I want to know how to add a STATIC ATR. I can only find pine script for a ATR trailing stop loss. So does anyone now how i can add a static atr to my already existing strategy?
Thanks
You need to use a var variable to store the ATR value in memory.
For example, if you want to store the ATR value when you enter a trade so you can use this in your TP/SL calculations, you would do something like below:
var float atr_at_entry = na
atr_val = ta.atr(14)
atr_at_entry := is_new_position ? atr_val : atr_at_entry // If it is a new position store the atr_val in atr_at_entry. Keep its value otherwise
// Use atr_at_entry in your TP/SL calculations
Related
I'm doing my first attempt working with linker files. In the end i want to have a variable that keeps it's value after reset. I'm working with an STM32L476.
To achieve this i modified the Linker files: STM32L476JGYX_FLASH.ld and STM32L476JGYX_RAM.ld to include a partition called NOINT.
MEMORY
{
RAM (xrw) : ORIGIN = 0x20000000, LENGTH = 96K
RAM2 (xrw) : ORIGIN = 0x10000000, LENGTH = 32K
FLASH (rx) : ORIGIN = 0x8000000, LENGTH = 1024K -0x100
NOINIT (rwx) : ORIGIN = 0x8000000 + 1024K - 0x100, LENGTH = 0x100
}
/* Sections */
SECTIONS
{
...
/* Global data not cleared after reset. */
.noinit (NOLOAD): {
KEEP(*(*.noinit*))
} > NOINIT
...
In the main.c i initialize the variable reset_count as a global variable.
__attribute__((section(".noinit"))) volatile uint32_t reset_count = 0;
The =0 part is just for simplification. I actually want to set reset_count to zero somewhere in a function.
When i run the program and step through the initialization i would expect to see the value of reset_count as 0. But somehow i always get 0xFFFFFFFF. It seems like i can't edit the reset_count variable. Can anybody tell me how i can make this variable editable?
It is not clear from the question whether you want to have a variable that keeps its value when power is removed, or just while power stays on but hardware reset is pulsed.
If you want something that keeps its value when power is removed, then your linker script is ok to put the block in flash memory, but you need to use the functions HAL_FLASH_Program etc. to write to it, you can't just make an assignment. In addition, you could simplify the linker script by instead of creating the NOINIT output region, just putting >FLASH.
If you want a variable that just persists across reset wile power stays up then you need to put the variable into SRAM not FLASH, for example like this:
.noinit (NOLOAD) :
{
*(.noinit*)
}
> RAM2
Note that you don't need to use KEEP unless you want to link a section that is unreferenced, which will not be the case if you actually use the variables, and you don't need another * immediately before .noinit unless you section names don't start with a ., which they should.
You will not be able to write to the flash memory as simply as that. If you use ST HAL, there is a flash module that provides HAL_FLASH_Program() function.
Alternatively, if the data you are trying to store is 128 bytes or less and you have an RTC backup battery, you can use the RTC backup registers (RTC_BKPxR) to store your data.
This is a followup to question: How to optimize this moving average calculation, in F#
To summarize the original question: I need to make a moving average of a set of data I collect; each data point has a timestamp and I need to process data up to a certain timestamp.
This means that I have a list of variable size to average.
The original question has the implementation as a queue where elements gets added and eventually removed as they get too old.
But, in the end, iterating through a queue to make the average is slow.
Originally the bulk of the CPU time was spent finding the data to average, but then once this problem was removed by only keeping the data needed in the first place, the Seq.average call proved to be very slow.
It looks like the original mechanism (based on Queue<>) is not appropriate and this question is about finding a new one.
I can think of two solutions:
implement this as a circular buffer which is large enough to accommodate the worst case scenario, this would allow to use an array and do only two iterations to make the sum.
quantize the data in buckets and pre-sum it, but I'm not sure if the extra complexity will help performance.
Is there any implementation of a circular buffer that would behave similarly to a Queue<>?
The fastest code, so far, is:
module PriceMovingAverage =
// moving average queue
let private timeQueue = Queue<DateTime>()
let private priceQueue = Queue<float>()
// update moving average
let updateMovingAverage (tradeData: TradeData) priceBasePeriod =
// add the new price
timeQueue.Enqueue(tradeData.Timestamp)
priceQueue.Enqueue(float tradeData.Price)
// remove the items older than the price base period
let removeOlderThan = tradeData.Timestamp - priceBasePeriod
let rec dequeueLoop () =
let p = timeQueue.Peek()
if p < removeOlderThan then
timeQueue.Dequeue() |> ignore
priceQueue.Dequeue() |> ignore
dequeueLoop()
dequeueLoop()
// get the moving average
let getPrice () =
try
Some (
priceQueue
|> Seq.average <- all CPU time goes here
|> decimal
)
with _ ->
None
Based on a queue length of 10-15k I'd say there's definitely scope to consider batching trades into precomputed blocks of maybe around 100 trades.
Add a few types:
type TradeBlock = {
data: TradeData array
startTime: DateTime
endTime: DateTime
sum: float
count:int
}
type AvgTradeData =
| Trade of TradeData
| Block of TradeBlock
I'd then make the moving average use a DList<AvgTradeData>. (https://fsprojects.github.io/FSharpx.Collections/reference/fsharpx-collections-dlist-1.html) The first element in the DList is summed manually if startTime is after the price period and removed from the list once the price period exceeds the endTime. The last elements in the list are kept as Trade tradeData until 100 are appended and then all removed from the tail and turned into a TradeBlock.
I'm trying to create a function that will take two sets of waves, compare them, and create a third wave based on given parameters.
wave1 is mass data, and has values for every data point. Wave2 is also mass data, but some data points are zero. I need to compare Wave1 and Wave2, and for the data points where wave2 has a non-zero value, the third wave needs to be the difference of Wave1 minus Wave2. so the third wave will have the number of data points that match the number of non-zero data points in wave2.
If I understand correctly, this function will do what you want. It's basic and doesn't check the waves are the same length for example.
Function CompareWaves(w1, w2, result)
Wave w1,w2
String result
Make/O/N=(numpnts(w1)) $result
Wave resultW = $result
resultW[] = w1[p] - w2[p]
resultW[] = (w2[p] == 0) ? resultW[p] : NaN
WaveTransform zapnans resultW
End
So, if your waves are called foo and bar, and you want the result to be called diff. Call the function using CompareWaves(foo,bar,"diff").
So I'm trying to program a game using flash, and it's my very first time and I can't get something to work.
In the game, a ball will float across the screen and if you click on it you get 2 points. Except when I test it, the first time I click on the ball I get the letters 'eoceeeo' and if I click the ball again I get the letters 'eeoS'. The dynamic text is on a layer with the first frame having the AS of
var _root.score = 0;
gameScore.text = _root.score;
The dynamic text has a varible of _root.score and a name of gameScore
The floating ball has the AS of
on(release) { _root.score+=2; _root.gameScore.text = _root.score; }
If you click on your gameScore dynamic text field, you can scroll down to its Variable property and set that as _root.score. That way, you do not have to call gameScore.text = _root.score every time the score changes - it will simply update automatically.
Also, if you remove the var from in front of _root.score = 0, it will be easier for ActionScript to handle. Perhaps, you are casting the score variable as an integer, and the dynamic text field is having trouble displaying it as a string of characters. This can also be solved with String(_root.score) and score.toString().
That should make your code a bit less complex, and help for you to identity your random letters problem, which can't be solved specifically with the information you have here. Hope that helps!
I want to take two variables (in and in2) and put them together, for example:
in = 1;
in2 = 3;
pin = in.in2; // I want this to set pin to 13
The arduino IDE tells me that in is not a class, so what syntax would I use to accomplish this?
EDIT: I figured out a different way to do it, you can just take in. multiply it by 10 and then set pin to the sum of in plus in2
If your two variables are definitely integers then pin = (in*10)+in2; would work.
If not, read them into strings (maybe with in.toString(), language dependent) and just do pin = int.parse(in.toString()+in2.toString());
(Although, again dependent on language, you may have to do something other than int.parse [in C# you should use int.TryParse() for example])
Try this, I wrote it in C but you get the gist. turn the two items into strings then concatenate and parse it as an integer.
pin = int.Parse((string)in + (string)in2);