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Post From: [Programming Help] convert this snippet of Python to ASCIL, will pay

[2023-06-21 06:02:15]
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ronvle - Posts: 4
hi all, appreciate if anyone could help to convert this snippet of Python to ascil. Below is my own ascil attempt code but could not achieve what I want, avgMaxATR == 0 always, willing to pay for your time also, thx

Python code:


df['tr0'] = abs(df["high"] - df["low"])
df['tr1'] = abs(df["high"] - df["close"].shift())
df['tr2'] = abs(df["low"] - df["close"].shift())
df['ATR'] = df[['tr0', 'tr1', 'tr2']].max(axis=1)
df['avgATR'] = df['ATR'].rolling(window=length).mean()

avgMaxATR = df['avgATR'].rolling(window=length).max().mean()

My ascil attempt:



SCFloatArray meanMaxATR;

SCFloatArray ATRHigh;

sc.ATR(sc.BaseDataIn, SG_ATR, 20, MOVAVGTYPE_SIMPLE);

ATRHigh[sc.Index] = sc.GetHighest(SG_ATR, 20);

sc.SimpleMovAvg(ATRHigh,meanMaxATR,20);



msg.Format("avgMaxATR=%f, highATR=%f, currentATR=%f",meanMaxATR[sc.Index],ATRHigh[sc.Index],SG_ATR[sc.Index]);