Registered User
Joined: 1/25/2005
Posts: 13
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Hello,
I have written a couple of realcode indicators. Is there someone who can have a look and suggest any optimizations. They are use with streaming data and have conditions attached to them.
The conditions I use are:
1) TradeRange > 98
2) TradeRange < 02
3) VolumeSurge > 3
I combine the conditions into a combo condition and then sort my watchlist on the combo condition by bars since true. I really only need to know when the conditions are met on the current bar. I use this with realtime data so I would like it to be as quick as possible.
Any help with this is greatly appreciated.
Thanks,
Shawn
#1 Volume Surge (Intraday): This indicator calculates volume surge. It's a little different though as it calculates the average volume per bar time. For example if you use 10 MovAvgDays on a 30 minute chart it will (or should  ) add up past ten 10am bars to calculate the volume surge for the 10am bar and so on. I did it this way because there is usually higher volume in the morning and afternoon and I wanted to normalize this.
'# MovAvgDays = UserInput.integer = 10
Dim BarsPerDay As Integer
Dim Count As Integer
Dim VolumeSurge As Single = 0
Dim VolumeAverage As Single = 0
' Calculate BarsPerDay if Intraday
If Me.BarInterval.Days > 0 Then
' Daily or higher
BarsPerDay = 1
Else
' Intraday
BarsPerDay = System.Math.Round(.4999 + 390 / Me.BarInterval.TotalMinutes)
End If
' Calculate VolumeSurge
For Count = 1 To (MovAvgDays * BarsPerDay) Step BarsPerDay
VolumeAverage += Volume.Value(Count - 1)
Next Count
VolumeAverage = VolumeAverage / MovAvgDays
VolumeSurge = Volume.Value / VolumeAverage
Plot = VolumeSurge
#2 Trade Range (Intraday): Most of this code is from another post and was written by Bruce L - see post S.F 5.0 scan please . This indicator can be used on a intraday chart to correctly calculate the percent trade range for the current day.
Static DayLow As Single
Static DayHigh As Single
Static Valid As Boolean
If isFirstBar Then
DayLow = Single.NaN
DayHigh = Single.NaN
Valid = False
Else If Price.DateValue.DayOfYear <> Price.DateValue(1).DayOfYear Then
DayLow = Price.Low
DayHigh = Price.High
Valid = True
End If
DayLow = System.Math.Min(DayLow, Price.Low)
DayHigh = System.Math.Max(DayHigh, Price.High)
If Valid = True Then
If DayHigh > DayLow Then
Plot = 100 * (Price.Last - DayLow) / (DayHigh - DayLow)
End If
Else
SetIndexInvalid
End If |