Indicator not moving along with time passes

Created at 20 Apr 2022, 04:42

Joined 03.06.2020

Indicator not moving along with time passes
20 Apr 2022, 04:42

Hello,

If anyone could help me to sort out a strange problem. Details as below, thanks.

I want to make 2 indicators, which will show GBPUSD and NZDUSD movement in the chart of EURUSD in a low timeframe (e.g 3min). Both indicators will be aligned with EURUSD at a time point, which I call 'Reset Time Point' as below screen chop:

The problem is that the GBP indicator works very well, but NZD doesn't. See the below explanation:

The sample code is attached below:

using System;
using cAlgo.API;
using cAlgo.API.Internals;

namespace cAlgo
{
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class USDCorelation : Indicator
    {
        [Parameter("Reset Time", DefaultValue = "2022-4-19 22:15:00", Group = "Ver. 1.01")] 
        public string ResetPoint { get; set; }

        [Output("GBP", LineColor = "FFB600FF", Thickness = 2, PlotType = PlotType.DiscontinuousLine)] 
        public IndicatorDataSeries GBP { get; set; } 
        [Output("NZD", LineColor = "FF00BF00", Thickness = 2, PlotType = PlotType.DiscontinuousLine)] 
        public IndicatorDataSeries NZD { get; set; }

        private DateTime dt_RstPnt; //Reset Time Point;

        //Bars to load for Calculate   
        private Bars EURUSD, GBPUSD, NZDUSD;

        //Index at ResetTimePoint of EachSymbol;
        private int in_EURUSD, in_GBPUSD, in_NZDUSD;

        //BaseValue at ResetTimePoint of EachSymbol;
        private double db_EURUSD, db_GBPUSD, db_NZDUSD;

        //BarNumber from ResetTimePoint to LastBar
        private int gap; 

        protected override void Initialize()
        {
        //1.Get MarketData in Series Ready
            EURUSD = MarketData.GetBars(Bars.TimeFrame, "EURUSD");
            GBPUSD = MarketData.GetBars(Bars.TimeFrame, "GBPUSD");
            NZDUSD = MarketData.GetBars(Bars.TimeFrame, "NZDUSD");

        //2.Get ResetTimePoint Index
            dt_RstPnt = DateTime.Parse(ResetPoint).Add(-Application.UserTimeOffset);

            in_EURUSD = EURUSD.OpenTimes.GetIndexByTime(dt_RstPnt);
            in_GBPUSD = GBPUSD.OpenTimes.GetIndexByTime(dt_RstPnt);
            in_NZDUSD = NZDUSD.OpenTimes.GetIndexByTime(dt_RstPnt);

        //3.Get OpenPrice of each symbol at ResetTimePoint
            db_EURUSD = EURUSD[in_EURUSD].Open;
            db_GBPUSD = GBPUSD[in_GBPUSD].Open; 
            db_NZDUSD = NZDUSD[in_NZDUSD].Open; 
            
        }

        public override void Calculate(int index)
        {
            gap = index - in_EURUSD;

            GBP[index] = ((GBPUSD[in_GBPUSD + gap].Close) + db_EURUSD - db_GBPUSD);
            NZD[index] = ((NZDUSD[in_NZDUSD + gap].Close) + db_EURUSD - db_NZDUSD);

        }

    }
}

@Capt.Z-Fort.Builder

Replies

amusleh
20 Apr 2022, 09:23

Hi,

Try this:

using System;
using cAlgo.API;
using cAlgo.API.Internals;

namespace cAlgo
{
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class USDCorelation : Indicator
    {
        [Parameter("Reset Time", DefaultValue = "2022-4-19 22:15:00", Group = "Ver. 1.01")]
        public string ResetPoint { get; set; }

        [Output("GBP", LineColor = "FFB600FF", Thickness = 2, PlotType = PlotType.DiscontinuousLine)]
        public IndicatorDataSeries GBP { get; set; }

        [Output("NZD", LineColor = "FF00BF00", Thickness = 2, PlotType = PlotType.DiscontinuousLine)]
        public IndicatorDataSeries NZD { get; set; }

        private DateTime dt_RstPnt; //Reset Time Point;

        //Bars to load for Calculate
        private Bars EURUSD, GBPUSD, NZDUSD;

        //Index at ResetTimePoint of EachSymbol;
        private int in_EURUSD, in_GBPUSD, in_NZDUSD;

        //BaseValue at ResetTimePoint of EachSymbol;
        private double db_EURUSD, db_GBPUSD, db_NZDUSD;

        protected override void Initialize()
        {
            //1.Get MarketData in Series Ready
            EURUSD = MarketData.GetBars(Bars.TimeFrame, "EURUSD");
            GBPUSD = MarketData.GetBars(Bars.TimeFrame, "GBPUSD");
            NZDUSD = MarketData.GetBars(Bars.TimeFrame, "NZDUSD");

            //2.Get ResetTimePoint Index
            dt_RstPnt = DateTime.Parse(ResetPoint).Add(-Application.UserTimeOffset);

            in_EURUSD = EURUSD.OpenTimes.GetIndexByTime(dt_RstPnt);
            in_GBPUSD = GBPUSD.OpenTimes.GetIndexByTime(dt_RstPnt);
            in_NZDUSD = NZDUSD.OpenTimes.GetIndexByTime(dt_RstPnt);

            //3.Get OpenPrice of each symbol at ResetTimePoint
            db_EURUSD = EURUSD[in_EURUSD].Open;
            db_GBPUSD = GBPUSD[in_GBPUSD].Open;
            db_NZDUSD = NZDUSD[in_NZDUSD].Open;
        }

        public override void Calculate(int index)
        {
            if (Bars.OpenTimes[index] < dt_RstPnt) return;
                
            var gbpIndex = GBPUSD.OpenTimes.GetIndexByTime(Bars.OpenTimes[index]);
            var gbpGap = gbpIndex - in_GBPUSD;
            
            GBP[index] = ((GBPUSD[in_GBPUSD + gbpGap].Close) + db_EURUSD - db_GBPUSD);
            
            var nzdIndex = NZDUSD.OpenTimes.GetIndexByTime(Bars.OpenTimes[index]);
            var nzdGap = nzdIndex - in_NZDUSD;
            
            NZD[index] = ((NZDUSD[in_NZDUSD + nzdGap].Close) + db_EURUSD - db_NZDUSD);
        }
    }
}

@amusleh

Capt.Z-Fort.Builder
20 Apr 2022, 13:34

RE:

Thank you like always, it works perfectly. :)

amusleh said:

Hi,

Try this:

using System;
using cAlgo.API;
using cAlgo.API.Internals;

namespace cAlgo
{
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class USDCorelation : Indicator
    {
        [Parameter("Reset Time", DefaultValue = "2022-4-19 22:15:00", Group = "Ver. 1.01")]
        public string ResetPoint { get; set; }

        [Output("GBP", LineColor = "FFB600FF", Thickness = 2, PlotType = PlotType.DiscontinuousLine)]
        public IndicatorDataSeries GBP { get; set; }

        [Output("NZD", LineColor = "FF00BF00", Thickness = 2, PlotType = PlotType.DiscontinuousLine)]
        public IndicatorDataSeries NZD { get; set; }

        private DateTime dt_RstPnt; //Reset Time Point;

        //Bars to load for Calculate
        private Bars EURUSD, GBPUSD, NZDUSD;

        //Index at ResetTimePoint of EachSymbol;
        private int in_EURUSD, in_GBPUSD, in_NZDUSD;

        //BaseValue at ResetTimePoint of EachSymbol;
        private double db_EURUSD, db_GBPUSD, db_NZDUSD;

        protected override void Initialize()
        {
            //1.Get MarketData in Series Ready
            EURUSD = MarketData.GetBars(Bars.TimeFrame, "EURUSD");
            GBPUSD = MarketData.GetBars(Bars.TimeFrame, "GBPUSD");
            NZDUSD = MarketData.GetBars(Bars.TimeFrame, "NZDUSD");

            //2.Get ResetTimePoint Index
            dt_RstPnt = DateTime.Parse(ResetPoint).Add(-Application.UserTimeOffset);

            in_EURUSD = EURUSD.OpenTimes.GetIndexByTime(dt_RstPnt);
            in_GBPUSD = GBPUSD.OpenTimes.GetIndexByTime(dt_RstPnt);
            in_NZDUSD = NZDUSD.OpenTimes.GetIndexByTime(dt_RstPnt);

            //3.Get OpenPrice of each symbol at ResetTimePoint
            db_EURUSD = EURUSD[in_EURUSD].Open;
            db_GBPUSD = GBPUSD[in_GBPUSD].Open;
            db_NZDUSD = NZDUSD[in_NZDUSD].Open;
        }

        public override void Calculate(int index)
        {
            if (Bars.OpenTimes[index] < dt_RstPnt) return;
                
            var gbpIndex = GBPUSD.OpenTimes.GetIndexByTime(Bars.OpenTimes[index]);
            var gbpGap = gbpIndex - in_GBPUSD;
            
            GBP[index] = ((GBPUSD[in_GBPUSD + gbpGap].Close) + db_EURUSD - db_GBPUSD);
            
            var nzdIndex = NZDUSD.OpenTimes.GetIndexByTime(Bars.OpenTimes[index]);
            var nzdGap = nzdIndex - in_NZDUSD;
            
            NZD[index] = ((NZDUSD[in_NZDUSD + nzdGap].Close) + db_EURUSD - db_NZDUSD);
        }
    }
}

@Capt.Z-Fort.Builder

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