Creating your own dynamic bar period

July 28th, 2009, 01:39 PM

Until/if NT7 ever gets here, I have been trying to create my own bars with dynamic sizing so my strategy can adjust the size of the bar on-the-fly.

I am talking about a dynamic equivalent to
Add(PeriodType.Volume, xxxxx);

Here is what I have but it is a rough draft and far from perfect. I am looking for suggestions from people who have done the same thing and have it working or know how to make it work.

The idea is once the procedure is written, it will be accessed instead of BarsArray[x]. ie:
old:
CustomCCI(BarsArray[3], CCIperiod, CCIsmooth, CCIpitch)
new:
dynamicbar.Set(DynamicPeriod("Volume", "Median", dynamicvolsize);
CustomCCI(dynamicbar, CCIperiod, CCIsmooth, CCIpitch)

Code

                            
protected double DynamicPeriod(string charttype, string bartype, int periodsize)

        {

            double _retvalue     = 0;

            double _tempvalue     = 0;

            

            try

            {

            

            if (charttype == "Volume" && bartype == "High")

                {

                int x = 0;

                while ((Volumes[1][x] + _tempvalue) < periodsize)

                    {

                        _tempvalue += Volumes[1][x];

                        x++;

                        //Print(Time[0] + ": Volume of " + x + " = " + Volumes[1][x]);

                    }

                _retvalue = MAX(Highs[1], x)[0];

                }

                

            if (charttype == "Volume" && bartype == "Low")

                {

                int x = 0;

                while ((Volumes[1][x] + _tempvalue) < periodsize)

                    {

                        _tempvalue += Volumes[1][x];

                        x++;

                        //Print(Time[0] + ": Volume of " + x + " = " + Volumes[1][x]);

                    }

                _retvalue = MIN(Lows[1], x)[0];

                }

                

            if (charttype == "Volume" && bartype == "Median")

                {

                _retvalue = (DynamicPeriod("Volume", "High", periodsize) + DynamicPeriod("Volume", "Low", periodsize)) / 2;

                }

                

            if (charttype == "Volume" && bartype == "Time")

                {

                int x = 0;

                while ((Volumes[1][x] + _tempvalue) < periodsize)

                    {

                        _tempvalue += Volumes[1][x];

                        x++;

                    }

                _retvalue = ToTime(Times[1][x]);

                }

                

            }

            catch(Exception e)

            {

                Log("Exception " + e, LogLevel.Error);

            }

            return _retvalue;

        }

July 28th, 2009, 01:43 PM

failed to mention BarsArray[1] in above example is my favored 1-range size Add(PeriodType.Range, 1); method.

Creating your own dynamic bar period

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Creating your own dynamic bar period