Keep plotting previous week's Friday's close after next Monday on Daily data

Author: Starburst

Creation Date: 9/21/2019 4:44 PM

Wealth Lab » WealthScript (.NET) » Keep plotting previous week's Friday's close after next Monday on Daily data

Starburst

9/21/2019 4:44 PM

I like to plot in real time daily bars with some weekly data.
I would like my data to be plotted after Fridays close for Monday as in the picture Fridays close.
But after Monday it displays the current weeks close in the plot.
How can I coded a data shift to keep my Friday’s data close to the next Friday?

CODE:
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FridaysClose_9_13.JPG

MondaysClose_9_16.JPG

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I like to plot in real time daily bars with some weekly data. 
I would like my data to be plotted after Fridays close for Monday as in the picture Fridays close. 
But after Monday it displays the current weeks close in the plot.
How can I coded a data shift to keep my Friday’s data close to the next Friday?

[code]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		protected override void Execute()
		{
			HideVolume();
			//--- Exponential Moving Averages --------------------------------------------------
			DataSeries EMA8 = EMA.Series(Close, 8, WealthLab.Indicators.EMACalculation.Modern);
			DataSeries EMA20 = EMA.Series(Close, 20, WealthLab.Indicators.EMACalculation.Modern);
			DataSeries EMA34 = EMA.Series(Close, 34, WealthLab.Indicators.EMACalculation.Modern);

//--------- Create Weekly Data ---------------------------------------------------------------------------------
			if ( Bars.Scale == BarScale.Daily )
			{
				SetScaleWeekly();
				//----------- Weekly Exponential Moving Averages ------------------------
				DataSeries wkSMA5 = SMA.Series(Close, 5);
				DataSeries wkEMA8 = EMA.Series(Close, 8, WealthLab.Indicators.EMACalculation.Modern);
				DataSeries wkEMA20 = EMA.Series(Close, 20, WealthLab.Indicators.EMACalculation.Modern);
				DataSeries wkEMA34 = EMA.Series(Close, 34, WealthLab.Indicators.EMACalculation.Modern);

RestoreScale();
				if (Bars.Scale == BarScale.Daily)
				{
					wkSMA5 = Synchronize(wkSMA5);
					wkSMA5.Description = "wkSMA5";
					wkEMA8 = Synchronize(wkEMA8);
					wkEMA8.Description = "wkEMA8";
					wkEMA20 = Synchronize(wkEMA20);
					wkEMA20.Description = "wkEMA20";
					wkEMA34 = Synchronize(wkEMA34);
					wkEMA34.Description = "wkEMA34";
				}
				PlotSeries(PricePane, wkEMA8, Color.Magenta, WealthLab.LineStyle.Dashed, 1);
				PlotSeries(PricePane, wkEMA20, Color.Crimson, WealthLab.LineStyle.Dashed, 1);
				PlotSeries(PricePane, wkEMA34, Color.Teal, WealthLab.LineStyle.Dashed, 1);
			}
			
		}
	}
}[/code]

Eugene

9/21/2019 6:15 PM

Jeff,
Drag the slider to "1". Is this what you're looking for? If not please rephrase and clarify your task.

CODE:
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Jeff,
Drag the slider to "1". Is this what you're looking for? If not please rephrase and clarify your task.
[code]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		private StrategyParameter paramShift;
		
		public MyStrategy()
		{
			paramShift = CreateParameter("Shift", 0, 0, 1, 1);
		}
		
		protected override void Execute()
		{
			var shift = paramShift.ValueInt;
			var ld = LineStyle.Dashed;
			var ls = LineStyle.Solid;
			
			HideVolume();
			//--- Exponential Moving Averages --------------------------------------------------
			DataSeries EMA8 = EMAModern.Series(Close, 8);
			DataSeries EMA20 = EMAModern.Series(Close, 20);
			DataSeries EMA34 = EMAModern.Series(Close, 34);

//--- Exponential Moving Averages -------------------------------------------------------
			PlotSeries(PricePane, EMA8, Color.Magenta, ls, 1);
			PlotSeries(PricePane, EMA20, Color.Crimson, ls, 1);
			PlotSeries(PricePane, EMA34, Color.Teal, ls, 1);

//--------- Create Weekly Data ---------------------------------------------------------------------------------
			if ( Bars.Scale == BarScale.Daily )
			{
				SetScaleWeekly();
				//----------- Weekly Exponential Moving Averages ------------------------
				DataSeries wkSMA5 = shift > 0 ? SMA.Series(Close, 5)>>shift : SMA.Series(Close, 5);
				DataSeries wkEMA8 = shift > 0 ? EMAModern.Series(Close, 8)>>shift : EMAModern.Series(Close, 8);
				DataSeries wkEMA20 = shift > 0 ? EMAModern.Series(Close, 20)>>shift : EMAModern.Series(Close, 20);
				DataSeries wkEMA34 = shift > 0 ? EMAModern.Series(Close, 34)>>shift : EMAModern.Series(Close, 34);

RestoreScale();
				if (Bars.Scale == BarScale.Daily)
				{
					wkSMA5 = Synchronize(wkSMA5);
					wkSMA5.Description = "wkSMA5";
					wkEMA8 = Synchronize(wkEMA8);
					wkEMA8.Description = "wkEMA8";
					wkEMA20 = Synchronize(wkEMA20);
					wkEMA20.Description = "wkEMA20";
					wkEMA34 = Synchronize(wkEMA34);
					wkEMA34.Description = "wkEMA34";
				}
				PlotSeries(PricePane, wkEMA8, Color.Magenta, ld, 1);
				PlotSeries(PricePane, wkEMA20, Color.Crimson, ld, 1);
				PlotSeries(PricePane, wkEMA34, Color.Teal, ld, 1);
			}
         
		}
	}
}[/code]

Starburst

9/22/2019 1:00 PM

Thank you for trying to help me in this matter. What I am trying to do is get Friday’s value of the moving average to stay at the same value until the end of next Friday while displaying real time daily bars during the day. Monday the display is great but on Tuesday it calculates Mondays close value on to the chart and I would like to continue to see last Friday’s value there. I find it aesthetic pleasing to the eye and I can easily reference its value by resting the mouse pointer on the last completed bar or being displayed on the right handed margin area of my chart. Shifting the graph doesn’t seem to really help. It would have to be done on Fridays and Mondays. Writing over the last bar I think maybe the way to go but I don’t how to exclude Fridays or last day of the week.
Does this explanation help?

Starburst

9/22/2019 3:01 PM

I think I have it worked out here is my code and we will see how it works tomorrow.

CODE:
Please log in to see this code.

Size:

Color:

I think I have it worked out here is my code and we will see how it works tomorrow.
[code]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

//--- Exponential Moving Averages -------------------------------------------------------
			PlotSeries(PricePane, EMA8, Color.Magenta, WealthLab.LineStyle.Solid, 1);
			PlotSeries(PricePane, EMA20, Color.Crimson, WealthLab.LineStyle.Solid, 1);
			PlotSeries(PricePane, EMA34, Color.Teal, WealthLab.LineStyle.Solid, 1);
			
			//--------- Create Weekly Data ---------------------------------------------------------------------------------
			if (Bars.Scale == BarScale.Daily)
			{
				SetScaleWeekly();
				//----------- Weekly Exponential Moving Averages ------------------------
				DataSeries wkEMA8 = EMA.Series(Close, 8, WealthLab.Indicators.EMACalculation.Modern);
				DataSeries wkEMA20 = EMA.Series(Close, 20, WealthLab.Indicators.EMACalculation.Modern);
				DataSeries wkEMA34 = EMA.Series(Close, 34, WealthLab.Indicators.EMACalculation.Modern);

RestoreScale();
				wkEMA8 = Synchronize(wkEMA8);
				wkEMA20 = Synchronize(wkEMA20);
				wkEMA34 = Synchronize(wkEMA34);

DataSeries wEMA8 = new DataSeries(Bars, "wkEMA8");
				DataSeries wEMA20 = new DataSeries(Bars, "wkEMA20");
				DataSeries wEMA34 = new DataSeries(Bars, "wkEMA34");
				
				for (int bar = 1; bar < Bars.Count; bar++)
				{
					if (Date[bar].DayOfWeek < Date[bar - 1].DayOfWeek)
					{
						SetPaneBackgroundColor(PricePane, bar - 1, Color.Yellow);
						wEMA8[bar -1] = wkEMA8[bar -1];
						wEMA20[bar -1] = wkEMA20[bar -1];
						wEMA34[bar -1] = wkEMA34[bar -1];
						wEMA8[bar] = wEMA8[bar - 1];
						wEMA20[bar] = wEMA20[bar - 1];
						wEMA34[bar] = wEMA34[bar - 1];
					}
					else
					{
						{
							wEMA8[bar] = wEMA8[ bar -1];
							wEMA20[bar] = wEMA20[ bar -1];
							wEMA34[bar] = wEMA34[ bar -1];
						}
					}
				}
				PlotSeries(PricePane, wEMA8, Color.Magenta, WealthLab.LineStyle.Dashed, 1);
				PlotSeries(PricePane, wEMA20, Color.Crimson, WealthLab.LineStyle.Dashed, 1);
				PlotSeries(PricePane, wEMA34, Color.Teal, WealthLab.LineStyle.Dashed, 1);
			}
		}
	}
}[/code]

Starburst

9/23/2019 3:02 PM

Alright I think I know what I am asking for. How do I test for the last trading day of the week before the week is over so that I can update my plot at the end of the week?