To get myself at the right track from the beginning, I've a couple of questions.
I'm trying to translate an .ELD file from Tradestation, this .ELD uses a function called XAverageOrig, take a look here:
inputs:
Price(numericseries),
Length(numericsimple);{ this input assumed to be a constant >= 1 }
variables:
SmoothingFactor(1/Length);
ifCurrentBar=1then
XAverageOrig=Price
else
XAverageOrig=XAverageOrig[1]+SmoothingFactor*(Price-XAverageOrig[1]);
I'm a little confused, should I code it as an indicator ie. like SMA or should it be a custom method? I did try to program it as a method:
publicdouble XAverageOrig(IDataSeries price, int length)
{
double smoothingFactor = 1/length;
if (CurrentBar == 1)
return price[0];
else
return XAverageOrig(price, length) + smoothingFactor * (price[0] - XAverageOrig(price, length));
}
But as I feared it behaved like a recursion and killed my CPU
Any help?
Kind regards
Januson
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