Seasonal Indicator

• 11/16/2016 at 12:09 PM #16637
  Ivan Donatiello

  Hello everyone,

  I introduce myself, my name is Ivan and are currently interested in carrying out research on seasonality.

  For this I am interested in creating a indicator that the average price calculations me of a time series in n periods, the chart result should be something like this in image.

  Somebody has what idea or has already implemented this type of indicator?

  

  Ivan Donatiello

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  11/16/2016 at 12:32 PM #16643
  JC_Bywan

  Hi,

  >> Please update your country flag in your profile. Thank you 🙂 <<

  (see attached file if necessary)

  

  JC_Bywan

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  11/16/2016 at 1:37 PM #16650
  Nicolas

  If I remember well, I already came across some kind of seasonal cycle indicator on another website, let me find it and post it here (and please update your profile!).

  

  Nicolas

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  11/16/2016 at 2:05 PM #16651
  Nicolas

  Ok, here is what I found so far in a German forum in an old topic. This is very nicely done and well coded, I translated the terms to perfectly understand how it works and the calculation and made some modification for display, the indicator come in 2 parts:

  1. seasonal_oneyear : the purpose of this indicator is to display a previous “startyear” on the chart, overlaid or not on the price. I introduce the “decay” variable to display it over the current year (decay=0) or over the last year period (decay=1). Very useful if you want to know where were the price at the same time, on “startyear” (year 2000 by default set in the parameter)
  2. seasonal_cycle : this indicator make the loop from “first” year to “last” year for the seasonal cycle computation, it needs “seasonal_oneyear” indicator to run. This is the only one needed to display the seasonal cycle if you only want this information on your chart.

  You’ll find both of this files attached, with some screenshots examples.

  The first picture show the year 2000 price fluctuation under the current year (decay=0)

  The second one display the seasonal cycle calculated from 2000 to 2015 on DAX.

  with great respect, the original indicators came from: http://www.aktienboard.com/forum/f29/prorealtime-cmc-script-programmierung-t94783/262#post2540310

  

  Nicolas

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  11/19/2016 at 2:51 PM #16804
  Ivan Donatiello

  Thanks for the reply,

  I can not run the code, I do not validation. audience below so if possible ask for help 🙂

   

  // Variablen (ganze Zahl / >0) // sJahr = einzelnesJahr = 2000 display = Currentyear - 1 If sJahr <= display Then Once a = 0 If Year >= sJahr Then a = a + 1 Endif If Year = display Then a = a - 1 c = Close[a] Else c = undefined Endif diff = (c - c[1]) / c[1] If Year = display And Year[1] <> display Then p = 1 linie = 100 Else p = diff + 1 linie=linie[1] * p Endif Else linie = undefined Endif Return linie Coloured(0,0,255) As "einzelnesJahr"

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27

  // Variablen (ganze Zahl / >0) // sJahr = einzelnesJahr = 2000   display = Currentyear - 1 If sJahr <= display Then Once a = 0 If Year >= sJahr Then a = a + 1 Endif If Year = display  Then a = a - 1 c = Close[a] Else c = undefined Endif diff = (c - c[1]) / c[1] If Year = display And Year[1] <> display Then p = 1 linie = 100 Else p = diff + 1 linie=linie[1] * p Endif Else linie = undefined Endif Return linie Coloured(0,0,255) As "einzelnesJahr"

   

  And this the second part:

  // Variablen (ganze Zahl / >0) // v = "von..." = 2000 // b = "bis..." = 2010 t = b - v z = 0 For i = 1 to t DO y1 = CALL "mySeasonal_einzeln"[(v+i)-1] z = z + y1 Next xx = z / t If Year >= CurrentYear -1 Then start = 100 Else start = undefined Endif Return xx Coloured(0,0,260) As "Seasonal", start Coloured(255,0,0) As "100"

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16

  // Variablen (ganze Zahl / >0) // v = "von..." = 2000 // b = "bis..." = 2010 t = b - v z = 0 For i = 1 to t DO y1 =  CALL "mySeasonal_einzeln"[(v+i)-1] z = z + y1 Next xx = z / t If Year >= CurrentYear -1 Then start = 100 Else start = undefined Endif Return xx Coloured(0,0,260) As "Seasonal", start Coloured(255,0,0) As "100"

   

  

  Ivan Donatiello

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  11/21/2016 at 9:33 AM #16882
  Nicolas

  That’s why I changed the code, you have to download the files attached to my previous post and use these ones instead of the original topic one.

  

  Nicolas

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  11/25/2016 at 8:02 PM #17199
  Ivan Donatiello

  I understand, can I ask you please let you load your code here that works for you.

  I appreciate it, are not very good at programming. If you can thanks 1000 🙂

  

  Ivan Donatiello

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  11/25/2016 at 8:25 PM #17200
  Ivan Donatiello

  The first indicator with the changes made in the code below works, what one year:
  

   

  // variables (integer / >0) // year = single year = 2000 display = Currentyear - 0 If year <= display Then Once a = 0 If Year >= year Then a = a + 1 Endif If Year = display Then a = a - 1 c = Close[a] Else c = undefined Endif diff = (c - c[1]) / c[1] If Year = display And Year[1] <> display Then p = 1 linie = 100 Else p = diff + 1 linie=linie[1] * p Endif Else linie = undefined Endif Return linie Coloured(0,0,255) As "single year"

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27

  // variables (integer / >0) // year = single year = 2000   display = Currentyear - 0 If year <= display Then Once a = 0 If Year >= year Then a = a + 1 Endif If Year = display  Then a = a - 1 c = Close[a] Else c = undefined Endif diff = (c - c[1]) / c[1] If Year = display And Year[1] <> display Then p = 1 linie = 100 Else p = diff + 1 linie=linie[1] * p Endif Else linie = undefined Endif Return linie Coloured(0,0,255) As "single year"

   

  

  Ivan Donatiello

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  11/25/2016 at 8:29 PM #17201
  Ivan Donatiello

  The second still not, it gives me the error picture attached:

   

  // Variables (integer / >0) // v = "from..." = 2000 // b = "to..." = 2016 t = b - v z = 0 For i = 1 to t DO y1 = CALL "Seasonal 1 Year"[(v+i)-1] z = z + y1 Next xx = z / t If Year >= CurrentYear -1 Then start = 100 Else start = undefined Endif Return xx Coloured(0,0,260) As "Seasonal", start Coloured(255,0,0) As "100"

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16

  // Variables (integer / >0) // v = "from..." = 2000 // b = "to..." = 2016 t = b - v z = 0 For i = 1 to t DO y1 =  CALL "Seasonal 1 Year"[(v+i)-1] z = z + y1 Next xx = z / t If Year >= CurrentYear -1 Then start = 100 Else start = undefined Endif Return xx Coloured(0,0,260) As "Seasonal", start Coloured(255,0,0) As "100"

   

   

  the wording is:

  Syntax error:

  define the variable b

  define the variable v

  It seems to me that in the code are defined :/

  

  Ivan Donatiello

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  Topics: 10

  Replies: 25

  Been thanked: 2 times
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