Create-a-cumulative-indicator-timeseries

2022-04-24T01:14:39Z - 2022-04-24T01:14:39Z ago

Create a cumulative indicator / timeseries

Hi Guys.

How can I create a cumulative indicator / timeseries using at current bar calculation the value of previous bars?

for exemple, X = X(n-1) + X(n-2)

I don't know how to access prevoius values in the same timeseries / indicator inside Initialize section - dont know even if that is the correct location.

Thanks in advance.

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Glitch8

( 10.65% )

2022-04-24T01:35:10Z - 2022-04-24T01:35:10Z ago

You could do it in Initialize. Or create the TimeSeries in Initialize and set the values in Execute. Here's an example of it done in Initialize:

CODE:

        //create indicators and other objects here, this is executed prior to the main trading loop
        public override void Initialize(BarHistory bars)
        {
         RSI rsi14 = RSI.Series(bars.Close, 14);
         PlotIndicator(rsi14);
         TimeSeries cumulative = new TimeSeries(bars.DateTimes);
         for (int n = 2; n < bars.Count; n++)
            cumulative[n] = rsi14[n - 1] + rsi14[n - 2];
         PlotTimeSeries(cumulative, "RSICumulative", "RSI", WLColor.Green);
        }

Best Answer

emilio_gabriel8

2022-04-24T01:37:32Z - 2022-04-24T01:37:32Z ago

Thanks Glitch!!

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