PanagiotisCharalampous Forum Activity

PanagiotisCharalampous

@PanagiotisCharalampous

27 follower(s) 0 following 1006 subscription(s)

Topics

PanagiotisCharalampous

Backtesting and Optimization Improvements Survey

cTrader News & Announcements

07 Sep 2022, 10:58

1254

PanagiotisCharalampous

cTrader Web 4.2 Has Been Released!

cTrader News & Announcements

17 Jan 2022, 12:24

20228

PanagiotisCharalampous

cTrader Update Released

cTrader Desktop

05 Jun 2018, 11:07

2142

PanagiotisCharalampous

cTrader's Performance - Myths and Facts

cTrader Algo

25 Sep 2017, 10:54

2116

Replies

PanagiotisCharalampous
22 Feb 2022, 17:20

Hi Bjorn,

Your problem has nothing to do with lazy loading. Instead this happens because of a poorly programmed indicator. You problem is here.

   if (high == 1)
            {
                HIGHstartCountIndexZERO += 1;
            }

You cannot do this since the Calculate is called many times during a current candle's life. It is clearly described here. This variable will just produce nonsense. What you actually need to do is to keep the state of the last selection. Here is a very rough solution. The code is still poor but I do not have the time to rewrite the entire indicator. It's just an example of how you need to handle this

            if (Bars.OpenTimes[index] != _lastBarOpenTime)
            {
                _lastBarOpenTime = Bars.OpenTimes[index];
                if (!double.IsNaN(sell_ONE.Last(1)))
                {
                    isBuy = true;
                }
                if (!double.IsNaN(liq_ONE.Last(1)))
                {
                    isBuy = false;
                }
            }

Here is the full source code

using cAlgo.API;
using cAlgo.API.Indicators;
using System;

namespace cAlgo
{
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class SELL_LIQ : Indicator
    {
        ////  SELL SIGNAL  ////

        [Output("sell_ONE", PlotType = PlotType.Points, LineColor = "#B511F7", Thickness = 4)]
        public IndicatorDataSeries sell_ONE { get; set; }

        [Output("liq_ONE", PlotType = PlotType.Points, LineColor = "#FF7CFC00", Thickness = 4)]
        public IndicatorDataSeries liq_ONE { get; set; }

        ////   BOLLINGER    ////

        [Parameter("Source")]
        public DataSeries Source { get; set; }

        [Parameter("BandPeriods", DefaultValue = 16)]
        public int BandPeriod { get; set; }

        [Parameter("Std", DefaultValue = 1.6)]
        public double std { get; set; }

        [Parameter("MAType")]
        public MovingAverageType MAType { get; set; }

        private BollingerBands boll;
        private bool isBuy;

        protected override void Initialize()
        {
            boll = Indicators.BollingerBands(Source, BandPeriod, std, MAType);
        }

        private int HIGHstartCountIndexZERO = 0;
        private double d = double.NaN;
        private DateTime _lastBarOpenTime;

        public override void Calculate(int index)
        {
            liquidator(index);
        }

        private void liquidator(int index)
        {
            if (Bars.OpenTimes[index] != _lastBarOpenTime)
            {
                _lastBarOpenTime = Bars.OpenTimes[index];
                if (!double.IsNaN(sell_ONE.Last(1)))
                {
                    isBuy = true;
                }
                if (!double.IsNaN(liq_ONE.Last(1)))
                {
                    isBuy = false;
                }
            }

            var high = 0;

            double high0 = Bars.HighPrices[index - 0];
            double high1 = Bars.HighPrices[index - 1];
            double high2 = Bars.HighPrices[index - 2];
            double high3 = Bars.HighPrices[index - 3];
            double high4 = Bars.HighPrices[index - 4];
            double close0 = Bars.ClosePrices[index - 0];

            var BBT2 = boll.Top[index - 2];

            if (high4 <= high2)
                if (high3 <= high2)
                    if (high2 > BBT2)
                        if (high2 >= high1)
                            if (high2 >= close0)
                            {
                                high = 1;
                            }

            if (high == 0)
            {
                sell_ONE[index - 0] = d;
            }

            if (high == 0)
            {
                liq_ONE[index - 0] = d;
            }

            if (high == 1)
                if (!isBuy)
                {
                    sell_ONE[index - 0] = Bars.HighPrices[index - 0];
                }

            if (high == 1)
                if (isBuy)
                {
                    liq_ONE[index - 0] = Bars.HighPrices[index - 0];
                }
        }
    }
}

and here are the results

Best Regards,

Panagiotis