Exponential average error in indicator?

pieroim · 2019-10-30T08:38:06+00:00

Hi all, I took this indicator from a purchased book, but unfortunately in compiling it gives me an error .. I tried various ways to solve the error, but I can’t understand what’s wrong with this code. In particular I think I have identified the error in the ExponentialAverage.. I tried to pass “nn” after a Round function thinking it could be a problem with the format of the numbers, but nothing. The code according to the author of the book must work, he also inserted several examples of graphs with this indicator .. but it doesn’t go.. if Barindex < 2 then BU = Close else BU = BU[1]-BU[2]/3.414+(1/3.414)*Close endif Signal = BU Noise = Close SigmaSignal = STD[PP](Signal) SigmaNoise = STD[PP](Noise) a = SigmaSignal/SigmaNoise n = (2/a)-1 if n < 0 then nn = 1 else nn = n endif //roundedROCvalue = ROUND(nn) MB = ExponentialAverage[nn](Close) Return MB COLOURED(0,250,0)

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10/30/2019 at 1:33 PM #111659 quote

GraHal
Participant

Master

you good to go @pieroim now with Vonasi amendment or do you still want the screenshots of the market you stated??

10/30/2019 at 2:55 PM #111675 quote
pieroim
Participant

Average
unfortunately it still does not work .. same error..
```
if Barindex < 2 then
BU = Close
else
BU = BU[1]-BU[2]/3.414+(1/3.414)*Close
endif

Signal = BU
Noise = Close
SigmaSignal = STD[17](Signal)
SigmaNoise = STD[17](Noise)
a = SigmaSignal/SigmaNoise
n = (2/a)-1

if n < 1 then
nn = 1
else
nn = n
endif

MB = ExponentialAverage[nn](Close)
Return MB COLOURED(0,250,0)
```
yes, if I have a screenshot of it I go to develop the strategy on SierraChart with less doubt. In Sierra I have another account with american Futures Indexes but the SierraChart languave is very, very complex.. I would have preferred to continue the tests on prorealtime, but if it doesn’t work, there’s no other choice.

This indicator is developed in Prorealtime, I like the idea of the strategy where this indicator is the initial step, but to trasport it in SierraChart it is important for me to have a visual reference of it.
10/30/2019 at 3:19 PM #111680 quote

GraHal
Participant

Master

Attached as requested

Piere-5.png

10/30/2019 at 3:36 PM #111686 quote

pieroim
Participant

Average

Well, many thank’s.. now I can carry it on Sierra with greater simplicity..

GraHal thanked this post

10/31/2019 at 10:45 AM #111735 quote

pieroim
Participant

Average

I think this is the result of the indicator.. (red Line)

I’m not sure because the SierraChart language is very, very difficult and I’m programming whit it from 5 days..

I would have preferred to continue the studies on proreal .. maybe if the problem with the v11 is solved it would be excellent..

News from Nicolas?

This the Sierra code:

”

// The top of every source code file must include this line
#include “sierrachart.h”

// For reference, refer to this page:
// https://www.sierrachart.com/index.php?page=doc/AdvancedCustomStudyInterfaceAndLanguage.php

// This line is required. Change the text within the quote
// marks to what you want to name your group of custom studies.
SCDLLName(“Piero Custom Study DLL”)

//This is the basic framework of a study function. Change the name ‘TemplateFunction’ to what you require.
SCSFExport scsf_MEYERBUTTERWORTH(SCStudyInterfaceRef sc)
{
SCSubgraphRef MEYERBUTTERWORTH = sc.Subgraph[0];
SCSubgraphRef BUTTERWORTH = sc.Subgraph[1];
SCFloatArrayRef SigmaSignalV = sc.Subgraph[2].Arrays[0];
SCFloatArrayRef SigmaNoiseV = sc.Subgraph[3].Arrays[0];

SCInputRef Length = sc.Input[1];

if (sc.SetDefaults)
{
sc.GraphName = “Filtro Meyer-Butterworth”;
sc.AutoLoop = 1;
sc.GraphRegion = 1;

MEYERBUTTERWORTH.Name = “MEYERBUTTERWORTH”;
MEYERBUTTERWORTH.DrawStyle = DRAWSTYLE_LINE;
MEYERBUTTERWORTH.LineWidth = 1;
MEYERBUTTERWORTH.PrimaryColor = COLOR_RED;
MEYERBUTTERWORTH.DrawZeros = true;

BUTTERWORTH.Name = “BUTTERWORTH”;
BUTTERWORTH.DrawStyle = DRAWSTYLE_LINE;
BUTTERWORTH.LineWidth = 1;
BUTTERWORTH.LineStyle = LINESTYLE_DOT;
BUTTERWORTH.PrimaryColor = RGB(128,128,255);
BUTTERWORTH.DrawZeros = true;

sc.Subgraph[0].Name = “Meyer Butterworth”;
sc.Subgraph[1].Name = “Butterworth”;

Length.Name = “PP”;
Length.SetInt(17);

return;
}

sc.DataStartIndex = Length.GetInt();

int PP = sc.DataStartIndex;

double risultato;

if (sc.Index < 2)
{
risultato = sc.BaseData[SC_LAST][sc.Index];
}
else
{
risultato = sc.Subgraph[1][sc.Index-1]-(sc.Subgraph[1][sc.Index-2]/3.414)+((1/3.414)*sc.BaseData[SC_LAST][sc.Index]);
}
BUTTERWORTH[sc.Index] = risultato;

// Noise = sc.BaseData[SC_last][sc.Index];
sc.StdDeviation(sc.Subgraph[1], SigmaSignalV, PP);//SigmaSignal
float SigmaSignal = SigmaSignalV[sc.Index]; //Access the study value at the current index

sc.StdDeviation(sc.BaseData[SC_LAST], SigmaNoiseV, PP);//SigmaNoise
float SigmaNoise = SigmaNoiseV[sc.Index]; //Access the study value at the current index

float a = SigmaSignal/SigmaNoise;
float n = (2/a)-1;
float nn;

if (n<1)
{
nn=1;
}
else
{
nn=n;
}

//MB=ExponentialAverage[nn](close);
sc.ExponentialMovAvg(sc.BaseData[SC_LAST], sc.Subgraph[0], nn);

return;
}

“

mb.jpg

10/31/2019 at 11:01 AM #111737 quote

pieroim
Participant

Average

compared to your graph I see differences … PP=17

mb2.jpg

10/31/2019 at 1:27 PM #111741 quote
Nicolas
Keymaster

Legend
Should work fine now in version 11.1, always make calculation if there is enough bars to do them:
```
period = 17

if Barindex < 2 then
BU = Close
else
BU = BU[1]-BU[2]/3.414+(1/3.414)*Close
endif

if barindex>period then 
Signal = BU
Noise = Close
SigmaSignal = STD[period](Signal)
SigmaNoise = STD[period](Noise)
a = SigmaSignal/SigmaNoise
n = (2/a)-1

if n < 1 then
nn = 1
else
nn = n
endif


MB = ExponentialAverage[nn](Close)
endif

Return MB COLOURED(0,250,0)
```
FabiusMor thanked this post
10/31/2019 at 3:48 PM #111752 quote

pieroim
Participant

Average

Well done Nicolas, now it works!

Thank’s
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