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Registered User
Joined: 8/19/2010
Posts: 40
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ok, so i am trying to convert my scanners from prorealtime to stockfinder, without any success.
logic is valid, worked before - so where is my programming error?
1) only do it on last bar = save cpu power
2) first for; calculate high(30) low(30) days
3) count touches of data to high and low, touches are only seperate with a retraction of 25%
4) pass when it touches at least one time (for testing purposes)
so this condition should be always true, why isnt it?
Dim TradingRange As Integer = 30
Dim Retraction As Integer = 0.25
Dim Fuzzy As Integer = 0.05
Dim High,Low As Single
Dim TouchHigh,TouchLow As Integer
Dim LastIsHigh,LastIsLow As Boolean
If isLastBar Then
For i As Integer = 0 To TradingRange
If Price.High(i) > High Then
High = Price.High(i)
End If
If Price.Low(i) < Low Then
Low = Price.Low(i)
End If
Next
For i As Integer = 0 To TradingRange
If (Price.High(i) < High * (1 + Fuzzy)) And (Price.High(i) > High * (1 - Fuzzy)) Then
If LastIsHigh Then
TouchHigh = TouchHigh + 1
End If
LastIsHigh = True
End If
If LastIsHigh And (Price.High(i) < High * (1 - Retraction)) Then
LastIsHigh = False
End If
If (Price.Low(i) < Low * (1 + Fuzzy)) And (Price.Low(i) > Low * (1 - Fuzzy)) Then
If LastIsLow Then
TouchLow = TouchLow + 1
End If
LastIsLow = True
End If
If LastIsLow And (Price.Low(i) > Low * (1 + Retraction)) Then
LastIsLow = False
End If
Next
If TouchLow > 1 Or TouchHigh > 1 Then
pass
End If
End If
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Registered User
Joined: 1/25/2005
Posts: 13
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Hi chrfialia76,
This one is fairly easy to fix. The reason that it's not calculation anything is because you have Dim'ed your Fuzzy and Retraction variables as Integer. They should be Single as you are using decimals. The way you have it they will be 0.
I don't completely understand everything you are doing but I do have a couple of other suggestions that might help:
#1) I don't think 'Low' is calculating a value. When you initialize it using the Dim statement it will start off with a value of 0 and you can't get any lower than that with price.
#2) The loop you use to calculate the high and low of the tradingrange can be replaced with the statement
High = Price.MaxHigh(Tradingrange)
Low = Price.MinLow(Tradingrange)
Now you can fix both #1 and #2 by using the following statements after the Dim statement for TradingRange:
Dim High as Single = Price.MaxHigh(TradingRange)
Dim Low as Single = Price.MinLow(TradingRange)
#3) To speed things up a bit you might want to calculate the fuzzy upper and lower limits outside the loop. If you decide to use the suggestion above for High and Low then you can add the follow Dim statements right after (also after the Dim statement for Fuzzy):
Dim FHighUpper As Single = High * (1 + Fuzzy)
Dim FHighLower As Single = High * (1 - Fuzzy)
Dim FLowUpper As Single = Low * (1 + Fuzzy)
Dim FHighLower As Single = Low * (1 - Fuzzy)
You might want to do this for the Retraction calculation.
I pasted below what your second loop would look like if you use the above suggestion. You may notice a few other minor things. The "AndAlso" statement is used to speed things up a fraction. It will not execute the remainder of the if statement if the first part is not true. Also, I assumed you only want to check 30 bars (tradingrange) therefore "i" should be from 0, which is the current bar, to 29 which is the 30th bar.
For i As Integer = 0 To TradingRange - 1
If Price.High(i) < HighFuzzyUpper AndAlso Price.High(i) > HighFuzzyLower Then
If LastIsHigh Then
TouchHigh = TouchHigh + 1
End If
LastIsHigh = True
End If
If LastIsHigh And (Price.High(i) < High * (1 - Retraction)) Then
LastIsHigh = False
End If
If Price.Low(i) < LowFuzzyUpper AndAlso Price.Low(i) > LowFuzzyLower Then
If LastIsLow Then
TouchLow = TouchLow + 1
End If
LastIsLow = True
End If
If LastIsLow And (Price.Low(i) > Low * (1 + Retraction)) Then
LastIsLow = False
End If
Next
Kind Regards,
Shawn
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Registered User
Joined: 8/19/2010
Posts: 40
|
Hi Shamilton.
that is awesome help, ty, solved my problem.
the 0.25 as integer was obviously a loud "dooohhh"; good to know that i dont get errors from the ide when i do such stupid stuff.
2/3 is also very helpful, i was srsly wondering why i havent been able to find the .maxhigh function; and calculation the value just once and storing them is obv way faster. i even had this implemented in the last code.
thanks again
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Registered User
Joined: 1/25/2005
Posts: 13
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Glad to help and you're welcome.
Take care,
Shawn
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