Show indicator in higher bar scale if its value is set intra-week

Author: betatester

Creation Date: 9/28/2020 6:25 PM

Wealth Lab » WealthScript (.NET) » Show indicator in higher bar scale if its value is set intra-week

betatester

9/28/2020 6:25 PM

I've checked other forum posts and still can't find a way to do this, which seems like it should be easy. All I'm trying to accomplish is to view a weekly chart with signals that were generated on a daily time frame.

E.g. I have an external time series file ("fomc") where any date that has a FOMC meeting is marked with a "1". All other dates are "0". Works fine with a daily chart. But I want to see this on a weekly chart, and because these dates are usually a Wednesday, nothing registers.

CODE:
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It does display when I change from daily to monthly time frame, because some of the dates happened to coincide with the last day of the month.

Eugene

9/29/2020 9:45 AM

I think you cannot alter the synchronization of your Daily DataSeries when viewing a Weekly chart. (Used to think that DataSeries.SumOnCollapse should help but couldn't get it to work here). Probably the best bet is to modify your external data file to mark the remainder bar of the week with a "1". Here's a mockup code that creates a DataSeries for each dummy "quarterly FOMC meeting".

First, run this on Daily to save the modified DataSeries to c:\temp:

CODE:
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Now run this code on Weekly to read back the DataSeries using FillSeriesFromFile:

CODE:
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Size:

Color:

First, run this on [b]Daily[/b] to save the modified DataSeries to [i]c:\temp[/i]:
[code]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
using System.Globalization;
using System.IO;

namespace WealthLab.Strategies
{
	public class MyStrategy0 : WealthScript
	{
		public static int GetWeekNumber(DateTime time)
		{
			DayOfWeek day = CultureInfo.InvariantCulture.Calendar.GetDayOfWeek(time);
			if (day >= DayOfWeek.Monday && day <= DayOfWeek.Wednesday)
			{
				time = time.AddDays(3);
			}

return CultureInfo.InvariantCulture.Calendar.GetWeekOfYear(time, CalendarWeekRule.FirstFourDayWeek, DayOfWeek.Monday);
		}
		
		protected override void Execute()
		{
			DataSeries fomc = new DataSeries(Bars,"");
			bool meeting = false; int meetingBar = -1;
			string file = @"C:\temp\fomc.csv";
			
			for (int bar = 1; bar < Bars.Count; bar++)
			{
				var dt = Date[bar].Date;
				var week = GetWeekNumber(dt);
				
				if (!meeting)
				{
					if (week % 13 == 5)
						if (fomc.Date[bar].DayOfWeek == DayOfWeek.Wednesday)
						{
							meeting = true; meetingBar = week;
						}
				}

if (meeting) 
				{ 
					if( week == meetingBar)
						fomc[bar] = 1;
					else
						meeting = false;
				}
			}

ChartPane pane1 = CreatePane(75, false, true);
			PlotSeries(pane1, fomc, Color.DodgerBlue, WealthLab.LineStyle.Solid, 2);

for (int bar = GetTradingLoopStartBar(0); bar < Bars.Count; bar++)
			{
				if (fomc[bar] == 1)
				{
					SetBackgroundColor(bar, Color.LightPink);
				}
			}

using (StreamWriter csv = File.CreateText(file))
			{
				for (int bar = 0; bar < Bars.Count; bar++)
				csv.WriteLine(Date[bar].ToString("yyyy-MM-dd") + ";" + fomc[bar]);
			}
		}
	}
}[/code]

Now run this code on [b]Weekly[/b] to read back the DataSeries using [link=https://www2.wealth-lab.com/WL5WIKI/FillSeriesFromFile.ashx]FillSeriesFromFile[/link]:

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

namespace WealthLab.Strategies
{
	public class FillSeriesFromFile_Demo : WealthScript
	{
		protected override void Execute()
		{
			// Path to the data file containing external series
			string path = @"C:\temp\fomc.csv";

// Series to fill
			DataSeries MySeries = new DataSeries(Bars, "MySeries");

// Call the FillSeriesFromFile method
			MySeries.FillSeriesFromFile(this, path, Char.Parse(";"), "yyyy-MM-dd");

ChartPane MyPane = CreatePane(30, true, true);
			PlotSeries(MyPane, MySeries, Color.Red, WealthLab.LineStyle.Histogram, 2);
		}
	}
}[/code]

Wealth Lab » WealthScript (.NET) » Show indicator in higher bar scale if its value is set intra-week