Struggling with coding on cAlgo

LSR2412
22 Oct 2015, 17:43

I am not expert..but histogram is plotted by AminusBhist data...which is not existing

AminusBhist must be equal to something..in order to be plotted

LSR2412
22 Oct 2015, 17:45

try this

  delta0avg = ask0avgline - bid0avgline; 

AminusBhist = delta0avg

strugglingwithc
22 Oct 2015, 18:20

Appreciate you trying to help me out. I did try them both out during my numerous attempts. There is more to it i.e. adding data to the 'indicatordataseries' type is different than a 'double' character type which is what the result of 'ask0avgline-bidoavgline' will give. I have not figured this out. In most of the examples  -  an 'index' is used and I do not understand how.

Spotware
22 Oct 2015, 20:32

Dear Trader,

Please have a look at our Indicators Guides.

For your information the index parameter, represents each bar, ranging from 0 up to the current (last) bar. 

LSR2412
23 Oct 2015, 09:07

it works!!! :)

using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;

namespace cAlgo
{
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class test : Indicator
    {

        [Output("AskVol-BidVol Hist", Color = Colors.Blue, PlotType = PlotType.Histogram, Thickness = 2)]
        public IndicatorDataSeries AminusBhist { get; set; }
        [Output("AskVol-BidVol Line", Color = Colors.Yellow, Thickness = 1)]
        public IndicatorDataSeries Result { get; set; }





        public MarketDepth _marketDepth;

        public double bid0avg = 0;
        public double ask0avg = 0;
        public double bid0avgline = 0;
        public double ask0avgline = 0;

        public double delta0avg = 0;
        public double tobBcount = 0;


        public double bid0 = 0;
        public double ask0 = 0;
        public double bid0total = 0;
        public double ask0total = 0;
        public double avgcount = 0;

        public double tobA = 0;
        public double tobB = 0;


        public double curtobA = 0;
        public double prevtobA = 0;

        public double curtobB = 0;
        public double prevtobB = 0;

        protected override void Initialize()
        {
            //  Get Market Depth
            _marketDepth = MarketData.GetMarketDepth(Symbol);
            // subscribe to event Updated
            _marketDepth.Updated += MarketDepthUpdated;
        }

        void MarketDepthUpdated()
        {

            foreach (var entry in _marketDepth.AskEntries)
            {
                tobA = _marketDepth.AskEntries[0].Volume;

//trying to get the top of the book data into the variable
            }


            foreach (var entry in _marketDepth.AskEntries)
            {
                tobB = _marketDepth.BidEntries[0].Volume;
            }



            curtobB = tobB;

            curtobA = tobA;

            if ((curtobB - prevtobB != 0) || (curtobA - prevtobA != 0))
            {

                avgcount = avgcount + 1;

                bid0 = curtobB;

                ask0 = curtobA;



                bid0total += bid0;

                ask0total += ask0;


                bid0avg = bid0total / avgcount;

                ask0avg = ask0total / avgcount;



                ask0avgline += ask0avg;
                bid0avgline += bid0avg;

// tyring to get the value of 'delta0avg' on to the histogram
                delta0avg = ask0avgline - bid0avgline;


            }
            prevtobB = curtobB;
            prevtobA = curtobA;

        }




        public override void Calculate(int index)
        {
            AminusBhist[index] = delta0avg;
        }
    }
}

LSR2412
23 Oct 2015, 09:31

this is cTrader example for market depth

hope this helps

using cAlgo.API;
namespace cAlgo.Indicators
{
    [Indicator()]
    public class Level2 : Indicator
    {
        [Output("BidEntries", Color = Colors.Red, PlotType = PlotType.Histogram, Thickness = 5)]
        public IndicatorDataSeries BidResult { get; set; }
        [Output("AskEntries", Color = Colors.Blue, PlotType = PlotType.Histogram, Thickness = 5)]
        public IndicatorDataSeries AskResult { get; set; }
        MarketDepth GBPUSD;
        private int _askNo;
        private int _bidNo;
        protected override void Initialize()
        {
            GBPUSD = MarketData.GetMarketDepth(Symbol);
            GBPUSD.Updated += OnGbpUsdUpdated;
        }
        void OnGbpUsdUpdated()
        {
            _askNo = 0;
            _bidNo = 0;
            var index = MarketSeries.Close.Count - 1;
            for (var i = 0; i < GBPUSD.AskEntries.Count; i++)
                AskResult[index - i] = double.NaN;
            foreach (var entry in GBPUSD.AskEntries)
            {
                AskResult[index - _askNo] = (-1) * entry.Volume;
                _askNo++;
            }
            for (var i = 0; i < GBPUSD.BidEntries.Count; i++)
                BidResult[index - i] = double.NaN;
            foreach (var entry in GBPUSD.BidEntries)
            {
                BidResult[index - _bidNo] = entry.Volume;
                _bidNo++;
            }
        }
        public override void Calculate(int index)
        {
        }
    }
}

strugglingwithc
27 Oct 2015, 16:52

Thanks a lot Hjozan and spotware :)