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Date/Time: Wed, 05 Feb 2025 15:02:32 +0000



[Programming Help] - cumulative sum need help

View Count: 163

[2025-01-12 19:20:18]
User411647 - Posts: 21
Hi guys
Need help with cumulative sum of two values, when i use sum persist variable that last index value starts 7XXX and each iteration increases or decreases value by hundreds
Historical cumulative line looks good, problem is last index value
Can anyone help ?



sc.AutoLoop = 1

c_SCTimeAndSalesArray TimeSales;
  sc.GetTimeAndSales(TimeSales);
  if (TimeSales.Size() == 0)
    return;

  int mojIndex = TimeSales.Size();
  int OutputArrayIndex = sc.ArraySize;

  for (int TSIndex = mojIndex - 1; TSIndex >= 0; --TSIndex)
  {
    s_TimeAndSales TimeAndSalesRecord = TimeSales[TSIndex];
    TimeAndSalesRecord *= sc.RealTimePriceMultiplier;
    {


// Calculate valuesbid and valuesask


int& cumulative_sum = sc.GetPersistentInt(1);
      
      
      int cycle_sum = 0;
      for (int i = 0; i < 30; i++)
      {
        cycle_sum += static_cast<int>(valuesBid[i]) - static_cast<int>(valuesAsk[i]);
      }

      
      cumulative_sum += cycle_sum;

      
      sc.SetPersistentInt(1, cumulative_sum);

      
      Subgraph_BidSize[OutputArrayIndex] = cumulative_sum;
      
}
}


imagecumulative.jpg / V - Attached On 2025-01-12 19:19:59 UTC - Size: 50.76 KB - 29 views
[2025-01-13 02:12:09]
cmet - Posts: 600
Check this

ES Price Data from sc.GetTimeAndSales() Multiplied by 100
[2025-01-13 06:54:22]
User411647 - Posts: 21
thanks for advice cmet
but valuesbid and valuesask are specific volume values
I tried reset cumulative_sum before iteration
if (OutputArrayIndex == 0)      
      {
        cumulative_sum = 0;
      }
and it looks like this : red bars -> positive askvol and negative bidvol, green line cumulative sum
cumulative calculation looks fine but now last index value is 0
Important for me is last cumulative value but i dont know how to do it
I think that persist var is initialized incorrectly

what do you think ?
imagecumulative sum.jpg / V - Attached On 2025-01-13 06:54:18 UTC - Size: 35.97 KB - 23 views
[2025-01-13 13:10:10]
cmet - Posts: 600
Here's a test study. Take a look or run on replay/live data. Might be in the ballpark.

Image was run on ES 1 min data.
attachmentBA_sum.cpp - Attached On 2025-01-13 13:09:38 UTC - Size: 2.71 KB - 36 views
imagebidask_lastindex.jpg / V - Attached On 2025-01-13 13:09:42 UTC - Size: 125.09 KB - 28 views

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