Plotting daily lines on intraday chart

Author: Tobey

Creation Date: 3/1/2011 8:13 PM

Wealth Lab » WealthScript (.NET) » Plotting daily lines on intraday chart

Tobey

3/1/2011 8:13 PM

Hi Eugene,

You gave me some great code that allowed me to switch from daily data to inter-day data and keep the indicators in their daily scale.

Now I'm trying to graph the limit price from the Daily strategy on a 15 minute chart. And again I don't have it just right. Probably another idiot error!

The code runs without the /* */ section. It compiles with the code active but gives op_Division(DataSeries ds1, double value) when I run it

Here's the code up to the error point. Go a head. Make me an idiot again

Thanks
Tobey

CODE:
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Hi Eugene,

You gave me some great code that allowed me to switch from daily data to inter-day data and keep the indicators in their daily scale.

Now I'm trying to graph the limit price from the Daily strategy on a 15 minute chart. And again I don't have it just right. Probably another idiot error!

The code runs without the /* */ section.  It compiles with the code active but gives op_Division(DataSeries ds1, double value) when I run it

Here's the code up to the error point.  Go a head. Make me an idiot again

Thanks
Tobey

[CODE]
using System;
using System.Collections.Generic;
using System.Text;
using WealthLab;
using WealthLab.Indicators;
using System.Windows.Forms;
using System.Drawing;

namespace WealthLabCompile
{
	class LDL2 : WealthScript
	{
		private StrategyParameter limitMultiplierParam;
		private StrategyParameter maxBarsToHoldParam;
		private StrategyParameter profitTargetParam;
		double	limitPrice;
		
		private StrategyParameter limitMultiplierParam_15;
		private StrategyParameter maxBarsToHoldParam_15;
		private StrategyParameter profitTargetParam_15;
		double	limitPrice_15;
/*	*/
		private StrategyParameter limitMultiplierParam_05;
		private StrategyParameter maxBarsToHoldParam_05;
		private StrategyParameter profitTargetParam_05;
		double	limitPrice_05;
		
		private StrategyParameter limitMultiplierParam_01;
		private StrategyParameter maxBarsToHoldParam_01;
		private StrategyParameter profitTargetParam_01;
		double	limitPrice_01;
		
		public LDL2()
		{
			//Parameters Daily
			limitMultiplierParam = this.CreateParameter("Limit Mulitpiler", 0.94, 0.8, 0.99, 0.01);
			maxBarsToHoldParam = this.CreateParameter("Bars to Hold", 2, 2, 25, 1);
			profitTargetParam = this.CreateParameter("Exit Profit %", 3, 1, 25, 1);
/*	*/		
			//Parameters 15 Minute
			limitMultiplierParam_15 = this.CreateParameter("Limit Mulitpiler", 0.94, 0.8, 0.99, 0.01);
			maxBarsToHoldParam_15 = this.CreateParameter("Bars to Hold", 52, 2, 25, 1);
			profitTargetParam_15 = this.CreateParameter("Exit Profit %", 3, 1, 25, 1);
			//Parameters 05 Minute
			limitMultiplierParam_05 = this.CreateParameter("Limit Mulitpiler", 0.94, 0.8, 0.99, 0.01);
			maxBarsToHoldParam_05 = this.CreateParameter("Bars to Hold", 156, 2, 25, 1);
			profitTargetParam_05 = this.CreateParameter("Exit Profit %", 3, 1, 25, 1);
			//Parameters 01 Minute
			limitMultiplierParam_01 = this.CreateParameter("Limit Mulitpiler", 0.94, 0.8, 0.99, 0.01);
			maxBarsToHoldParam_01 = this.CreateParameter("Bars to Hold", 780, 2, 25, 1);
			profitTargetParam_01 = this.CreateParameter("Exit Profit %", 3, 1, 25, 1);

}

protected override void Execute()
		{
		
			//Scale Graph
			PadBars ( 5 );
			SetLogScale( PricePane, true );
			SetLogScale( VolumePane, true );

// Multiple Time Frame Graph Code
			BarDataScale ds = Bars.DataScale;

// Logic for minute data			
			if( ds.Scale == BarScale.Minute)			
			{				
				switch( ds.BarInterval )
					
				{					
					case 15:
						
						//LDL2 Daily Setup Code	
						double	limitMultiplier_15 = limitMultiplierParam.Value;
						int		maxBarsToHold_15 = maxBarsToHoldParam.ValueInt;
						double	profitTarget_15 = profitTargetParam.Value * 0.01;	// calc percentage value on whole number
	
						
						//15 Minute Chart
						//Get External Data
						Bars brIXIC = GetExternalSymbol( ".IXIC", true );
						DataSeries IXICm5 = EMAModern.Series( brIXIC.Close, 260 );
						DataSeries IXICm35 = EMAModern.Series( brIXIC.Close, 910 );
						DataSeries IXICmacd = IXICm5 - IXICm35;
						DataSeries IXICmacdSig = EMAModern.Series( IXICmacd, 9 );

Bars brSPX_15 = GetExternalSymbol( ".SPX", true );
						DataSeries RsSp500_15 = Close / brSPX_15.Close;
						RsSp500_15.Description = "RStoSPX";
						
						SetScaleDaily();
						DataSeries DailyClose_15 = Close;
						DataSeries DailyLow_15 = Low;
						RestoreScale();
						DailyClose_15 = Synchronize( DailyClose_15 );
						DailyLow_15 = Synchronize( DailyLow_15 );
/* 				
						DataSeries LimitLast = ((DailyLow_15 + DailyClose_15 ) / 2 ) * 0.94;
						DataSeries LimitLine_15 = SMA.Series( LimitLast, 1 ) >> 1;
						LimitLine_15.Description = "LimitLn";
							DataSeries LimitLineP3_15 =  SMA.Series( (((Low + Close ) / 2 ) * 0.94) * 1.03, 1 ) >> 1;
						LimitLineP3_15.Description = "LimitLnP3";
						PlotSeries( PricePane, LimitLine_15, Color.Red, LineStyle.Solid, 2 );
						PlotSeries( PricePane, LimitLineP3_15, Color.Black, LineStyle.Solid, 2 );
*/	
[/CODE]

Eugene

3/2/2011 3:48 AM

CODE:
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This innocuous line should work but is producing the error message.

I think it's a returning bug; once we had something like that in the 5.3/4 times in this context.

QUOTE:
op_Division(DataSeries ds1, double value)

Tobey

3/2/2011 8:35 AM

Hi Eugene,

Thanks! For stopping me from hitting my head against wall!

Here is a work around. That calculation can be done in the daily scale and then used in the 15 minute scale.

Here's the code that worked

Thanks
Tobey

CODE:
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Eugene

3/3/2011 5:45 AM

Yes, that's actually how should it be done -- performing all calculations on the compressed scale, reverting to 15-minute, synchronizing, plotting etc.

However, I don't see why should WL stop you from performing simple math operations on already synchronized DataSeries.