Rewrite SwingTeller code from binck ProTrader to Prorealtime code

joerie1 · Fri, 24 Mar 2017 11:44:41 +0000

Dear Prorealtime members, Is there someone who can change this code of a different banksystem (protrader binq) to a prorealtime code. {- Filename: dynamische RSI -} var RSIPeriode: integer; // parameterwaarde StdDevUp, StdDevDown: real; BolBandPeriode: integer; i: integer; RSIValues, TARValues, UpperBand, LowerBand: TSeries; UpperCrossings, LowerCrossings: TLineCrossings; begin // Indicator parameter definities RSIPeriode := CreateParameterInteger('RSI periode', 1, 999, 7, true); BolBandPeriode := CreateParameterInteger('Boll. MA periode', 1, 999, 50, true); StdDevUp := CreateParameterReal('StdDevUp', 1, 9, 2, true); StdDevDown := CreateParameterReal('StdDevDown', 1, 9, 2, true); // Indicator definitie with Indicator do begin RequiredBars := 5*RSIPeriode + BolBandPeriode; end; // Indicatorberekening RSIValues := RSI(Close, RSIPeriode); UpperBand := BollingerBand(RSIValues, BolBandPeriode, maSimple, StdDevUp); LowerBand := BollingerBand(RSIValues, BolBandPeriode, maSimple, -StdDevDown); TARValues := CreateSeries(BarCount); // signalen berekenen UpperCrossings := Crossings(RSIValues, UpperBand); LowerCrossings := Crossings(RSIValues, LowerBand); for i:=1 to BarCount-1 do begin { RSI crosses over OB lijn = OB entry (signal) RSI > OB lijn = OB (condition) RSI crosses under OB = OB Exit (signal) RSI between OB en OS = Neutral (condition) RSI crosses under OS lijn = OS entry (signal) RSI < OS lijn = OS (condition) RSI crosses over OS = OS Exit (signal) RSI between OB en OS = Neutral (condition) } TARValues[i] := TARValues[i-1]; if UpperCrossings[i] = lc1Over2 then begin EnterShort(i); TARValues[i] := 1; end else if UpperCrossings[i] = lc2Over1 then begin ExitShort(i); TARValues[i] := 0; end else if LowerCrossings[i] = lc2Over1 then begin EnterLong(i); TARValues[i] := -1; end else if LowerCrossings[i] = lc1Over2 then begin ExitLong(i); TARValues[i] := 0; end; end; with CreateLine(RSIValues) do begin Color := clLime; Name := 'RSI'; end; with CreateLine(UpperBand) do begin Color := clSilver; Name := 'OB'; end; with CreateLine(LowerBand) do begin Color := clSilver; Name := 'OS'; end; with CreateLine(TARValues) do begin Color := clWhite; Name := 'TAR'; LineContent := lcTAR; Visible := false; end; end. I hope someone can help me with this

This topic has 66 replies, 6 voices, and was last updated 7 years ago by AVT.

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04/08/2017 at 10:38 AM #31420

Nicolas

I think you applied the indicator twice on the graph, including 1 time with an older version .. No?

Nicolas
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04/09/2017 at 9:49 AM #31480

John Doe

Hello Nicolas,

I only applied the indicator once to the graph. I have only imported the most recent version of the indicator for the time being.
I attached an annotated screenshot to explain further what I believe is going wrong. I used this time a different stock than in my previous post.
On the left side of the screenshot, one can see a weekly chart of “Apple” and on the right side a daily chart of “Apple”.
I have drawn some colored boxes on the weekly chart and then transversed these colored boxes to the same period on the daily chart.
Hence, one can see that the swing count numbering on the weekly chart “fails (=not written on the correct weekly candle/bar)” when the there are only 4 (and not 5) trading days in the corresponding week .
Thank you for reviewing this issue and providing your feedback!

John Doe
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04/09/2017 at 10:07 AM #31484

Nicolas

I just reviewed the code and there is no problem. But the issue you describe exist in weekly timeframe, you are right. Look at my picture, the Y coordinate (price) of the 6th candlestick is correctly computed below the low of the next candlestick (the good one where it would be drawn), while the X coordinate (date) chosen by the platform is the previous barindex. Noobywan seems to have the same problem in his recent post in the PRT 10.3 issue thread.

I sent a bug report to PRT this morning.

Nicolas
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04/09/2017 at 10:37 AM #31488

John Doe

Thanks Nicolas for your feedback ! I hope the problem will be quickly solved 🙂 .

John Doe
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04/20/2017 at 4:56 PM #32788

Suraj Neupane

Same barindex problem happen to me too. In my case, first bar(in daily timeframe) of a week are ignored. I have tried to adjust the barindex to draw arrow in first day of week, but it is draw on either previous bar or next bar. Is there any solution to this problem ??

Suraj Neupane
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04/20/2017 at 5:07 PM #32789

Nicolas

@Suraj

>> Please update your country flag in your profile. Thank you 🙂 <<

This problem has been reported to PRT and being currently investigated.. I don’t know when it will be fixed.

Nicolas
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07/03/2017 at 6:43 PM #39717

AVT

Nice to read that PRT is investigating. Just an additional info that may help. Having the same problem with my PGmarker bar counting in all week(ly based) charts with indices, forex and commodities but NOT with shares. So maybe search for the difference in week-code between index and share. (Just an idea).

AVT
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