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Thanks for pointing this out, Tams. I wasn't aware that you can not use FC within a function. Just out of curiosity, why not? I'm using this version of the WMA because it is more efficient than WAverage. WAverage has to calculate a loop for each bar, and depending on the length of the smoothing period, these loops can slow down calculations considerably. From Logic's Ergodic oscillator parameters, it appears that triple smoothing is used, so this means that even more loops are calculated per bar.

I thought from the charts it's pretty obvious what the differences are. The ergodic oscillator plotted on each of the chart does not match when they should (same time frame). The indicator was applied to the same symbol with the same time frame 3 different times. However, each time MultiCharts plotted it differently. To clarify, my Ergodic code was applied to the E-mini S&P (symbol ES #F from eSignal). Anyways, Tams, can I send you my code in a private message? I think it'll be very difficult to explain what's going on or what I'm trying to ask in this thread. Thanks.

Alright. I've attached three charts, each showing different calculated values for the Ergodic oscillator. I believe the last chart should be the correct one. I'm using a custom weighted moving average (as opposed to EL's WAverage) function for the smoothing. The function applies the concept of convolution in calculating the WMA and approximates WAverage closely (slight rounding errors). This function could be a source of error but I'm not sure. I've posted the code below. Inputs: Price( NumericSeries ), Period( NumericSimple ); Variables: var0( 0 ), var1( 0 ); if CurrentBar = 1 then begin for Value1 = 0 to Period - 1 begin var0 = var0 + ( Period - Value1 ) * Price[Value1] ; end ; end else var0 = var0[1] + Period * Price[0] - SummationFC(Price, Period) ; var1 = ( Period + 1 ) * Period * .5 ; WMA = var0 / var1 ; Any ideas on what's wrong? Thanks.

Logic, I've tried coding my own Ergodic oscillator but whenever I plot the oscillator in MultiCharts, I get different results. It seems my code is unstable. I was wondering if you're willing to share your Ergodic .ELD so that I can figure out what's going wrong with my code. Greatly appreciate any assistance you can provide. Regards, Albert

Me and a fellow trader trade the HSIF pretty much everyday as we reside in Hong Kong. We can safely say that consistently profiting 100+ points per day is attainable. My friend has not had a losing trade since mid-May. Overall, his winning ratio is around 75% which is quite impressive. And this is done from trading from a set of simple moving average crossovers. However, you should note that the HSIF is known to gap, sometimes wildly, between lunch breaks and daily sessions. It is also typical that sellers come in around 3pm (local time) as the Shanghai market close.

Tams, This is a great a library. Thanks for posting it! I have a question though: why is there a limit on the number of numbered and named variables that can be stored? I assume you don't want the DLL to hog up too much resources, but is there a way to relax this limitation? Greatly appreciate your help.