Support Board
Date/Time: Wed, 27 Nov 2024 23:29:47 +0000
[Programming Help] - calculate mean of rolling max value
View Count: 235
| [2023-06-20 07:17:37] |
| ronvle - Posts: 4 |
|
hi all, I'm newbie to Sierra and wanted to learn ASCIL. I have a strategy coded in Python but wanted to convert to ASCIL, having a problem with the code below where I'm trying to calculate the mean of the rolling max of the last 20 ATR values, but meanMaxATR[sc.Index] is always 0.00, any help is appreciated! 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]); sc.AddMessageToLog(msg,1); |
To post a message in this thread, you need to log in with your Sierra Chart account: