Aroon Osc over 2 time periods

[tbfx]

I have a script on the 5min interval, but uses inv(60) indicators to valide entry. I can succesfully do this for mosdt indicators, but not for the Aroon.

I am using the Aroon.efs to provide me with the Aroon Up and Aroon Down lines. How can I run the trading script on the 5min but call the external aroon.efs based on teh 60 min interval?

It seems that when running the script it uses the bars from the timeframe where the trading script runs.

Any help wo9uld be awesome.

[tbfx]

Aroon Up on different time intervals

[QUOTE=tbfx;145367]I have a script on the 5min interval, but uses inv(60) indicators to valide entry. I can succesfully do this for mosdt indicators, but not for the Aroon.

I am using the Aroon.efs to provide me with the Aroon Up and Aroon Down lines. How can I run the trading script on the 5min but call the external aroon.efs based on teh 60 min interval?

It seems that when running the script it uses the bars from the timeframe where the trading script runs.

Any help wo9uld be awesome


I modified the Aroon Up as follows, but it does not provide me with the Aroon Up for the 60 min when the chart that I ran it on is the 5min chart.

function main(nInputPeriod){

var vState = getBarState();
nstate = getBarStateInterval("60");
if (vState == BARSTATE_ALLBARS || bInit == false){
nInterval = getInterval();
if (nInterval == 60) {
AryClose = new Array(nInputPeriod);

}
bInit = true;
}

if (nstate == BARSTATE_NEWBAR) {
AryClose.pop();
AryClose.unshift(high(0));
} else {
AryClose[0] = high(0);
}
if (AryClose[AryClose.length-1] == null) return;
var vIndex = findHighIndex(AryClose);
value = ((nInputPeriod-vIndex)/nInputPeriod)*100 ;
debugPrintln("xArnUP " + value);
return ((nInputPeriod-vIndex)/nInputPeriod)*100;
}

[waynecd]

Try the following script making sure that it is in the same directory as "AroonUp.efs" and "AroonDown.efs":

/****************************************************************************************************
Copyright © eSignal, a division of Interactive Data Corporation. 2006. All rights reserved. 
This sample eSignal Formula Script (EFS) may be modified and saved under a new 
filename; however, eSignal is no longer responsible for the functionality once modified.
eSignal reserves the right to modify and overwrite this EFS file with each new release.
*****************************************************************************************************/
//added interval
function preMain() {
    setStudyTitle("Aroon UP/DN");
    setCursorLabelName("ArnUp",0);
    setCursorLabelName("ArnDn",1);
    setDefaultBarFgColor(Color.green,0);
    setDefaultBarFgColor(Color.red,1);
    
    var fp1 = new FunctionParameter("nInputPeriod", FunctionParameter.NUMBER);
        fp1.setName("Length");
        fp1.setLowerLimit(1);
        fp1.setDefault(14);
    var fp2 = new FunctionParameter("Interval", FunctionParameter.STRING);
        fp2.setName("Interval");
        fp2.setDefault();
}

var bInit = false;
var xArnUp = null;
var xArnDn = null;

function main(nInputPeriod,Interval) {
    if (bInit == false) {
        if(Interval==null) Interval = getInterval();
        xArnUp = efsExternal("AroonUP.efs", nInputPeriod,inv(Interval));
        xArnDn = efsExternal("AroonDown.efs", nInputPeriod,inv(Interval));
        bInit = true;
    }
    
    return new Array(xArnUp.getValue(0), xArnDn.getValue(0));
} 

If you prefer to have it all in one script then try this:

/****************************************************************************************************
Copyright © eSignal, a division of Interactive Data Corporation. 2006. All rights reserved. 
This sample eSignal Formula Script (EFS) may be modified and saved under a new 
filename; however, eSignal is no longer responsible for the functionality once modified.
eSignal reserves the right to modify and overwrite this EFS file with each new release.
*****************************************************************************************************/
//added interval & efsInternal
function preMain() {
    //setStudyTitle("Aroon UP/DN");
    setCursorLabelName("ArnUp",0);
    setCursorLabelName("ArnDn",1);
    setDefaultBarFgColor(Color.green,0);
    setDefaultBarFgColor(Color.red,1);
    
    var fp1 = new FunctionParameter("nInputPeriod", FunctionParameter.NUMBER);
        fp1.setName("Length");
        fp1.setLowerLimit(1);
        fp1.setDefault(14);
    var fp2 = new FunctionParameter("Interval", FunctionParameter.STRING);
        fp2.setName("Interval");
        fp2.setDefault();
}

var bInit = false;
var xArn = null;
var xArnUp = null;
var xArnDn = null;

function main(nInputPeriod,Interval) {
    if (bInit == false) {
        if(Interval==null) Interval = getInterval();
        xArn = efsInternal("fAroon", nInputPeriod,inv(Interval));
        xArnUp = getSeries(xArn,0);
        xArnDn = getSeries(xArn,1);
        bInit = true;
    }
    
    return new Array(xArnUp.getValue(0), xArnDn.getValue(0));
}
var AryCloseUp;
var AryCloseDn;
var cInit = false;
var High,Low;
function fAroon(nInputPeriod){
    var vState = getBarState();
    
    if (vState == BARSTATE_ALLBARS || !cInit){
        High = high();
        Low = low();
        AryCloseUp = new Array(nInputPeriod);
        AryCloseDn = new Array(nInputPeriod);
        cInit = true;
    }
    
    if (vState == BARSTATE_NEWBAR) {
        AryCloseUp.pop();
        AryCloseUp.unshift(High.getValue(0));
        AryCloseDn.pop();
        AryCloseDn.unshift(Low.getValue(0));
    } else {
        AryCloseUp[0] = High.getValue(0);
        AryCloseDn[0] = Low.getValue(0);
    }
    
    if (AryCloseUp[AryCloseUp.length-1] == null) return;
    if (AryCloseDn[AryCloseDn.length-1] == null) return;

    var vIndexUp = findHighIndex(AryCloseUp);
    var vIndexDn = findLowestIndex(AryCloseDn);
    
    return [((nInputPeriod-vIndexUp)/nInputPeriod)*100,((nInputPeriod-vIndexDn)/nInputPeriod)*100];
}

function findHighIndex(AryIn){
    var vHighIndex = 0;
    var vHigh = 0.0;
    vHigh = AryIn[0];
    for(var i = 1; i < AryIn.length; i++){
        if (vHigh < AryIn[i]){ //new High found
            vHigh = AryIn[i];
            vHighIndex = i;
        }
    }
    
    return vHighIndex;
}
function findLowestIndex(AryIn){    
    var vLowest = 0.0;
    var vIndex = 0;
    vLowest = AryIn[0];
    for (var i = 1; i < AryIn.length; i++){
        if (vLowest > AryIn[i]){ //new Low found
            vLowest = AryIn[i];
            vIndex = i;
        }
    }
    
    return vIndex;
} 

Wayne