FXCodeBase.COM: Forex Chart Indicators and Development

Hello FXCM community,

I am trying to merge two indicators into a strategy to automatically place orders.
One of my indicator is using an internal stream, and I cannot find a way to get the same result on a custom strategy.

- INDICATOR

Code: Select all

local CCIPeriod = 10
local StochSmooth = 1
local StochPeriod = 10

function Prepare()
    cci = core.indicators:create("CCI", source, CCIPeriod);
    rawstoch = instance:addInternalStream(0, 0);
    ma = core.indicators:create("MVA", rawstoch, StochSmooth);
end

function Update(period, mode)
    local TodayCCI = cci.DATA[period];
    local TodayLowCCI = mathex.min(cci.DATA, period - StochPeriod + 1, period);
    local TodayHighCCI = mathex.max(cci.DATA, period - StochPeriod + 1, period);

    rawstoch[period] = 100 * (TodayCCI - TodayLowCCI) / (TodayHighCCI - TodayLowCCI);

    ma:update(mode);
end


I need my rawstoch internal stream to update my ma indicator.
Any help ?

Thanks for your precious help

Unfortunately, the internal stream/buffer was removed from the strategy a few years ago.
You will have to read indicator output from the strategy.

Thanks for your quick reply.
So the idea is to use core.indicators:findIndicator (http://www.fxcodebase.com/bin/products/IndicoreSDK/3.4.0/help/Lua/web-content.html#indicator_manager.findIndicator.html)
In order to get my live indicator, then get the output?

Or is there any other way to get the output of an indicator inside my strategy?

Thanks

Can you provide an indicator used, will write an example.

I need values from those 2 indicators, that I would like to use in my strategy (ExtUpdate()):

File attachment __.lua:

Code: Select all

function Init()
    indicator:name("Averages");
    indicator:description("");
    indicator:requiredSource(core.Tick);
    indicator:type(core.Oscillator);

    -- ...
end

function Prepare()

    source = instance.source;

    -- ...

    assert(core.indicators:findIndicator("AVERAGES") ~= nil, "Please, download and install AVERAGES indicator");

    indicator1 = core.indicators:create("AVERAGES", source, First_Method, First_Period, false);
    indicator2 = core.indicators:create("AVERAGES", source, Second_Method, Second_Period, false);

    first = source:first() + math.max(Second_Bars, First_Bars, indicator1.DATA:first(), indicator2.DATA:first());

    OUT = instance:addInternalStream(0, 0);
end


function Update(period, mode)

    indicator1:update(mode);
    indicator2:update(mode);

    if not indicator1.DATA:hasData(period) or not indicator2.DATA:hasData(period) or not indicator1.DATA:hasData(period - First_Bars) or not indicator2.DATA:hasData(period - Second_Bars) then
        return;
    end

    local d, t, d1, t1;
    d, t = source:date(period);
    d1, t1 = source:date(period - 1);
    local S1 = (indicator1.DATA[period] - indicator1.DATA[period - First_Bars]) / source:pipSize();
    local S2 = (indicator2.DATA[period] - indicator2.DATA[period - Second_Bars]) / source:pipSize();

    -- Values I have interest in (0, -1, 1)
    if S1 > First_Slope and S2 > Second_Slope then
        OUT[period] = 1;
    elseif S1 < -First_Slope and S2 < -Second_Slope then
        OUT[period] = -1;
    else
        OUT[period] = 0;
    end
end


File attachment __2.lua:

Code: Select all

function Init()
    indicator:name("CCI Stochastic");
    indicator:description("");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Oscillator);

    -- ...
end

function Prepare(nameOnly)
    source = instance.source;

    -- ...

    cci = core.indicators:create("CCI", source, CCIPeriod);
    rawstoch = instance:addInternalStream(0, 0);
    ma = core.indicators:create("MVA", rawstoch, StochSmooth);
end

function Update(period, mode)

    cci:update(mode);

    if period < cci.DATA:first() + StochPeriod then
        return;
    end

    local TodayCCI = cci.DATA[period];
    local TodayLowCCI = mathex.min(cci.DATA, period - StochPeriod + 1, period);
    local TodayHighCCI = mathex.max(cci.DATA, period - StochPeriod + 1, period);

    rawstoch[period] = 100 * (TodayCCI - TodayLowCCI) / (TodayHighCCI - TodayLowCCI);

    ma:update(mode);

    if period < ma.DATA:first() then
        return;
    end

    -- values I have interest in (1, -1)
    if ma.DATA[period] > OB and ma.DATA[period - 1] <= OB then
        return 1
    end
    if ma.DATA[period] < OS and ma.DATA[period - 1] >= OS then
        return -1
    end
   
    -- ...
end


Thanks a lot for your time

1 for up candle
-1 for down candle


1 Price > SMA od Typical Price
-1 Price < SMA od Typical Price


Open Long
Indicator_A==1
Indicator_B==1
Open Short
Indicator_A==-1
Indicator_B==-1


Same as Strategy Example 1.lua calculated internaly.

If you are interested in private SDK instructions contact me via email.

I hope this will help.

Thanks for the precious help.
I have an unknown error (file attached) on the Bar-based indicator creation, in my strategy, when I try to apply your example.
I am using NAS100, I see the name correctly output.

Code: Select all

function Prepare(nameOnly)
    local source = instance.bid;
    local name = profile:id() .. "(" .. source:name() .. ", " .. instance.bid:instrument() .. ")";
    instance:name(name);

    if nameOnly then
        return;
    end

    assert(core.indicators:findIndicator("REM_AVERAGES_MASO") ~= nil, "Install REM_AVERAGES_MASO.LUA indicator");
    assert(core.indicators:findIndicator("REM_CCI_STOCHASTIC") ~= nil, "Install REM_CCI_STOCHASTIC.LUA indicator");

    Source = ExtSubscribe(1, nil, "m5", instance.parameters.Type == "Bid", "bar");

    square_indicator = core.indicators:create("REM_AVERAGES_MASO", Source.close);

-- ERROR on this line:
    arrow_indicator = core.indicators:create("REM_CCI_STOCHASTIC", Source);
end


My indicator is OK on standalone though. Here is the Init() sample:

Code: Select all

function Init()
    indicator:name("REM_CCI_STOCHASTIC");
    indicator:description("");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Oscillator);

    -- Additional parameters here...
end

function Prepare(nameOnly)
    local name = profile:id() .. "(" .. source:name() .. ", " .. tostring(CCIPeriod) .. ", " .. tostring(StochPeriod) .. ", " .. tostring(StochSmooth) .. ")";
    instance:name(name);

    source = instance.source;
    cci = core.indicators:create("CCI", source, CCIPeriod);
end


If i refer to your example, it should be ok:
Strategy Example 1.lua:

Code: Select all

function Prepare(nameOnly)
    Source = ExtSubscribe(2, nil, TF, instance.parameters.Type == "Bid", "bar");
    Indicator1 = core.indicators:create("INDICATOR_A", Source.close)

    -- My code breaks here with the unreadable error message
    Indicator2 = core.indicators:create("INDICATOR_B", Source);
end


Any idea what causes this error?
I can share you the whole files in PM if needed

Thank you for your time

Will need code of your strategy, all indicator used.
You can send them to my email mario(.)jemic(@)gmail(.)com