Quantitative Indicator

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Quantitative Indicator

Postby alibaba » Fri Mar 22, 2013 11:21 am

Hello.

I am currently developing an Indicator which intends to give some Quantitative Information and Pricing of some Derivatives; e.g.:
Hist.Vol. (Parkinson etc.)
Distribution of Underlying
Probability Density if possible
forward Price Simulation (GBM,JumpDiff)
BSM-Options
Digital Options

Is it possible to create Output in the Indicator and Oscillator Fields within the same .lua or should one use two Files instead and call the second one?

I would like the Indicator to save the Results of the Calculations to the users HDD if checked for further handling. Is there a way to achieve this? I discovered the 'file' Command using the Documentation but unfortunately no Examples regarding this Command.

Furthermore i do wish to know whether it is possible to design the Init() routine way more dynamicly:
If the Users checkes a boolean Option the corresponding Style-Options like Color, Line-Width etc. should appear. If one has a lot of possible User-Choices (e.g. 20 Option-Types) the Style-Section is going to be very unhandy.

Thanks in Advance,
Ali
alibaba
 
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Re: Quantitative Indicator

Postby Apprentice » Sat Mar 23, 2013 6:59 am

Consult the documentation
host:execute ("attachOuputToChart", id)
host:execute ("attachTextToChart", id)
Just Might be what you're after.

Unfortunately not, at this time, more customization within the Init is not possible.
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Apprentice
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