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Renko - MA calc out by one
 Post subject: Renko - MA calc out by one Post rating: 0   New post Posted: Wed 04 Jul, 2012, 10:54 

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Hello

I am looking at the numberOfCandlesBefore output on the MA indicator using renko bars. The javadoc defines it as "numberOfCandlesBefore - how much candles to load before and including the candle with time specified in the time parameter.

I have run a simple strategy to print ema values when a new candle is printed and it seems like the output does not include this candle. See attached chart print and print output below.

Am I doing something wrong. Is there a workaround?

T


Attachments:
RenkoMAOutByOne.java [6.83 KiB]
Downloaded 308 times
OutByOneLog.rtf [3.33 KiB]
Downloaded 307 times
MA Calc Out By One.png [90.37 KiB]
Downloaded 375 times
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 Post subject: Re: Renko - MA calc out by one Post rating: 0   New post Posted: Wed 04 Jul, 2012, 14:22 
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Please go through the following checklist:
https://www.dukascopy.com/wiki/#Indicator_usage_checklist
Consider the following approach for indicator value comparison:
https://www.dukascopy.com/wiki/#Add_indicators_on_chart/Include_in_OHLC


 
 Post subject: Re: Renko - MA calc out by one Post rating: 0   New post Posted: Wed 04 Jul, 2012, 23:26 

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Many thanks for your help so far.

I looked through the wiki's and checked charts params, gmt issue and used OHLC. I still think the same... I have recreated the problem I am having... I think the onBar print is out by one candle.
When the 21:38 bar was printed, the onBar print was for 21:00 as per results below, which are from OutByx file attached.

Results summary are


index//time//ema//onBar print statement match (see log - OutByx)

85//21:38 // 1.02774 // none
84// 21:00 // 1.02776 // [0] 1.02776
83// 21:54 // 1.02782 // [1] 1.02782
82// 21:53.363 // 1.02785 // [2] 1.02785
81// 21:53.361 // 1.02786 // [3] 1.02786

This is the same problem experienced by dyscan in post of 18 Jun, 2012, 23:14 - viewtopic.php?f=7&t=47370&p=65115&hilit=simple+renko#p65115.

Is there any way to get the extra data - can I use candleAfter?


Also in the log file you will see some 'LoadDataAction' error. Not sure how to deal with this.


Hope to have this resolved soon.

Tin


Attachments:
OutByx.rtf [8.48 KiB]
Downloaded 300 times
Chart_AUD_USD_Ticks_snapshot.png [142.47 KiB]
Downloaded 351 times
RenkoMAOutByOne.java [7.15 KiB]
Downloaded 291 times
Main.java [5.03 KiB]
Downloaded 293 times
DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control on their content. Anyone accessing this webpage and downloading or otherwise making use of any document, data or information found on this webpage shall do it on his/her own risks without any recourse against Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from the use and/or reliance on any document, data or information found on this webpage.
 
 Post subject: Re: Renko - MA calc out by one Post rating: 0   New post Posted: Thu 05 Jul, 2012, 12:34 
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Tinfx wrote:
Is there any way to get the extra data - can I use candleAfter?
Yes change candlesAfter to 1, because in IRenkoBarFeedListener.onBar you receive the bar that just has finished - the new bar has already started to form.


 
 Post subject: Re: Renko - MA calc out by one Post rating: 0   New post Posted: Thu 05 Jul, 2012, 12:50 

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Thanks

If I change candlesAfter to 1, is the output still in the same array and at [0]?

T


 
 Post subject: Re: Renko - MA calc out by one Post rating: 0   New post Posted: Thu 05 Jul, 2012, 13:03 
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Just test it ;)


 
 Post subject: Re: Renko - MA calc out by one Post rating: 0   New post Posted: Fri 06 Jul, 2012, 08:03 

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Hello

I still have the same issue. I have set candlesBefore = 2 candlesAfter = 1, LAST =2, PREV =1 and SCND_LAST =0.

A the formation of the current 'open' candle, the print statement is for the previous candle with the values commencing from this previous candle. It must be possible to access the current EMA as the value is shown on the hart.

Can you pls assist.

T


 
 Post subject: Re: Renko - MA calc out by one Post rating: 0   New post Posted: Fri 06 Jul, 2012, 08:14 
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Pardon, where is the problem and what is the question?


 
 Post subject: Re: Renko - MA calc out by one Post rating: 0   New post Posted: Fri 06 Jul, 2012, 08:35 

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The question is, how do I get the ema of the current open bar and not the previous bar. I am using the attached code.


Attachments:
RenkoMAOutByOne.java [7.15 KiB]
Downloaded 306 times
DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control on their content. Anyone accessing this webpage and downloading or otherwise making use of any document, data or information found on this webpage shall do it on his/her own risks without any recourse against Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from the use and/or reliance on any document, data or information found on this webpage.
 
 Post subject: Re: Renko - MA calc out by one Post rating: 0   New post Posted: Fri 06 Jul, 2012, 08:40 
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either by calling indicator with shift=0 or with your current approach, take the following element: maOutput[maOutput.length -1].


 
 Post subject: Re: Renko - MA calc out by one Post rating: 0   New post Posted: Fri 06 Jul, 2012, 10:00 

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Sorry and thanks for persevering ... but I have have printed maOutput[maOutput.length -1] and it's the same as the EMA of the last bar and not current - see below

2012-07-06 08:50:09.343 ma output line for last 3 range bars: [1.0272535151446864, 1.0271930464587282, 1.0271406402642311]
2012-07-06 08:50:09.343 1.0271406


Attachments:
RenkoMAOutByOne.java [7.52 KiB]
Downloaded 303 times
DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control on their content. Anyone accessing this webpage and downloading or otherwise making use of any document, data or information found on this webpage shall do it on his/her own risks without any recourse against Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from the use and/or reliance on any document, data or information found on this webpage.
 
 Post subject: Re: Renko - MA calc out by one Post rating: 0   New post Posted: Fri 06 Jul, 2012, 10:08 

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And bizzarely, sometimes they are elements from 2 bars back. Like just now I get

2012-07-06 08:56:48.425 ma output line for last 3 range bars: [1.0272925174909227, 1.0272535151587996, 1.0271930464709595]
2012-07-06 08:56:48.425 1.027193.

I am not sure if this has anything to do with it, but if you look at the table data for the renko feed, the bar at 2012-07-06 08:56:48.425 has an open and close price of 1.0268, which is incorrect.

But my main problem is still, I cannot access the current ema.


Attachments:
Chart_AUD_USD_Ticks_data.csv [13.4 KiB]
Downloaded 295 times
DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control on their content. Anyone accessing this webpage and downloading or otherwise making use of any document, data or information found on this webpage shall do it on his/her own risks without any recourse against Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from the use and/or reliance on any document, data or information found on this webpage.
 
 Post subject: Re: Renko - MA calc out by one Post rating: 0   New post Posted: Mon 09 Jul, 2012, 14:45 

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Hello

Is there any feedback on this?

T


 
 Post subject: Re: Renko - MA calc out by one Post rating: 0   New post Posted: Tue 10 Jul, 2012, 13:39 
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This should get fixed with JForex-API 2.6.73


 
 Post subject: Re: Renko - MA calc out by one Post rating: 0   New post Posted: Tue 10 Jul, 2012, 13:48 

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Great - Moosic to my ears. Dare I ask when 2.6 .73 is scheduled for release.

T


 
 Post subject: Re: Renko - MA calc out by one Post rating: 0   New post Posted: Tue 10 Jul, 2012, 13:56 
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There is no timeline set, follow release information here:
viewforum.php?f=113


 
 Post subject: Re: Renko - MA calc out by one Post rating: 0   New post Posted: Tue 10 Jul, 2012, 14:43 

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Thanks


 

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