10 weeks MA

[sniper29a]

Hi there,

I am attempting to make a script for 10 weeks moving average of friday close developed by Larry Williams. I made script based on NinjaTrader SMA Indicator, but it seems doesn't work.

Here is modified piece of code:

protected override void OnBarUpdate()
{
if (CurrentBar == 0 && Time[0].DayOfWeek == DayOfWeek.Friday)
Value.Set(Input[0]);
else
if (Time[0].DayOfWeek == DayOfWeek.Friday)
{
double last = Value[1] * Math.Min(CurrentBar, Period);

if (CurrentBar >= Period)
Value.Set((last + Input[0] - Input[Period]) / Math.Min(CurrentBar, Period));

else
Value.Set((last + Input[0]) / (Math.Min(CurrentBar, Period) + 1));

}

I want filter out only friday's Close for 10 weeks and plot solid line into chart.

Please, could you help me guys.

regards

sniper29a

[NinjaTrader_Ray]

Not sure how it should look but your code looks like you only set a value if its Friday which would mean that other days, you will have draw nothing in your chart. If you want to calculate a value on on Friday and plot this value up until next Thursday, you would need to store the Friday calculation in a variable.

logic:

if (Friday)
fridayValue = some calculation

Value.Set(fridayValue)

[sniper29a]

Hi Ray,

thanks for reply.

All I need is indicator which uses ONLY friday close and plot only solid line based on friday close. Rest of days must be not counted.

Indeed, indicator doesn't plot anything yet. All I have seen is sometimes price tag (possibly on friday), but no solid line.

Is it even possible to program script like that?

sniper29a

[NinjaTrader_Ray]

My code concept will do that, a solid line for each week based on the prior friday's calculation.

[sniper29a]

I tried following to find out if simple friday close shows:

if (CurrentBar == 0 && Time[0].DayOfWeek == DayOfWeek.Friday)
{
double FridayValue = Close[0];
Value.Set(FridayValue);
}

else
if (Time[0].DayOfWeek == DayOfWeek.Friday)
{
double FridayValue = Close[0];
Value.Set(FridayValue);

Unfortunatelly, It doesn't plot anything. Do I miss something? I am new with NinjaTrader. I may have not enough knowledge with your programming language...thanks

Could you post your code you would use, please?

[NinjaTrader_Ben]

Hello,


Thank you for your post.

I will test this and reply to your post with recommendations later this afternoon.

[NinjaTrader_Ray]

Try something like this:

Under the variables section:

double fridayValue = 0;

then in OnBarUpdate():

if (Time[0].DayOfWeek == DayOfWeek.Friday)
    fridayValue = Close[0];

if (fridayValue > 0)
    Value.Set(fridayValue);

[sniper29a]

thanks for reply. It works, but second branching doesn't filter out only fridays. once I put in something like that

if (FridayValue > 0 && Time[0].DayOfWeek == DayOfWeek.Friday)

or

if ((FridayValue > 0) && (Time[0].DayOfWeek == DayOfWeek.Friday))

It stops to work again. Why It suppose to be friday > 0 AND Friday. Isn't it?

[NinjaTrader_Ray]

Welcome to the world of debugging...You will have to take a closer look at your code to see why it does not work as expected.

[sniper29a]

I love this world, but I am lost.

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Gui.Chart;
#endregion

// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
    /// <summary>
    /// Larryho 10-ti tydenni MA patecnich close
    /// </summary>
    [Description("Larryho 10-ti tydenni MA patecnich close")]
    public class TWMA : Indicator
    {
        #region Variables
        private int        period    = 10;
        private double    FridayValue = 0;
        #endregion

        /// <summary>
        /// This method is used to configure the indicator and is called once before any bar data is loaded.
        /// </summary>
        protected override void Initialize()
        {
            Add(new Plot(Color.Blue, "TWMA"));
            
            Overlay    = true;            
            PriceTypeSupported    = true;
        }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            if (Time[0].DayOfWeek == DayOfWeek.Friday)
                FridayValue = Close[0];
            
            [B]if (FridayValue > 0 && Time[0].DayOfWeek == DayOfWeek.Friday) //doesn't work???? [/B]
                    {
                        Value.Set(FridayValue);
                        //double last = Value[1] * Math.Min(CurrentBar, Period);
                        
                        //if (CurrentBar >= Period)
                        //    Value.Set((last + Input[0] - Input[Period]) / Math.Min(CurrentBar, Period));
                        
                        //else
                        //    Value.Set((last + Input[0]) / (Math.Min(CurrentBar, Period) + 1));
            
                    }
        }

        #region Properties
        /// <summary>
        /// </summary>
        //[Description("Numbers of bars used for calculations")]
        //[Category("Parameters")]
        public int Period
        {
            get { return period; }
            set { period = Math.Max(1, value); }
        }
        #endregion
    }
}

#region NinjaScript generated code. Neither change nor remove.
// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
    public partial class Indicator : IndicatorBase
    {
        private TWMA[] cacheTWMA = null;

        private static TWMA checkTWMA = new TWMA();

        /// <summary>
        /// Larryho 10-ti tydenni MA patecnich close
        /// </summary>
        /// <returns></returns>
        public TWMA TWMA()
        {
            return TWMA(Input);
        }

        /// <summary>
        /// Larryho 10-ti tydenni MA patecnich close
        /// </summary>
        /// <returns></returns>
        public TWMA TWMA(Data.IDataSeries input)
        {

            if (cacheTWMA != null)
                for (int idx = 0; idx < cacheTWMA.Length; idx++)
                    if (cacheTWMA[idx].EqualsInput(input))
                        return cacheTWMA[idx];

            TWMA indicator = new TWMA();
            indicator.BarsRequired = BarsRequired;
            indicator.CalculateOnBarClose = CalculateOnBarClose;
            indicator.Input = input;
            indicator.SetUp();

            TWMA[] tmp = new TWMA[cacheTWMA == null ? 1 : cacheTWMA.Length + 1];
            if (cacheTWMA != null)
                cacheTWMA.CopyTo(tmp, 0);
            tmp[tmp.Length - 1] = indicator;
            cacheTWMA = tmp;
            Indicators.Add(indicator);

            return indicator;
        }

    }
}

// This namespace holds all market analyzer column definitions and is required. Do not change it.
namespace NinjaTrader.MarketAnalyzer
{
    public partial class Column : ColumnBase
    {
        /// <summary>
        /// Larryho 10-ti tydenni MA patecnich close
        /// </summary>
        /// <returns></returns>
        [Gui.Design.WizardCondition("Indicator")]
        public Indicator.TWMA TWMA()
        {
            return _indicator.TWMA(Input);
        }

        /// <summary>
        /// Larryho 10-ti tydenni MA patecnich close
        /// </summary>
        /// <returns></returns>
        public Indicator.TWMA TWMA(Data.IDataSeries input)
        {
            return _indicator.TWMA(input);
        }

    }
}

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
    public partial class Strategy : StrategyBase
    {
        /// <summary>
        /// Larryho 10-ti tydenni MA patecnich close
        /// </summary>
        /// <returns></returns>
        [Gui.Design.WizardCondition("Indicator")]
        public Indicator.TWMA TWMA()
        {
            return _indicator.TWMA(Input);
        }

        /// <summary>
        /// Larryho 10-ti tydenni MA patecnich close
        /// </summary>
        /// <returns></returns>
        public Indicator.TWMA TWMA(Data.IDataSeries input)
        {
            if (InInitialize && input == null)
                throw new ArgumentException("You only can access an indicator with the default input/bar series from within the 'Initialize()' method");

            return _indicator.TWMA(input);
        }

    }
}
#endregion

As I have written early. If I use one criteria, it works. Once I put condition AND condition. it doesn't work, so tell me what can I debug?

[NinjaTrader_Ray]

The condition you put in then does not match your desired outcome. This is a logic issue, you need to re-think it. The code is doing what you tell it to do.

Sorry I can't be of more help.

[sniper29a]

I possibly misunderstood concept of barupdate. It is called every bar. So if condition doesn't mach it just skip to next bar then?

I require:

only friday close for 10 weeks

so it is impossible then. If I filter out only fridays, it will not plot line between because there is gap betwen friday to friday.

Is it right?

I suppose that I could plot line on friday-to-friday basis, but it doesn't work then...

thanks for patience guys

[NinjaTrader_Ray]

That is correct.

[sniper29a]

Ok thanks, I stopped to hunt holy grail