XAverage array in EasyLanguage

May 5th, 2012, 02:50 PM

Anyone have some helpful code for XAverage of an array in EasyLanguage?

Mike

May 7th, 2012, 09:18 AM

I think this is close to what you are looking for (function XAverage_a). I am struggling myself to come to terms with the syntax of EasyLanguage, while trying to implement the QQE indicator, so please test it to see if you are comfortable with the result compared to the ordinary EMA

inputs:
PriceValue[M](numericArrayRef),
Len( numericsimple ) ;

variables:
factor( 2 / ( Len + 1 ) ) ;
if CurrentBar = 1 then
XAverage_a = PriceValue[M]
else
XAverage_a = XAverage_a[1] + factor * ( PriceValue[1] - XAverage_a[1] ) ;

May 7th, 2012, 03:28 PM

I created a test myself, and I am disappointed to see that they are not 100% identical. The code is based on XAverage, and I cannot yet see where the small difference come from, but it is slightly different. Perhaps I will know when I have gained more experience with EasyLanguage myself.
Here is the indicator used to compare the two

inputs:
Price( Close ),
Value1Color( green ),
Value2Color( Yellow ) ;
Arrays:
buffer[100](0);
variables:
emaNormal( 0 ), j(0) , emaArr(0);

emaNormal=XAverage(Price,13);

For j=0 to 99
begin
buffer[j]=Price[j];
end;

emaArr=XAverage_a(buffer,13);

Plot1( emaNormal[0], "EMA normal" ) ;
Plot2( emaArr[0], "EMA array" ) ;

SetPlotColor( 1, Value1Color);
SetPlotColor( 2, Value2Color);

May 8th, 2012, 02:30 AM

ValutaTrader

I think this is close to what you are looking for (function XAverage_a). I am struggling myself to come to terms with the syntax of EasyLanguage, while trying to implement the QQE indicator, so please test it to see if you are comfortable with the result compared to the ordinary EMA

inputs:
PriceValue[M](numericArrayRef),
Len( numericsimple ) ;

variables:
factor( 2 / ( Len + 1 ) ) ;
if CurrentBar = 1 then
XAverage_a = PriceValue[M]
else
XAverage_a = XAverage_a[1] + factor * ( PriceValue[1] - XAverage_a[1] ) ;

I tried this at first glance, too. But I think the problem is that the XAverage code is looking at the previous value in the dataseries [1], whereas when you use the array it is incremented so that the most recent value is not [0] or [1] but is instead the currentbar number.

So you would need to inverse the array, or the XAverage math, and this is where I got stuck.

Mike

May 8th, 2012, 02:42 AM

This code works, but it is painfully slow.

Code

// function
inputs:
PriceValue[M](numericArrayRef),
Len( numericsimple ) ;

variables:
factor( 2 / ( Len + 1 ) ) ;
if CurrentBar = 1 then
XAverage_Array = PriceValue[M]
else
XAverage_Array = XAverage_Array[1] + factor * ( PriceValue[Array_GetMaxIndex(PriceValue)-1] - XAverage_Array[1] ) ;

It matches the built-in XAverage EMA. But it is unusable because it is so slow.

The small change is:
PriceValue[Array_GetMaxIndex(PriceValue)-1]

I also tried creating a new array and just copying the last 'length' into it, but because this happens on every new bar, it is equally as slow. The issue seems to be moving to the end of array backwards.

Mike

May 8th, 2012, 02:42 AM

Played around with it, and referring to index 0 of price seems to do the trick. Not sure why though

XAverage_a = XAverage_a[1] + factor * ( PriceValue[0] - XAverage_a[1] ) ;

May 8th, 2012, 02:43 AM

ValutaTrader

Played around with it, and referring to index 0 of price seems to do the trick. Not sure why though

XAverage_a = XAverage_a[1] + factor * ( PriceValue[0] - XAverage_a[1] ) ;

Not for me, that produced very wrong results.

Mike

May 8th, 2012, 02:45 AM

If your array size matches the currentbar figure, you could skip the Array_GetMaxIndex() function and just use currentbar, it is faster - but still somewhat slow.

Mike

May 8th, 2012, 02:59 AM

Ok, I see why we got different results. Your function did not give the correct result on my side, and it is because the array that I tested with had the last price in index 0 and not the other way around. Not sure how to speed up the lookup of the last/max index when the data is stored the other way around.

XAverage array in EasyLanguage

Discussion in EasyLanguage Programming

XAverage array in EasyLanguage