Muliple Output Functions Easy Language

[tradingbigboy 10]

Hi All,

 

For the pros in here, I would love for you to tell me if this is possible. I've coded an indicator using a different zigzag algorithm - not TS but the one used by MT4 and Dukas etc. It is coded perfectly and works. It does 2 passes through the data and simply operates ONLY on the lastbar of the chart.

 

If LastBarOnChart then Begin
   Array_SetMaxIndex(lowMapBuffer, BarNumber+1);
   Array_SetMaxIndex(highMapBuffer, BarNumber+1);
   Array_SetMaxIndex(zigzagBuffer, BarNumber+1);

etc.

 

Now I want to make this multi-timeframe and use the zigzag values in strategies etc so am attempting to turn this into a function. I get the function finished and values are all correct. The function has the same structure as the indicator, just doesn't draw TL and stuff. Now I'm trying to get values FROM this function.

 

The problem is most functions operate per bar from the beginning 1 pass through and spit out values like averages and other stuff. This indicator that pings the function must grab all of its values as well from the last bar on the chart. This would seem like the function must really return an array to the indy/strategy and I'm lost at how to do this.

 

Here's the inputs I have for the zigzag function:

inputs:
   extDepth(Numericsimple),  // 12
   extDeviation(Numericsimple),  // 5
   extBackstep(Numericsimple),   // 3
   oshift(Numericref),
   oZZupBeg(numericref),
   oZZupEnd(numericref),
   oZZdnBeg(numericref), 
   oZZdnEnd(numericref);
   Input: oZZ[n](numericarrayRef);

I'm experimenting here trying to get something to work including a numericarryref but it is not giving values.

 

In the function itself I have the oZZ being assigned as follows:

oZZ[n]=zigzagBuffer[shiftago];

 

In the indicator to test the function I have tried this:

If LastBarOnChart then begin
//method void AnalysisTechnique_Initialized( elsystem.Object sender, elsystem.InitializedEventArgs args ) 
value2 = ZZdukas(12,5,3,shift,oZZupBegval,oZZupEndval,oZZdnBegval,oZZdnEndval,oZZvalsa);
For Value1 = 0 to 999 begin
print("oZZvalsa[value1] = ",oZZvalsa[value1]);
end;

It all verfies but there is nothing but zeros in the values.

 

Any help is appreciated!!

TBB

[zdo 20]

tbb,

 

Didn't exactly follow all you're trying to accomplish (esp re multiple timeframes, etc.)

but if you're putting this code into a strategy, instead of calling a function in the long run you would be better off putting the code in a method and appending (multiple timeframe) returns to elements in a (circular) vector ...

call method only when it's needed for real - instead of last bar on chart, etc...

 

hth

[tradingbigboy 10]

Hi hth!

Thank you so much for your reply. I figured out how to use the Global Dictionary to share values but need to rework this code for ZigZags as I need to reference values of it BEFORE the lastbaronchart in order to use values in strategies etc. I can take the lastbaronchart and uncomment it BUT it gets VERY expensive in computation to do this each bar and really shouldn't be calculating always from the beginning but should retain values from past calculations. I don't know how this is done in easy langauge but I'm sure you know. Yes I would love to first make it efficient THEN put it into a method as you say but I'm not a OOP guy. In fact I switched back to easy language partly because Java was killing me. I did manage to port this zigzag over correctly and thought I was golden. Anyway thank you so much for your help here.

 

// ZigZag Best Algorithm
inputs:
   extDepth(12),
   extDeviation(5),
   extBackstep(3);

variables:
int whatlookfor(0),
int lasthighpos(0),
int lastlowpos(0),
   double val(0.0),
   double res(0.0),
   int shift(0),
   int shiftago(0),
   int back(0),
int j(0),
double lastlow(0),
double lasthigh(0),
double curlow(0),
double curhigh(0), 
double instrPips(0.0001),
double zigzagago(0),
zigzagagobar(0),
double zzupstartpr(0),
zzupstartbar(0),
double zzdnstartpr(0),
zzdnstartbar(0), 
IDup(0),
IDdn(0),
double Dnfibhighpr(0.0),
double Dnfiblowpr(0.0),
Dnfibstartbar(0),
double Upfibhighpr(0.0),
double Upfiblowpr(0.0),
Upfibstartbar(0);	
Arrays:
Double lowMapBuffer[](0.0),
Double highMapBuffer[](0.0),
Double zigzagBuffer[](0.0);	

If LastBarOnChart then Begin
//If Currentbar=0 then Begin
   Array_SetMaxIndex(lowMapBuffer, BarNumber+1);
   Array_SetMaxIndex(highMapBuffer, BarNumber+1);
   Array_SetMaxIndex(zigzagBuffer, BarNumber+1);
   // initialize array each time through
   Value40=0;
   While Value40 <= BarNumber+1 begin
   	lowMapBuffer[Value40]=0.0;
   	highMapBuffer[Value40]=0.0;
   	zigzagBuffer[Value40]=0.0;
   	Value40=Value40+1;
   End;

   IDdn=0;
zzdnstartpr=0;
zzdnstartbar=0;
IDup=0;
zzupstartpr=0;
zzupstartbar=0;
zigzagago=0;
zigzagagobar=0;
instrPips= 1 Point;
Value2 = MinMove / PriceScale;
//print(date," ",time," instrPips = ",instrPips:0:4," minmove/pricescale = ",Value2:0:4);

   While TL_Exist(TL_GetFirst(1)) begin
   	value50 = TL_GetFirst(1);
   	Value51 = TL_Delete(value50);
   end;


For shift = (1 + extDepth) to Currentbar Begin 
	//If Currentbar = 1 then Begin
	shiftago = Currentbar - shift;
	///    Lows
	val = Low[shiftago];
//print(date[shiftago]," ",time[shiftago]," shiftago = ",shiftago," shift = ",shift," Low shiftago = ",Low[shiftago]:0:4);
	For j = (shift-1) Downto (shift - extDepth) Begin
		Value2 = Currentbar - j;
		val = MinList(val, Low[Value2]);
//If shift=13 then print(date[Value2]," ",time[Value2]," J = ",J," Shift - 1 = ",shift-1," shift - extdepth = ",shift-extDepth," val = ",val);
	End; 
	If (val = lastlow) then Begin
		val = 0.0;
	End
	Else Begin
		lastlow = val;
		If (Low[shiftago] - val > extDeviation * instrPips) then Begin
			val = 0.0;
		End
		Else Begin
			For back = 1 to extBackstep Begin
			    value3=shift-back;
			    value4=Currentbar-value3;
				// res=lowMapBuffer[shift - back];
				res=lowMapBuffer[value4];
				If res <> 0 and res > val then Begin
					// lowMapBuffer[shift - back] = 0.0;
			     lowMapBuffer[value4] = 0.0;
				End;
			End;
		End;
	End;		
	If Low[shiftago] = val then Begin
		//lowMapBuffer[shift] = val;
		lowMapBuffer[shiftago] = val;
	End
	Else Begin
		//lowMapBuffer[shift] = 0.0;
		lowMapBuffer[shiftago] = 0.0;
	End;
	//   Highs now
	val = High[shiftago];
	For j = (shift-1) Downto (shift - extDepth) Begin
		Value2 = Currentbar - J; 
		val = MaxList(val, High[Value2]);
	End; 
	If val = lasthigh then Begin
		val = 0.0;
	End
	Else Begin
		lasthigh = val;
		If (val - High[shiftago] > extDeviation * instrPips) then Begin
			val = 0.0;
		End
		Else Begin
			For back = 1 to extBackstep Begin
				value3= shift-back;
				Value4 = Currentbar - value3;
				//res=highMapBuffer[shift-back];
				res=highMapBuffer[value4];
				If res <> 0 and res < val then Begin
					//highMapBuffer[shift - back] = 0.0;
					highMapBuffer[value4] = 0.0;
				End;
			End;
		End;
	End; 
	If High[shiftago] = val then Begin
		//highMapBuffer[shift] = val;
		highMapBuffer[shiftago] = val;
		End
	Else Begin
		//highMapBuffer[shift] = 0.0;
		highMapBuffer[shiftago] = 0.0;
	End;
End;
////   FINAL CUTTING
If whatlookfor = 0 then Begin
	lastlow = 0;
	lasthigh = 0;
End
Else Begin
	lastlow = curlow;
	lasthigh = curhigh;
End;
For shift = (1 + extDepth) to Currentbar Begin // 2nd loop through

	shiftago = Currentbar - shift;
	Switch (whatlookfor)
	Begin
	Case 0:  // look for peak or lawn 
		If highMapBuffer[shiftago] <> 0 then Begin
			lasthigh = High[shiftago];
			lasthighpos = shiftago;
			whatlookfor = -1;
			zigzagBuffer[shiftago] = lasthigh;
		End;
		If lowMapBuffer[shiftago] <> 0 then Begin
			lastlow = Low[shiftago];
			lastlowpos = shiftago;
			whatlookfor = 1;
			zigzagBuffer[shiftago] = lastlow;
		End;
		Break;
	Case 1:   // look for peak
		If (lowMapBuffer[shiftago] <> 0 And lowMapBuffer[shiftago] < lastlow And highMapBuffer[shiftago] = 0.0) then Begin
			zigzagBuffer[lastlowpos] = 0.0;
			lastlowpos = shiftago;
			lastlow = lowMapBuffer[shiftago];
			zigzagBuffer[shiftago] = lastlow;
		End;
		If (highMapBuffer[shiftago] <> 0 And lowMapBuffer[shiftago] = 0.0) then Begin
			lasthigh = highMapBuffer[shiftago];
			lasthighpos = shiftago;
			zigzagBuffer[shiftago] = lasthigh;
			whatlookfor = -1;
		End;
		Break;	
	Case -1:  // look for lawn
		If (highMapBuffer[shiftago] <> 0 And highMapBuffer[shiftago] > lasthigh And lowMapBuffer[shiftago] = 0.0) then Begin
			zigzagBuffer[lasthighpos] = 0.0;
			lasthighpos = shiftago;
			lasthigh = highMapBuffer[shiftago];
			zigzagBuffer[shiftago] = lasthigh;
		End;
		If (lowMapBuffer[shiftago] <> 0 And highMapBuffer[shiftago] = 0.0) then Begin
			lastlow = lowMapBuffer[shiftago];
			lastlowpos = shiftago;
			zigzagBuffer[shiftago] = lastlow;
			whatlookfor = 1;
		End;
		Break;
	End;  // end of case begin
If zigzagBuffer[shiftago] <> 0.0 then Begin
	If zigzagago > 0.0 then begin
		If zigzagBuffer[shiftago] > zigzagago then begin  // zigzag is up
		    IDdn=0;
		    If zzupstartpr=0 then begin
		    	// set begin zigzag vars
		    	zzupstartpr = zigzagago;
		    	zzupstartbar = zigzagagobar;

		    	//  reset zzdn vars
		    	zzdnstartpr=0;
		    	zzdnstartbar=0;
		    End;
	    	If IDup <> 0 then TL_Delete(IDup);
		    IDup = TL_New(date[zzupstartbar],time[zzupstartbar], zzupstartpr, date[shiftago], Time[shiftago], zigzagBuffer[shiftago]);
			If IDup > 0 then Begin
				TL_SetColor(IDup, Green);
				TL_SetSize(IDup, 1);
			End;



		End  /// end of zigzag is up

		Else Begin	// zigzag is down
		    IDup=0;
;
			If zzdnstartpr = 0 then begin
				// set begin ZZ vars
				zzdnstartpr = zigzagago;
				zzdnstartbar = zigzagagobar;
				// reset ZZUP vars
				zzupstartpr=0;
				zzupstartbar=0;
			End;

		    If IDdn <> 0 then TL_Delete(IDdn);
		    IDdn = TL_New(date[zzdnstartbar],time[zzdnstartbar], zzdnstartpr, date[shiftago], Time[shiftago], zigzagBuffer[shiftago]);
			If IDdn > 0 then begin
				TL_SetColor(IDdn, Red);
				TL_SetSize(IDdn, 1);
			End;


		End;
	End  // endzigzagago <> 0.0
	Else Begin  //   endzigzagago = 0.0 so this is first on chart
		//Print("Starting zigzag");
	End;
//print(Date[shiftago]," ",Time[shiftago]," ","IDup = ",IDup," IDdn = ",IDdn);
	zigzagago = zigzagBuffer[shiftago];
	zigzagagobar = shiftago;
End;
//If zigzagBuffer[shiftago] <> 0.0 then Print(Date[shiftago]," ",Time[shiftago]," END - zigzagBuffer[shiftago] = ",zigzagBuffer[shiftago]:0:4," shiftago = ",shiftago);
End;  // End of For Shift 2nd loop
End;  // end of lastbaronchart = 1

[zdo 20]

Hi hth!

Thank you so much for your reply. I figured out how to use the Global Dictionary to share values but need to rework this code for ZigZags as I need to reference values of it BEFORE the lastbaronchart in order to use values in strategies etc. I can take the lastbaronchart and uncomment it BUT it gets VERY expensive in computation to do this each bar and really shouldn't be calculating always from the beginning but should retain values from past calculations. I don't know how this is done in easy langauge but I'm sure you know. Yes I would love to first make it efficient THEN put it into a method as you say but I'm not a OOP guy. In fact I switched back to easy language partly because Java was killing me. I did manage to port this zigzag over correctly and thought I was golden. Anyway thank you so much for your help here.

 

 

 

Think of ‘it’s not really OOP’ so much as it is EOP (event oriented programming)...

 

Think of methods as a way of putting function calls ‘in-line’ ... after initial ‘learning curve’, etc. I find them much easier to debug,etc.

 

Think of vectors as a way of storing an array with multiple ‘data’ types in it... once you get the ‘read’ and 'write' syntax down, they are just as manageable and usable as arrays

 

hth

[tradingbigboy 10]

Thank HTH,

 

So before I go down this path, let me ask a few questions about methods. First they must be called in the analysis or strategy and the code must be placed there, yes?

 

If so, then the analysis or strategy that seeks to utilize multiple time frames must have that time frame as a 2nd symbol on the chart, correct?

 

OR, can a method in a different chart somehow share info with an analysis or strategy on a different chart using some type of global variables in this method, or would it end up also using the global dictionary to accomplish this??

 

Thank you!! The easylanguage helps on the internet rarely give help to programming in the new OOP additions to easylanguage so there are almost no examples of how to do this stuff.

 

TTB

[zdo 20]

TTB,

 

re: ""... in the new OOP additions to easylanguage so there are almost no examples of how to do this stuff."

 

Omg It’s worse than that. ... and now they’ve had years to build some good instructions... and haven’t...

For adequate beginner coverage of OOEL, look for OOEL+Concepts_AndroidMarvin.pdf in TS Forum. If you can’t get or find it, pm me with an email address and I will attach a copy to you.

 

re: "Methods... must be called in the analysis or strategy and the code must be placed there...? "

Yes. All method code is placed after procedural level declarations , etc. and before procedure code.

 

re: "If so, then the analysis or strategy that seeks to utilize multiple time frames must have that time frame as a 2nd symbol on the chart, correct?

 

OR, can a method in a different chart somehow share info with an analysis or strategy on a different chart "

Either would work... ultimately depends on your design preferences and requirements. How many timeframes are involved?

 

re: "different chart ... using the global dictionary to accomplish this??"

Global dictionary has some little wierdnesses but can ultimately be designed to run like a global vector. If I remember correctly, the pdf mentioned above uses zigs in his global dictionary example

 

hth

 

zdo

[tradingbigboy 10]

Hi hth,

 

Yes I'm using at minimum 2 different time frames on a chart plus another symbol as I'm doing some divergence analysis as well. In fact for some reason one of my indies won't run with a forex and stock on the same chart so have to run that in a different chart so it gets complicated and yes I would like to figure out how to have this data wherever I need it.

 

Perhaps it needs to be a OOEL method placed in a function?

 

Thanks for your help!

TBB