OP
Junior Member
Joined: Jul 2016
Posts: 64
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Hello, I have just installed version 1.96 and tested the following script:
#define NORMPERIOD 100
#define F 2
#define BUFFER 2
​
var preprocess (var x) {
return scale(x,NORMPERIOD)/100;
}
​
function run()
{
StartDate = 20150101;
EndDate = 20150331;
BarPeriod = 1; // 1 hour
LookBack = 2000;
int Offset=1;
​
assetList("AssetsFix");
asset("EUR/USD");
set(RULES);
Spread = RollLong = RollShort = Commission = Slippage = 0;
​
TimeFrame=1;
vars CloseTS = series(priceClose());
vars LowTS = series(priceLow());
vars HighTS = series(priceHigh());
vars OpenTS = series(priceOpen());
var ret = CloseTS[0]-OpenTS[0];
vars rets = series(ret);
​
int r1 = random(14);
int r2 = random(14);
int r3 = random(14);
vars c1 = series(CloseTS[r1]);
vars c2 = series(CloseTS[r2]);
vars c3 = series(CloseTS[r3]);
​
TimeFrame = 15;
​
MACD(c1,12,26,9);
vars m1=series(rMACD);
vars F1=series(preprocess(m1[0]-m1[1]));
​
MACD(c2,12,26,9);
vars m2=series(rMACD);
vars F2=series(preprocess(m2[0]-m2[1]));
MACD(c3,12,26,9);
vars m3=series(rMACD);
vars F3=series(preprocess(m3[0]-m3[1]));
string line = strf(
"%02i/%02i/%02i %02i:%02i, %.5f, %.5f, %.5f, %.5f, %.5f, %.5f, %.5f, %.5fn",
day(),month(),year()%100,hour(),minute(),
priceOpen(),priceHigh(),priceLow(),priceClose(),F1[Offset],F2[Offset],F3[Offset],ret);
if(is(INITRUN))
file_delete("Data\exportMACD4.csv");
else
file_append("Data\exportMACD4.csv",line);
​
}
I would expected 15 min interval points but instead I have got this:
08/01/15 06:41, 1.18204, 1.18241, 1.18185, 1.18220, -0.03581, -0.04978, -0.12568, -0.00011
08/01/15 06:42, 1.18197, 1.18241, 1.18185, 1.18206, -0.03581, -0.04978, -0.12568, -0.00014
08/01/15 06:43, 1.18200, 1.18241, 1.18185, 1.18206, -0.03581, -0.04978, -0.12568, 0.00000
08/01/15 06:44, 1.18202, 1.18241, 1.18185, 1.18198, -0.03581, -0.04978, -0.12568, -0.00008
08/01/15 06:45, 1.18204, 1.18241, 1.18185, 1.18210, -0.03581, -0.04978, -0.12568, 0.00012
08/01/15 06:46, 1.18190, 1.18241, 1.18185, 1.18208, -0.03581, -0.04978, -0.12568, -0.00002
08/01/15 06:47, 1.18203, 1.18241, 1.18190, 1.18210, 0.17135, 0.15174, 0.17540, 0.00002
08/01/15 06:48, 1.18204, 1.18241, 1.18190, 1.18209, 0.17135, 0.15174, 0.17540, -0.00001
08/01/15 06:49, 1.18204, 1.18241, 1.18190, 1.18209, 0.17135, 0.15174, 0.17540, 0.00000
08/01/15 06:50, 1.18224, 1.18241, 1.18190, 1.18209, 0.17135, 0.15174, 0.17540, 0.00000
08/01/15 06:51, 1.18221, 1.18241, 1.18190, 1.18219, 0.17135, 0.15174, 0.17540, 0.00010
08/01/15 06:52, 1.18225, 1.18241, 1.18190, 1.18217, 0.17135, 0.15174, 0.17540, -0.00002
08/01/15 06:53, 1.18225, 1.18241, 1.18190, 1.18219, 0.17135, 0.15174, 0.17540, 0.00002
08/01/15 06:54, 1.18238, 1.18241, 1.18190, 1.18218, 0.17135, 0.15174, 0.17540, -0.00001
08/01/15 06:55, 1.18231, 1.18232, 1.18190, 1.18222, 0.17135, 0.15174, 0.17540, 0.00004
08/01/15 06:56, 1.18220, 1.18241, 1.18190, 1.18241, 0.17135, 0.15174, 0.17540, 0.00019
08/01/15 06:57, 1.18206, 1.18243, 1.18190, 1.18238, 0.17135, 0.15174, 0.17540, -0.00003
08/01/15 06:58, 1.18206, 1.18243, 1.18190, 1.18231, 0.17135, 0.15174, 0.17540, -0.00007
08/01/15 06:59, 1.18198, 1.18243, 1.18194, 1.18208, 0.17135, 0.15174, 0.17540, -0.00023
08/01/15 07:00, 1.18210, 1.18243, 1.18201, 1.18223, 0.17135, 0.15174, 0.17540, 0.00015
08/01/15 07:01, 1.18208, 1.18243, 1.18139, 1.18139, 0.17135, 0.15174, 0.17540, -0.00084
08/01/15 07:02, 1.18210, 1.18243, 1.18139, 1.18157, 0.13500, 0.05425, 0.15839, 0.00018
08/01/15 07:03, 1.18209, 1.18243, 1.18138, 1.18138, 0.13500, 0.05425, 0.15839, -0.00019
08/01/15 07:04, 1.18209, 1.18243, 1.18109, 1.18120, 0.13500, 0.05425, 0.15839, -0.00018
do you see any mistake in the code?
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