; set; }

        [Parameter(DefaultValue = 14)]
        public int Periods { get; set; }

        [Output("Upper", Color = Colors.Aquamarine)]
        public IndicatorDataSeries Upper { get; set; }

        [Output("Lower", Color = Colors.Aquamarine)]
        public IndicatorDataSeries Lower { get; set; }

        private MarketSeries h2;


        protected override void Initialize()
        {
            h2 = MarketData.GetSeries(TimeFrame.Hour2);
            //ma5 = Indicators.MovingAverage(h2.Close Period, MovingAverageType.Triangular);
        }

        public override void Calculate(int index)
        {

            double open = h2.Open[index - 1];
            double close = h2.Close[index - 1];

            Upper[index] = open;
            Lower[index] = close;
          
        }
    }
}

---

No errors. However when I add an EURUSD instance the the indicator in my cAlgo, those lines show up for like a second or two and the vanish.

What am I doing wrong?

Thanks.

@irmscher9

Replies

irmscher9
10 Jan 2018, 21:21

Ok, when I'm using

double open = MarketSeries.Open[index - 1];
double close = MarketSeries.Close[index - 1];

It works just fine.

Does that mean it's NOT possible to use a different timeframe data in indicators?

@irmscher9

PanagiotisCharalampous
11 Jan 2018, 10:11

Hi irmscher9,

Can you please try the version below and let me know if it works for you?

using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;
namespace cAlgo.Indicators
{
    [Indicator("High Minus Low", IsOverlay = true, TimeZone = TimeZones.UTC, AutoRescale = false, AccessRights = AccessRights.None)]
    public class HighMinusLow : Indicator
    {
        [Output("Main", Color = Colors.Orange)]
        public IndicatorDataSeries Result { get; set; }

        [Parameter(DefaultValue = 14)]
        public int Periods { get; set; }

        [Output("Upper", Color = Colors.Aquamarine)]
        public IndicatorDataSeries Upper { get; set; }

        [Output("Lower", Color = Colors.Aquamarine)]
        public IndicatorDataSeries Lower { get; set; }

        private MarketSeries h2;


        protected override void Initialize()
        {
            h2 = MarketData.GetSeries(TimeFrame.Hour2);
            //ma5 = Indicators.MovingAverage(h2.Close Period, MovingAverageType.Triangular);
        }

        public override void Calculate(int index)
        {
            double open = h2.Open[h2.OpenTime.GetIndexByExactTime(MarketSeries.OpenTime[index])];
            double close = h2.Close[h2.OpenTime.GetIndexByExactTime(MarketSeries.OpenTime[index])];

            Upper[index] = open;
            Lower[index] = close;
        }
    }
}

Best Regards,

Panagiotis

@PanagiotisCharalampous

irmscher9
11 Jan 2018, 13:40

Hey Panagiotis,

Yes, it works better. Thanks.

Could you please explain what these things:

[h2.OpenTime.GetIndexByExactTime(MarketSeries.OpenTime[index])]

Thanks a lot!

@irmscher9

PanagiotisCharalampous
11 Jan 2018, 14:58

Hi irmscher9,

The problem with your indicator was that you were not using the correct indexes for the h2 series. The GetIndexByExactTime() function allows you to get the index for a specified MarketSeries based purely on time, which is a common reference between MarketSeries of different timeframes. Let me know if my explanation helps you.

Best Regards,

Panagiotis

@PanagiotisCharalampous

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