V3.7 no long draws indicator values? This used to work in v3.6
V3.7 no long draws indicator values? This used to work in v3.6
05 Feb 2020, 13:29
Hi @Panagiotis:
See code below.
This used to work in v3.6 where we could draw previous indicator values without going through the calculate method. Now it doesn't.
Is this an issue with Desktop Version 3.7?
using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;
/// <summary>
/// HOW TO REPRODUCE THE ISSUE
///
/// Add this indicator to the US30 M1 chart.
/// The bug is it won't draw anything for the IndicatorDataSeries.
/// Prior to V3.7, this used to work.
/// Expected behavior: draw a solid green line along the value of zero.
/// </summary>
namespace cAlgo
{
[Levels(0)]
[Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class Test : Indicator
{
[Parameter("Symbols.Enter Whatever", DefaultValue = "US30")]
public string TheSymbols { get; set; }
[Output("Main", LineColor = "Green", LineStyle = LineStyle.Solid, PlotType = PlotType.Line, Thickness = 3)]
public IndicatorDataSeries Result { get; set; }
private Bars[] _marketSeries;
private int z = 0;
private int _lastIndex = 0;
protected override void Initialize()
{
_marketSeries = new Bars[1];
int x = 0;
_marketSeries[x] = MarketData.GetBars(Bars.TimeFrame, TheSymbols);
z = _marketSeries[x].OpenTimes.Count - (_marketSeries[x].OpenTimes.GetIndexByExactTime(_marketSeries[x].OpenTimes.Last(_marketSeries[x].ClosePrices.Count - 1)));
for (int y = 0; y < z; y++)
{
//////////////////////////////////////////////////////////////////////
//This should draw a line along the zero-value for all previous values, but it doesn't. Why?!
Result[y] = 0;
//////////////////////////////////////////////////////////////////////
IndicatorArea.DrawStaticText("Result", "y:" + y + ", z:" + z + ",", VerticalAlignment.Top, HorizontalAlignment.Left, Color.Goldenrod);
}
}
public override void Calculate(int index)
{
}
}
}
Replies
firemyst
07 Feb 2020, 02:21
RE:
PanagiotisCharalampous said:
Hi firemyst,
In 3.7 all output series are cleared after initialization. All value assignments in output series should take place inside Calculate method.
Best Regards,
Panagiotis
This is a HUGE functionality change.
We have numerous indicators that monitor several symbols at once, and to ensure we always have their latest values, we run the timer every second or two, which provides consistency. We do this because there could be loooooooooooong gaps between ticks when the calculate method is actually called - eg, the other symbols being monitored on the current chart might have had numerous ticks in the space of one tick from the current symbol.
1) So if you're saying all value assignments should take place inside calculate, how does Spotware suggest we populate output series for all indicators that use the timer method for getting values ( as described above ) instead of calculate?
This is the basic gist of what we currently do:
private void TimerEvent()
{
int arrayLength = _symbols.Length;
Parallel.For(0, arrayLength, x =>
{
_index[x] = _marketSeries[x].ClosePrices.Count - 1;
Symbol s = Symbols.GetSymbol(_marketSeries[x].SymbolName);
//do stuff
//update histogram value
if (_symbols[x] == Symbol.Name)
{
Result[_index[x]] = _overallSignal[x];
// ....
}
//do more stuff
//update chart text with other symbols this indicator is watching simultaneously
_chartText[x] += " blah blah blah blah ";
});
//concatenate and write text on indicator
}
2) I'm curious as to why this decision was made? Isn't the point of an initialize routine to allow for the initialization of variables and settings?
Thank you.
@firemyst
PanagiotisCharalampous
07 Feb 2020, 08:22
Hi firemyst,
1) Timer event should work as well.
2) We had to make this change to fix other issues with indicators not being updated after reconnections
Best Regards,
Panagiotis
@PanagiotisCharalampous
firemyst
07 Feb 2020, 10:06
RE:
PanagiotisCharalampous said:
Hi firemyst,
1) Timer event should work as well.
2) We had to make this change to fix other issues with indicators not being updated after reconnections
Best Regards,
Panagiotis
So what's the best way then to have the "calculate" method called so it draws indicators based on all previous values, and then switch over to the Timer Event to run everything that's current?
For example, we load an indicator. In the Initialize method should we then get the current index of the current chart's symbol?
_index = _marketSeries.ClosePrices.Count - 1;
_firstIndex = _index;
Then in the calculate method check if index > _index and if so, return?
if (index > _index) return;
Meanwhile, in the TimerEvent method,
_index = _marketSeries.ClosePrices.Count - 1;
if (_index <= _firstIndex) return;
Or is there another, suggested way we should do this?
@firemyst
PanagiotisCharalampous
07 Feb 2020, 10:17
Hi firemyst,
I would just use a boolean flag indicating if the Calculate() method has been executed.
Best Regards,
Panagiotis
@PanagiotisCharalampous
firemyst
07 Feb 2020, 11:10
RE:
PanagiotisCharalampous said:
Hi firemyst,
I would just use a boolean flag indicating if the Calculate() method has been executed.
Best Regards,
Panagiotis
Thanks for your suggestion @Panagiotis, but I don't follow?
If we start our indicator and the current index is 7160, we want Calculate() to do all the indexes up to 7160, which it will. But it will be called 7159 times. On index 7160 we don't want Calculate() to run any more as the TimerEvent will be taking over with the current and latest data.
The below is what I currently have (which seems to work), so not sure how you're thinking of implementing the flag?
public override void Calculate(int index)
{
//Only do the following if we're on the current symbol's chart
if (_symbols[_currentSymbolsIndex] == Symbol.Name)
{
//Put this here to make sure we only calculate the history. The TimerEvent will do all the current stuff.
if (index >= _firstIndex[_currentSymbolsIndex])
return;
// rest of work here for calculating historic values
}
}
private void TimerEvent()
{
int arrayLength = _symbols.Length;
Parallel.For(0, arrayLength, x =>
{
_index[x] = _marketSeries[x].ClosePrices.Count - 1;
//do some work and calculations for the indicator
});
}
@firemyst
PanagiotisCharalampous
07 Feb 2020, 11:18
Hi firemyst,
See below
using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;
/// <summary>
/// HOW TO REPRODUCE THE ISSUE
///
/// Add this indicator to the US30 M1 chart.
/// The bug is it won't draw anything for the IndicatorDataSeries.
/// Prior to V3.7, this used to work.
/// Expected behavior: draw a solid green line along the value of zero.
/// </summary>
namespace cAlgo
{
[Levels(0)]
[Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class Test : Indicator
{
[Output("Main", LineColor = "Green", LineStyle = LineStyle.Solid, PlotType = PlotType.Line, Thickness = 3)]
public IndicatorDataSeries Result { get; set; }
bool _calculateCalled;
protected override void Initialize()
{
_calculateCalled = false;
Timer.Start(1);
Timer.TimerTick += _timer_TimerTick;
}
private void _timer_TimerTick()
{
if (_calculateCalled)
{
Print("Calculating index " + Bars.ClosePrices.Count + " in TimerTick()");
}
}
public override void Calculate(int index)
{
if (!_calculateCalled)
{
Print("Calculating index " + index + " in Calculate()");
}
if (IsLastBar)
_calculateCalled = true;
}
}
}
Best Regards,
Panagiotis
@PanagiotisCharalampous
PanagiotisCharalampous
06 Feb 2020, 10:43
Hi firemyst,
In 3.7 all output series are cleared after initialization. All value assignments in output series should take place inside Calculate method.
Best Regards,
Panagiotis
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