I am creating a simple EA to place a trade on an SMA crossover. However, I cannot get the correct signal back from the checkEntry function. It is fine in most cases, but when the two lines almost cross then diverge again, I end up with the wrong signal. Can anyone spot what the mistake is? Also, I wouldlike to introduce a small buffer of say 1 pip after the crossover before the signal is given.
string checkEntry()
{
double myFastMa = iMA(ChartSymbol(),Period(),varSma1,0,MODE_SMA,PRICE_CLOSE,0);
double mySlowMa = iMA(ChartSymbol(),Period(),varSma2,0,MODE_SMA,PRICE_CLOSE,0);
double myFastMaPrev = iMA(ChartSymbol(),Period(),varSma1,1,MODE_SMA,PRICE_CLOSE,1);
double mySlowMaPrev = iMA(ChartSymbol(),Period(),varSma2,1,MODE_SMA,PRICE_CLOSE,1);
double myTrendMa = iMA(ChartSymbol(),Period(),varSma3,0,MODE_SMA,PRICE_CLOSE,0);
if (myFastMa > mySlowMa && myFastMaPrev <= mySlowMaPrev) signal = "BUY";
if (myFastMa < mySlowMa && myFastMaPrev >= mySlowMaPrev) signal = "SELL";
// Alert ("myFastMa is ", myFastMa," and myFastMaPrev is ", myFastMaPrev);
// Alert ("mySlowMa is ", mySlowMa," and mySlowMaPrev is ", mySlowMaPrev);
// Alert ("This gives a ",signal," signal");
return signal;
} // End CheckEntry()
Related
I have never heard of ThinkOrSwrim till yesterday when someone asked me to convert a ThinkOrSwim script to an MQL4 indicator.
A part of the code is as follows:
input length = 21;
input price = close;
input ATRs=1;
input trueRangeAverageType = AverageType.WILDERS;
def flag;
def EMA = ExpAverage(close, length);
def shift1 = ATRs * MovingAverage(trueRangeAverageType, TrueRange(high, close, low), length);
I want to ask you to kindly check and let me know if my understanding is correct.
input ATRs=1; // This should be a multiplier for ATR, then I think I should give it a double
//type for more flexible control.
input trueRangeAverageType = AverageType.WILDERS;
//As far as I understood, wilders is the same as SMMA in MQL.
.
def shift1 = ATRs * MovingAverage(trueRangeAverageType, TrueRange(high, close, low), length);
Here is the main piece of this code which I need your help with.
My understanding is as follows
ATRs ==>> Just a multiplier
I think the rest of this line is calculating the ATR, right?
If so, then I can see that I cannot simply convert this to iATR (in mql), because we are not able to choose MA Methode of ATR in mql4.
Then I think first I have to put the "True Range" of each bar in an array and then use this array as a price source to get the averages.
MQL4:
for(int i = 0; i < rates_total; i++)
{
data[i] = iATR(_Symbol, TF_1, 1, i);
}
for(int i = 0; i < limit; i++)
{
ExtBuffer[i] = iMAOnArray(data, 0, Inplenght, 0, InpMAMethod, i);
}
If I'm in the right way yet, Then I think the iATR period has to be 1, to have the TrueRange of each bar and not the average of the TrueRanges.
And then have the variable length (from thinkOrSwim inputs) as the period parameter for iMAOnArray.
I would appreciate any help with it.
Regards
Edit:
I forgot to ask you something,
why should the programmer who wrote this thinkscript code call this variable shift1?
I have a spreadsheet that I use to keep track of climbing progress (snippet shown below). I have formulas and graphs that keep track of counts of specific grades over time, but I am having trouble with a formula to keep a running total (by year) of feet climbed. I intent to put this in another sheet.
Basically I would like a single cell that does something like ... if Sheet1!A:A begins with "21." and if Sheet1!E:E,"<>*%" (which means I actually completed the climb) then add the rows total climb length (Sheet1!J:J * Sheet1!I:I) to the running total for that year.
What is the best way to do this?
You can try using Apps Script and creating a script in order to manage your task.
So for example, you might want to take a look at the snippet below:
Code
function calculateTotal() {
let ss = SpreadsheetApp.getActive().getSheetByName('Sheet1');
let date = ss.getRange('A2:A').getDisplayValues();
let tries = ss.getRange('E2:E').getDisplayValues();
let lengths = ss.getRange('I2:I').getDisplayValues();
let total = 0;
for (let i =0; i<date.length; i++) {
if (date[i][0].toString().startsWith('21') != false && tries[i][0].toString().includes('%') == false) {
total = total+lengths[i][0];
}
}
ss.getRange('M2').setValue(total);
}
Explanation
The script above gathers all the values from the Sheet1 and loops through them. If the conditions check (the date should start with 21 and the E column does not contain %) then the corresponding length is added to the total; the total is then saved in the M2 cell in this case.
Further improvement
The advantage of using a script is that it is versatile and easier to manage. In this situation, you can make use of Apps Script's time-driven triggers; so assuming you plan on updating your spreadsheet every day at a specific time, you can create a trigger which will run right after it.
For example, the below function creates a trigger for the function above which will run every day at ~9.
function createTrigger() {
ScriptApp.newTrigger("calculateTotal")
.timeBased()
.atHour(9)
.everyDays(1)
.create();
}
Reference
Google Apps Script;
Apps Script Installable Triggers.
Thanks Ale13 ... using your example and adding a couple of things (also needed to parseInt totals) ...
function calculateTotal() {
let ss = SpreadsheetApp.getActive().getSheetByName('Sheet1');
let s7 = SpreadsheetApp.getActive().getSheetByName('Sheet7');
let date = ss.getRange('A2:A').getDisplayValues();
let type = ss.getRange('F2:F').getDisplayValues();
let tries = ss.getRange('E2:E').getDisplayValues();
let lengths = ss.getRange('I2:I').getDisplayValues();
let laps = ss.getRange('J2:J').getDisplayValues();
let btotal = 0;
let rtotal = 0;
for (let i =0; i<date.length; i++) {
if (date[i][0].toString().startsWith('21') != false && tries[i][0].toString().includes('%') == false) {
// Totals for Bouldering
if (type[i][0] == "B") {
btotal = btotal + parseInt(lengths[i][0]*laps[i][0]);
}
// Totals for Top Rope or Sport
else {
rtotal = rtotal + parseInt(lengths[i][0]*laps[i][0])
}
}
}
console.log("Roped total = " + rtotal)
console.log("Bouldering total = " + btotal)
s7.getRange('B2').setValue(rtotal);
s7.getRange('B3').setValue(btotal);
}
Hi i'm new in pointcloud library. I'm trying to show clustering result point on rviz or pcl viewer, and then show nothing. And i realize that my data show nothing too when i subcsribe and cout that. Hopefully can help my problem, thanks
This is my code for clustering and send node
void cloudReceive(const sensor_msgs::PointCloud2ConstPtr& inputMsg){
mutex_lock.lock();
pcl::fromROSMsg(*inputMsg, *inputCloud);
cout<<inputCloud<<endl;
pcl::search::KdTree<pcl::PointXYZRGB>::Ptr tree (new pcl::search::KdTree<pcl::PointXYZRGB>);
tree->setInputCloud(inputCloud);
std::vector<pcl::PointIndices> cluster_indices;
pcl::EuclideanClusterExtraction<pcl::PointXYZRGB> ec;
ec.setClusterTolerance(0.03);//2cm
ec.setMinClusterSize(200);//min points
ec.setMaxClusterSize(1000);//max points
ec.setSearchMethod(tree);
ec.setInputCloud(inputCloud);
ec.extract(cluster_indices);
if(cluster_indices.size() > 0){
std::vector<pcl::PointIndices>::const_iterator it;
int i = 0;
for (it = cluster_indices.begin(); it != cluster_indices.end(); ++it){
if(i >= 10)
break;
cloud_cluster[i]->points.clear();
std::vector<int>::const_iterator idx_it;
for (idx_it = it->indices.begin(); idx_it != it->indices.end(); idx_it++)
cloud_cluster[i]->points.push_back(inputCloud->points[*idx_it]);
cloud_cluster[i]->width = cloud_cluster[i]->points.size();
// cloud_cluster[i]->height = 1;
// cloud_cluster[i]->is_dense = true;
cout<<"PointCloud representing the Cluster: " << cloud_cluster[i]->points.size() << " data points"<<endl;
std::stringstream ss;
ss<<"cobaa_pipecom2_cluster_"<< i << ".pcd";
writer.write<pcl::PointXYZRGB> (ss.str(), *cloud_cluster[i], false);
pcl::toROSMsg(*cloud_cluster[i], outputMsg);
// cout<<"data = "<< outputMsg <<endl;
cloud_cluster[i]->header.frame_id = FRAME_ID;
pclpub[i++].publish(outputMsg);
// i++;
}
}
else
ROS_INFO_STREAM("0 clusters extracted\n");
}
And this one is the main
int main(int argc, char** argv){
for (int z = 0; z < 10; z++) {
// std::cout << " - clustering/" << z << std::endl;
cloud_cluster[z] = pcl::PointCloud<pcl::PointXYZRGB>::Ptr(new pcl::PointCloud<pcl::PointXYZRGB>);
cloud_cluster[z]->height = 1;
cloud_cluster[z]->is_dense = true;
// cloud_cluster[z]->header.frame_id = FRAME_ID;
}
ros::init(argc,argv,"clustering");
ros::NodeHandlePtr nh(new ros::NodeHandle());
pclsub = nh->subscribe("/pclsegmen",1,cloudReceive);
std::string pub_str("clustering/0");
for (int z = 0; z < 10; z++) {
pub_str[11] = z + 48;//48=0(ASCII)
// z++;
pclpub[z] = nh->advertise <sensor_msgs::PointCloud2> (pub_str, 1);
}
// pclpub = nh->advertise<sensor_msgs::PointCloud2>("/pclcluster",1);
ros::spin();
}
This isn't an exact answer, but I think it addresses your issue & may ease your debugging.
RViz can directly subscribe to a published point cloud, the one I'm assuming you're trying to see in the cloud_receive callback. If you set the Frame to whichever frame it's being published at, and add it from the available topics, you should see the points. (Easier than trying to rebroadcast it as different topics).
Also, I recommend looking at the rostopic command line tool. You can do rostopic list to check if it's being published, rostopic bw to see if it's really publishing the expected volume of data (ex bytes vs kilobytes vs megabytes), rostopic hz to see how frequently (if ever) it's publishing, and (briefly) rostopic echo to look at the data itself. (This is me assuming from your question it's more an issue with the data coming into your node).
If you're having trouble, not with data coming into the node, nor with the visualization of pointcloud data in general, but with the transformed data that's supposed to come out of the node, I would check that the clustering worked, & reduce your code moreso to just having 1 publisher publish something. You may be doing something weird. Like messing up your pointers. You could also turn on stronger compilation warnings for your node with -Wall -Wextra -Werror or step through the execution of it via gdb (launch-prefix="xterm -e gdb --args").
The solution is, i change the ASCII number into lexical_cast. Thanks for your response, i hope this can help other
for (int z = 0; z < CLOUD_QTD; z++) {
// pub_str[11] = z + 48;
std::string topicName = "/pclcluster/" + boost::lexical_cast<std::string>(z);
global::pub[z] = n.advertise <sensor_msgs::PointCloud2> (topicName, 1);
}
I have implemented fft into at32ucb series ucontroller using kiss fft library and currently struggling with the output of the fft.
My intention is to analyse sound coming from piezo speaker.
Currently, the frequency of the sounder is 420Hz which I successfully got from the fft output (cross checked with an oscilloscope). However, the output frequency is just half of expected if I put function generator waveform into the system.
I suspect its the frequency bin calculation formula which I got wrong; currently using, fft_peak_magnitude_index*sampling frequency / fft_size.
My input is real and doing real fft. (output samples = N/2)
And also doing iir filtering and windowing before fft.
Any suggestion would be a great help!
// IIR filter calculation, n = 256 fft points
for (ctr=0; ctr<n; ctr++)
{
// filter calculation
y[ctr] = num_coef[0]*x[ctr];
y[ctr] += (num_coef[1]*x[ctr-1]) - (den_coef[1]*y[ctr-1]);
y[ctr] += (num_coef[2]*x[ctr-2]) - (den_coef[2]*y[ctr-2]);
y1[ctr] = y[ctr] - 510; //eliminate dc offset
// hamming window
hamming[ctr] = (0.54-((0.46) * cos(2*M_PI*ctr/n)));
window[ctr] = hamming[ctr]*y1[ctr];
fft_input[ctr].r = window[ctr];
fft_input[ctr].i = 0;
fft_output[ctr].r = 0;
fft_output[ctr].i = 0;
}
kiss_fftr_cfg fftConfig = kiss_fftr_alloc(n,0,NULL,NULL);
kiss_fftr(fftConfig, (kiss_fft_scalar * )fft_input, fft_output);
peak = 0;
freq_bin = 0;
for (ctr=0; ctr<n1; ctr++)
{
fft_mag[ctr] = 10*(sqrt((fft_output[ctr].r * fft_output[ctr].r) + (fft_output[ctr].i * fft_output[ctr].i)))/(0.5*n);
if(fft_mag[ctr] > peak)
{
peak = fft_mag[ctr];
freq_bin = ctr;
}
frequency = (freq_bin*(10989/n)); // 10989 is the sampling freq
//************************************
//Usart write
char filtResult[10];
//sprintf(filtResult, "%04d %04d %04d\n", (int)peak, (int)freq_bin, (int)frequency);
sprintf(filtResult, "%04d %04d %04d\n", (int)x[ctr], (int)fft_mag[ctr], (int)frequency);
char c;
char *ptr = &filtResult[0];
do
{
c = *ptr;
ptr++;
usart_bw_write_char(&AVR32_USART2, (int)c);
// sendByte(c);
} while (c != '\n');
}
The main problem is likely to be how you declared fft_input.
Based on your previous question, you are allocating fft_input as an array of kiss_fft_cpx. The function kiss_fftr on the other hand expect an array of scalar. By casting the input array into a kiss_fft_scalar with:
kiss_fftr(fftConfig, (kiss_fft_scalar * )fft_input, fft_output);
KissFFT essentially sees an array of real-valued data which contains zeros every second sample (what you filled in as imaginary parts). This is effectively an upsampled version (although without interpolation) of your original signal, i.e. a signal with effectively twice the sampling rate (which is not accounted for in your freq_bin to frequency conversion). To fix this, I suggest you pack your data into a kiss_fft_scalar array:
kiss_fft_scalar fft_input[n];
...
for (ctr=0; ctr<n; ctr++)
{
...
fft_input[ctr] = window[ctr];
...
}
kiss_fftr_cfg fftConfig = kiss_fftr_alloc(n,0,NULL,NULL);
kiss_fftr(fftConfig, fft_input, fft_output);
Note also that while looking for the peak magnitude, you probably are only interested in the final largest peak, instead of the running maximum. As such, you could limit the loop to only computing the peak (using freq_bin instead of ctr as an array index in the following sprintf statements if needed):
for (ctr=0; ctr<n1; ctr++)
{
fft_mag[ctr] = 10*(sqrt((fft_output[ctr].r * fft_output[ctr].r) + (fft_output[ctr].i * fft_output[ctr].i)))/(0.5*n);
if(fft_mag[ctr] > peak)
{
peak = fft_mag[ctr];
freq_bin = ctr;
}
} // close the loop here before computing "frequency"
Finally, when computing the frequency associated with the bin with the largest magnitude, you need the ensure the computation is done using floating point arithmetic. If as I suspect n is an integer, your formula would be performing the 10989/n factor using integer arithmetic resulting in truncation. This can be simply remedied with:
frequency = (freq_bin*(10989.0/n)); // 10989 is the sampling freq
I’ve been looking at a few example programs in order to find better ways to code with Dart.
Not that this example (below) is of any particular importance, however it is taken from rosettacode dot org with alterations by me to (hopefully) bring it up-to-date.
The point of this posting is with regard to Benchmarks and what may be detrimental to results in Dart in some Benchmarks in terms of the speed of printing to the console compared to other languages. I don’t know what the comparison is (to other languages), however in Dart, the Console output (at least in Windows) appears to be quite slow even using StringBuffer.
As an aside, in my test, if n1 is allowed to grow to 11, the total recursion count = >238 million, and it takes (on my laptop) c. 2.9 seconds to run Example 1.
In addition, of possible interest, if the String assignment is altered to int, without printing, no time is recorded as elapsed (Example 2).
Typical times on my low-spec laptop (run from the Console - Windows).
Elapsed Microseconds (Print) = 26002
Elapsed Microseconds (StringBuffer) = 9000
Elapsed Microseconds (no Printing) = 3000
Obviously in this case, console print times are a significant factor relative to computation etc. times.
So, can anyone advise how this compares to eg. Java times for console output? That would at least be an indication as to whether Dart is particularly slow in this area, which may be relevant to some Benchmarks. Incidentally, times when running in the Dart Editor incur a negligible penalty for printing.
// Example 1. The base code for the test (Ackermann).
main() {
for (int m1 = 0; m1 <= 3; ++m1) {
for (int n1 = 0; n1 <= 4; ++n1) {
print ("Acker(${m1}, ${n1}) = ${fAcker(m1, n1)}");
}
}
}
int fAcker(int m2, int n2) => m2==0 ? n2+1 : n2==0 ?
fAcker(m2-1, 1) : fAcker(m2-1, fAcker(m2, n2-1));
The altered code for the test.
// Example 2 //
main() {
fRunAcker(1); // print
fRunAcker(2); // StringBuffer
fRunAcker(3); // no printing
}
void fRunAcker(int iType) {
String sResult;
StringBuffer sb1;
Stopwatch oStopwatch = new Stopwatch();
oStopwatch.start();
List lType = ["Print", "StringBuffer", "no Printing"];
if (iType == 2) // Use StringBuffer
sb1 = new StringBuffer();
for (int m1 = 0; m1 <= 3; ++m1) {
for (int n1 = 0; n1 <= 4; ++n1) {
if (iType == 1) // print
print ("Acker(${m1}, ${n1}) = ${fAcker(m1, n1)}");
if (iType == 2) // StringBuffer
sb1.write ("Acker(${m1}, ${n1}) = ${fAcker(m1, n1)}\n");
if (iType == 3) // no printing
sResult = "Acker(${m1}, ${n1}) = ${fAcker(m1, n1)}\n";
}
}
if (iType == 2)
print (sb1.toString());
oStopwatch.stop();
print ("Elapsed Microseconds (${lType[iType-1]}) = "+
"${oStopwatch.elapsedMicroseconds}");
}
int fAcker(int m2, int n2) => m2==0 ? n2+1 : n2==0 ?
fAcker(m2-1, 1) : fAcker(m2-1, fAcker(m2, n2-1));
//Typical times on my low-spec laptop (run from the console).
// Elapsed Microseconds (Print) = 26002
// Elapsed Microseconds (StringBuffer) = 9000
// Elapsed Microseconds (no Printing) = 3000
I tested using Java, which was an interesting exercise.
The results from this small test indicate that Dart takes about 60% longer for the console output than Java, using the results from the fastest for each. I really need to do a larger test with more terminal output, which I will do.
In terms of "computational" speed with no output, using this test and m = 3, and n = 10, the comparison is consistently around 530 milliseconds for Java compared to 580 milliseconds for Dart. That is 59.5 million calls. Java bombs with n = 11 (238 million calls), which I presume is stack overflow. I'm not saying that is a definitive benchmark of much, but it is an indication of something. Dart appears to be very close in the computational time which is pleasing to see. I altered the Dart code from using the "question mark operator" to use "if" statements the same as Java, and that appears to be a bit faster c. 10% or more, and that appeared to be consistently the case.
I ran a further test for console printing as shown below (example 1 – Dart), (Example 2 – Java).
The best times for each are as follows (100,000 iterations) :
Dart 47 seconds.
Java 22 seconds.
Dart Editor 2.3 seconds.
While it is not earth-shattering, it does appear to illustrate that for some reason (a) Dart is slow with console output, and (b) Dart-Editor is extremely fast with console output. (c) This needs to be taken into account when evaluating any performance that involves console output, which is what initially drew my attention to it.
Perhaps when they have time :) the Dart team could look at this if it is considered worthwhile.
Example 1 - Dart
// Dart - Test 100,000 iterations of console output //
Stopwatch oTimer = new Stopwatch();
main() {
// "warm-up"
for (int i1=0; i1 < 20000; i1++) {
print ("The quick brown fox chased ...");
}
oTimer.reset();
oTimer.start();
for (int i2=0; i2 < 100000; i2++) {
print ("The quick brown fox chased ....");
}
oTimer.stop();
print ("Elapsed time = ${oTimer.elapsedMicroseconds/1000} milliseconds");
}
Example 2 - Java
public class console001
{
// Java - Test 100,000 iterations of console output
public static void main (String [] args)
{
// warm-up
for (int i1=0; i1<20000; i1++)
{
System.out.println("The quick brown fox jumped ....");
}
long tmStart = System.nanoTime();
for (int i2=0; i2<100000; i2++)
{
System.out.println("The quick brown fox jumped ....");
}
long tmEnd = System.nanoTime() - tmStart;
System.out.println("Time elapsed in microseconds = "+(tmEnd/1000));
}
}