Please help me with an arraylist part.

[mailonline38]

Hi All,

I am trying to create an indicator for NT7 from the logic as below:

lenF = 12; // amount of bars used as sample to calculate fast moving average

lenS = 26; // amount of bars used as sample to calculate slow moving average

lenT = 9; // amount of bars used to calculate signal for VPCI

mult = 2.0;


// Functions

PriceFun(VPC,VPR,VM,src) => //function calculating stop-loss step in relation with Volume and minimal price

VPCI=VPC*VPR*VM

lenV = if VPC <0
int(round(abs(VPCI-3)))
else if VPC>=0
round(VPCI+3)
else
1

VPCc = if (VPC > -1 and VPC <0)
-1
else if (VPC < 1 and VPC >= 0)
1
else
VPC

Price=0.0
for i=0 to lenV - 1
Price = Price+(src[i]*1/VPCc[i]*1/VPR[i])
PriceV=Price/lenV/100

PriceV

// Calculations

VWmaS = vwma(Close, lenS) // Fast volume weighted moving average
VWmaF = vwma(Close, lenF) // Slow volume weighted moving average
AvgS = sma(Close, lenS) // Slow Volume average
AvgF = sma(Close, lenF) // Fast Volume average
VPC = VWmaS - AvgS // Volume-Price Confirmation/Contradication VPC+/-
VPR = VWmaF/AvgF // Volume-Price Ratio
VM = sma(volume,lenF)/sma(volume,lenS) // Volume Multipler
VPCI=VPC*VPR*VM // Volume-Price Confirmation indicator

DeV = mult*VPCI*VM // Deviation
StopLoss = sma(low - PriceFun(VPC,VPR,VM,low) + DeV , lenS)

But when I plotted the indicator kind of weird curve and far away from Price. Could anyone please take a look and point out what is wrong with it?

Any help will be appreciated !

[NinjaTrader_PaulH]

Hello mailonline38,

Thanks for your post.

I would suggest debugging your script by checking the values being generated at various stages in your script to ensure they are as expected. You can add print statements to your script to view the output of the values in the Tools>Ninjascript output window.

We will leave this topic open for any forum members who would like to assist.

[mailonline38]

Thanks for your reply. I will do as your suggestion.

Here is the code that I just added those Print statements and Output window as shown below.
Thanks for anyone could help.

[mailonline38]

Here is update file with better plot but the logic is still not correct. Any help?

[bltdavid]

I downloaded your script, took a good look at it, but decided not to continue.

Why?
Because, to me, right away, I am confused.

You are using CalculateOnBarClose=False, which means your OnBarUpdate
is being called for every tick -- so your two ArrayLists VPCc and VPRr are
going to become quite large.

Why? Because you are adding new elements to VPCc and VPRr each time
PriceFunc is called -- and PriceFunc is being called by OnBarUpdate on every
tick, because COBC=False. Thus, your ArrayLists will become huge over time.

Can you provide additional details on the intent of your logic?
Explain the purposes of your ArrayLists -- why are they needed?
Are they supposed to be caching values for every tick?

[mailonline38]

I downloaded your script, took a good look at it, but decided not to continue.

Why?
Because, to me, right away, I am confused.

You are using CalculateOnBarClose=False, which means your OnBarUpdate
is being called for every tick -- so your two ArrayLists VPCc and VPRr are
going to become quite large.

Why? Because you are adding new elements to VPCc and VPRr each time
PriceFunc is called -- and PriceFunc is being called by OnBarUpdate on every
tick, because COBC=False. Thus, your ArrayLists will become huge over time.

Can you provide additional details on the intent of your logic?
Explain the purposes of your ArrayLists -- why are they needed?
Are they supposed to be caching values for every tick?

Sorry making you confused about delete the old script due to my code is not right and missing the print statement as NinjaTrader_PaulH's suggestion above.

The logic is about array calculation:
Price=0.0
for i=0 to lenV - 1
Price = Price+(src[i]*1/VPCc[i]*1/VPR[i])

1. As you see, src[i], VPCc[i] and VPR[i] are all arrays.
If I am using array then I have to know the size of array. That's is why I am using arraylist.
Now, you are point it out that arraylist VPCc and VPRr are quite large. Thanks for that help.

Moreover, if I am using for i=0 to lenV-1 then it is not compile and have the error
"Error on calling 'OnBarUpdate' method for indicator 'StopLoss' on bar 26: You are accessing an index with a value that is invalid since its out of range. I.E. accessing a series [barsAgo] with a value of 5 when there are only 4 bars on the chart."

2. About CalculateOnBarClose=False, I want to see the indicator plot in realtime. You can set it into true but you have to wait until the current bar complete and move to the next bar appear. Now you can see the plot. It is normal.
"Are they supposed to be caching values for every tick?[/QUOTE]" - No, it is not need to catch everytick values.

3. About the Price problem, it makes the indicator plots off away of the price chart.

This is the first time for me to deal with array, now arraylist. Any help please.
Thanks bltdavid to dig deep into the problem and point it out.

[mailonline38]

Hi @bltdavid,
I am remember why I am using arraylist now, because Price = Price + (src[i] * (1/vpcc[i]) * (1/vpr[i])); causes the error CS0021
"Cannot apply indexing with[] to an expression of type "int"
"Cannot apply indexing with[] to an expression of type "double"
I am trying to put VPCc and VPR outside the function PriceFunc as your suggestion to avoid arraylist inside that function and the error CS0021 are coming back in
the StopLoss4.cs below. Any advise please.

[mailonline38]

OK. I bring everything inside the function to outside and take out the function but the errors are still the same CS0021.

[bltdavid]

[
1. As you see, src[i], VPCc[i] and VPR[i] are all arrays.
If I am using array then I have to know the size of array. That's is why I am using arraylist.
Now, you are point it out that arraylist VPCc and VPRr are quite large. Thanks for that help.

No.

src is not an array. It is a DataSeries. Big difference.

Whereas VPCc and VPRr are ArrayLists, and will contain as many
elements as there are ticks received (because COBC=F means OBU is
called once per tick), the src DataSeries is not anywhere near as big.

Why?
By definition, all DataSeries have the same number of elements as there
are bars on the charts -- this is by definition -- every DataSeries is said to
be "synced" to a bars series (usually the primary bars series) which is just
the bars on the chart.

Well, "synced to the primary bar series" means there is 1 element in the
DataSeries for each bar on the chart. Such a DataSeries grows at the
same exact rate as bars are added to the chart, regardless of COBC setting.

So, while your ArrayLists are the same size (and both huge), your src
DataSeries is much smaller, since it has the same number of elements
as bars on the chart. As time passes the disparity in size of the ArrayLists
vs the number of elements in the DataSeries increases greatly.

Are you aware of these differences?
src is absolutely not an array.
DataSeries != array.

Why does your logic need 1 DataSeries and 2 ArrayLists?

[bltdavid]

The logic is about array calculation:
Price=0.0
for i=0 to lenV - 1
Price = Price+(src[i]*1/VPCc[i]*1/VPR[i])

1. As you see, src[i], VPCc[i] and VPR[i] are all arrays.

See how 'i' is used as index for all three?

That still confuses me -- you're looping over recent bars with src[i],
but each element VPRr[i] and VPCc[i] is from a recent tick.

I still don't understand what you're trying to do.
Can you break down your logic more?
Where are these formulas coming from?
Book? Magazine article?

[mailonline38]

Are you aware of these differences?
src is absolutely not an array.
DataSeries != array.

Why does your logic need 1 DataSeries and 2 ArrayLists?

WoW, that is deep knowledge!
As you see in the post #1, the idea and the logic are from pine script (tradingview) and it looks so simple. But .....

Price=0.0
for i=0 to lenV - 1
Price = Price+(src[i]*1/VPCc[i]*1/VPR[i])

When I coded to this part, I can not get it compiled and gave the errors CS0021.
So I have trying by errors to make it compile, I got 1 DataSeries and 2 ArrayLists so far since I see [ ] and i I think they are arrays.
Now, you tell me that DataSeries != array. I see your point.

Therefore, I am trying to get rid off the function and DataSeries src. I got the indicator close to the price chart but its plot is not quite the same as tradingview chart. Thanks for that help.

If you see this logic and get error CS0021 then how you do you code in NT7. Please advise.

[bltdavid]

As you see in the post #1, the idea and the logic are from pine script (tradingview) ...

Huh? What?
There was no such background information in your post #1.

Do you have a link for the original tradingview pine script?

[mailonline38]

Huh? What?
There was no such background information in your post #1.

Do you have a link for the original tradingview pine script?

Here you go https://www.tradingview.com/script/GpvwlRQm. Thanks for asking.

[bltdavid]

Ok, I think I see where you've gone wrong.

Don't uses ArrayLists.
Everything should be DataSeries.

Stand by ... I'll set a 30 min timer and see how far I can get

[mailonline38]

Ok, I think I see where you've gone wrong.

Don't uses ArrayLists.
Everything should be DataSeries.

Stand by ... I'll set a 30 min timer and see how far I can get

Sure... I am reading about Series<double> now to avoid using ArrayLists. Thanks.