Using price series without actually using series

Posted By: Smon

Using price series without actually using series - 09/16/21 19:22

I often ran into problems with wrong series usage. I'm working on a script, which needs an indicator which is calculated from a price series only when a trade is entered. This gave me the idea, to just completely skip any series usage. The solution I came up with is this:

Code

var* NoSeries(int period, int mode, ...)
{
	int i;
	var* Series = zalloc(period*sizeof(var));
	for(i=0; i<period; i++)
	{
		if(mode == 0) Series[i] = price(i);
		if(mode == 1) Series[i] = priceOpen(i);
		if(mode == 2) Series[i] = priceHigh(i);
		if(mode == 3) Series[i] = priceLow(i);
		if(mode == 4) Series[i] = priceClose(i);
	}
	return Series;
}


function run() 
{
	LookBack = 100;
	BarPeriod = 60;
	asset("EUR/USD");
	
	
	//if(Init) mySeries = zalloc(100*sizeof(var));
	var ZorroEMA = EMA(series(price()), 30);
	

	var* test = NoSeries(70);
	
	
	var myEMA = EMA(test, 30);
	printf("\n%.5f, Zorro:%.5f", myEMA, ZorroEMA);
	
}

Notice that I implemented an option to chose between different price options.

Posted By: AndrewAMD

Re: Using price series without actually using series - 09/16/21 22:10

zalloc returns a temporary pointer. It expires if you call zalloc enough times. You don’t have this problem with series().

Posted By: Smon

Re: Using price series without actually using series - 09/21/21 19:18

Oh yes, thank you! I think this should be fine with malloc(), right?

Posted By: AndrewAMD

Re: Using price series without actually using series - 09/21/21 19:25

Yes. As always, don’t forget to free().