AverageFC function in eSignal - some questions

[Roman76]

Hi,

I got the AverageFC-indicator from Omega Research:

{*******************************************************************
Description: Simple Moving Average (fast calculation)
Provided By: Omega Research, Inc. (c) Copyright 1999
********************************************************************}

Inputs: Price(NumericSeries), Length(NumericSimple);
Variables: Sum(0), Counter(0);

If CurrentBar = 1 Then Begin
    Sum = 0;
    For counter = 0 To Length - 1     Begin
        Sum = Sum + Price[counter];
    End;
End
Else
    Sum = Sum + Price - Price[Length];

If Length > 0 Then 
    AverageFC = Sum / Length
Else
    AverageFC = 0;

{Force Series Function}
If False Then
    value1 = AverageFC[1]; 

Its a little bit differently to the standard Average and sometimes a little bit other values, but I need the accurately AverageFC function for 2 indicators.

{*******************************************************************
Description: Simple Moving Average
Provided By: Omega Research, Inc. (c) Copyright 1999
********************************************************************}

Inputs: Price(NumericSeries), Length(NumericSimple);
Variables: Sum(0), Counter(0);

Sum = 0;

For counter = 0 To Length - 1 Begin
    Sum = Sum + Price[counter];
End;

If Length > 0 Then 
    Average = Sum / Length
Else
    Average = 0; 

My question, how can I realize the AverageFC function in eSignal? I have problems with the Currentbar, if I use BARSTATE_CURRENTBAR, I get no values. Is this the initialization for the Average? But, why the line:

Sum = Sum + Price - Price[Length]; 

I would be very lucky, if someone could help me.

[ACM]

Roman76
As far as I can tell the AverageFC function returns the same exact values of a simple moving average.
The image enclosed below shows a TradeStation chart with the Custom 2 Line study set up to plot both the Average and AverageFC functions and as you can see in the Data Window the values returned by the two functions are exactly the same. IMHO you can just use the sma() function to accomplish what you want
Alex

[ACM]

Roman76
To answer your question BARSTATE_CURRENTBAR is one of the flags returned by getBarState() and does not replicate TradeStation's CurrentBar. For more information on getBarState() see this article in the EFS KnowledgeBase.
In my understanding CurrentBar is a bar counter that starts its count once the number of bars referenced by the study have gone by. In esignal you could use getCurrentBarCount() to accomplish the same task. For example
if(getCurrentBarCount() == Length+1){
where Length is the length assigned to the study. This would equate to TradeStation's If CurrentBar = 1 Then Begin
Alex

[Roman76]

Alex,

good posting! You are right with getCurrentBarCount, I use now a fix number, like ie 20.


There is nevertheless a difference between the Average and AvaerageFC, see picture below. Perhaps its because of the TradeStation "special round" computation.

eSignal counts ie with values of 10680.625, but in Tradestation its 10680.63. It seems in such a way with higher sma-length the differences become larger...

Vars:    myVar(0);

myVar = (HIGH  +  LOW + CLOSE) / 2;
myVar = myVar * 10;

PLOT1((AverageFC(myVar, 10)-Average(myVar, 10))*100);