ADX on multiple timeframes
ADX on multiple timeframes
28 Feb 2018, 06:22
Could not figure out how to correctly assign
I do this
"
protected override void OnStart()
{
Source2 = MarketData.GetSeries(Timeframe2);
ADX = Indicators.DirectionalMovementSystem(Source2.Close, ADXperiod);
}
"
Error Argument 1: cannot convert from 'double' to 'cAlgo.API.Internals.MarketSeries'
Error CS1503 Argument 1: cannot convert from 'cAlgo.API.DataSeries' to 'cAlgo.API.Internals.MarketSeries'
Please, help
But even more important where to look this up.
Replies
alexander.n.fedorov
03 Mar 2018, 11:53
Dear Pangiotis
Late repy, because of the market situation. Was very busy with equities falling.
It looks like this code is working, but I am not sure if it functioning all right. Meaning, it does not show me any mistakes when building, but I do not see any change on the backtesting.
Just tell, if syntax is correct, or if there are any traps in this code.
"
...
[Parameter("Use ADX filter", DefaultValue = false)]
public bool ADXFilter { get; set; }
[Parameter("ADX period", DefaultValue = 14)]
public int ADXperiod { get; set; }
......
private bool ADX_OKtoBuy;
private bool ADX_OKtoSell;
#endregion
#region cBot onStart
protected override void OnStart()
{
InstanceName = InstanceName + " " + Symbol.Code;
Source2 = MarketData.GetSeries(Timeframe2);
var Source3 = MarketData.GetSeries(Timeframe2);
BB = Indicators.BollingerBands(Source, Periods, Deviations, MovingAverageType.Exponential);
BB2 = Indicators.BollingerBands(Source, Periods, Deviations / 2, MovingAverageType.Exponential);
ATR = Indicators.AverageTrueRange(Periods, MovingAverageType.Exponential);
MA2 = Indicators.MovingAverage(Source2.Close, Periods, MovingAverageType.Exponential);
_ATR = ATR.Result.LastValue;
_SL = _ATR * _ATR_SL_Factor / Symbol.PipSize;
_TP = _SL * _TP_Factor;
ADX = Indicators.DirectionalMovementSystem(Source3, ADXperiod);
CloseTrade = false;
}
"
Regards,
Alexander
@alexander.n.fedorov
PanagiotisCharalampous
05 Mar 2018, 10:40
Hi Alexander,
I cannot advise if it is functioning right since I don't know what it is supposed to do :) If you describe what you are trying to achieve I might be able to tell if you have coded this right.
Best Regards,
Panagiotis
@PanagiotisCharalampous
PanagiotisCharalampous
02 Mar 2018, 12:43
Hi Alexander,
Where do you define ADX?
Best Regards,
Panagiotis
@PanagiotisCharalampous