Getting value of prior efs indicator value

[deepfoo]

Folks,

I'm a little stumped as to how to get the last five bars (could be any number, 5 is what I am interested in) of an indicator. Why? Instead of looking at just the current symbol value and indicator value I want to compare the indicator value to the last 5 bars of the indicator value and do a range check. If the last five bar are within a similar range, I want to do nothing. If there is a signficant change, then I want to trigger an action.

To make things difficult, this isn't from a built-in but a custom formula.

[dloomis]

this will help you find the highest hi of the last bars, there is a LL function in the Helpers folder

function preMain() {
setPriceStudy(true);
}

function main(nInputLength) {
if(nInputLength == null)
nInputLength = 20;

var nLength = nInputLength;
var i;
var hh = 0;

var vValues = high(0, -nLength);
if(vValues == null)
return null;

for(i = 0; i < nLength; i++) {
if(i == 0) {
hh = vValues[i];
} else {
hh = Math.max(hh, vValues[i]);
}
}
return hh;
}

[Doji3333]

Looking at past indicator values..

Here is an example of retrieving stochastics values from the past and current.

var study = new StochStudy(5, 2, 3);
var LastStoK = -1;
var LastStoD = -1;


function main()
{
//  get current indicator values..
 var vFast = study.getValue(StochStudy.FAST);
 var vSlow = study.getValue(StochStudy.SLOW);


//  get previous indicator values..
 var LastStoK = study.getValue(StochStudy.FAST, -1);
 var LastStoD = study.getValue(StochStudy.SLOW, -1);

//  adding -2, -3, -4 and recording these values, should give you the values you want.
} 

Brad

[deepfoo]

Hmmm.

Well, here's the trick though. And it's quite possible I'm just being thick. Unfortunately the efs in question is totally custom. It does not call any built-ins at all and therefore the sample you kindly provided won't work. Or will it?

I guess I can make the efs more generic (it has a rather lengthy strategy component) and then create yet another study to call it from and see if that method you just supplied worked. That's going to increase overhead, but I guess that cannot be helped.

[Doji3333]

custom indicator tracking...

DeepFoo.... (cool handle - won't ask).

Then your solution is simple... You need to create variables that track the last values of the indicator before you record the new value.. To do this based on a bar-to-bar basis, you would use something like...

var lastbardate = 0;
var indicatorminus1bar = 0;
var indicatorminus2bar = 0;
var indicatorminus3bar = 0;
var indicatorminus4bar = 0;
var indicatorminus5bar = 0;

function main()
{

 if (getValue("rawtime", 0) != lastbardate) {
   //  record previous indicator values.
   indicatorminus5bar = indicatorminus4bar;
   indicatorminus4bar = indicatorminus3bar;
   indicatorminus3bar = indicatorminus2bar;
   indicatorminus2bar = indicatorminus1bar;
   indicatorminus1bar = CurrentIndicatorvalue;
   lastbardate = getValue("rawtime", 0);
 }

// calculate indicator.
CurrentIndicatorvalue = calculateyourindicator.....

} 

This will record the previous 5 bars indicator values for you to use and recall...

Brad

[gspiker]

deepfoo,

I'm a bit confused, are you trying to just get the last five values of the same efs, or are you calling another EFS and trying to get the last five values?

There are fairly simple ways of doing both.

[deepfoo]

to GSpiker

What I am trying to get and compare are the last five values (may want to play with this a bit, maybe an average of the last ten, not sure yet) that the efs produces. Not the price, but the indicator value itself.

The idea is that this is a directional indicator which sometimes gives "bad" signals. What I am trying to do is look back and make sure within some range that a turn in the indicator has really takne place to avoid whipsaws.

Make sense?

Sorry, I'm just not a ecmascript whiz. I'm sure it is simple to plug these values into variables and then calc them against the current one, but it might as well be rocket science for me. And yes, I'd prefer to do all this inside the original efs itself and not make a call.

[gspiker]

OK then...thanks. That is pretty easy.

Use the ref() command.

ref(-1,-5);

That should get you the last five values that the study returned (not counting the current bar).

Does that help?

[Doji3333]

A little more info Garth...

DeepFoo stated it is a custom indicator... so I assume it is programmed into EFS and not being called as a builtin indicator. Does your advice still hold true...

I was under the assumption that custom EFS indicators do not act like builtin indicators??

I'm sure my solution will work because I have it working with the Ergotic TSI indicator.

Let me know...

Brad

[gspiker]

Brad,

I just think you were taking it a bit further than he needed. If I understand correctly deep just wanted the EFS to reference its own return values. Which is what ref() is for.

Garth

[deepfoo]

ref() function

gspiker,

that sounds perfect as i assume this will let me pluck any range i like....

here is the next problem. the docs for this are offline at the moment as the links were updated recently i guess and point to a network or local drive instead of the correct page.

do you happen to have the doc? if you can cut and paste in the ref() stuff that would be great

[gspiker]

Hi,

Yes you can reference as far back as you need.
It is really the same as getValue() in many ways.

ref(Offset,Number of bars).

I don't have access to the doc's, but there is this link that might (or might not) help:

http://forum.esignalcentral.com/show...=&threadid=517

[deepfoo]

Ah-ha...

I think this ought to do it. And now I know why I couldn't find docs anywhere on this, it apperas to have been largely undocumented. I found the efs samples though in file share. thanks.

I may also need to look at Brad's solution as well. Not quite sure which is going to work. The real challenge I guess is applying logic to make sure the results are valid.