Convert an OTA indicator from TS to ToS

May 25th, 2019, 02:02 PM

Hi,
I have looked at the available ToS downloads and some of the threads regarding converting scripts from one platform to another. I also looked in the Online Trading Academy (OTA) posts but didn't see anything there.

I would like to convert the floating ATR capability that is a download from OTA. If anyone can help that would be great. Here is the code and the picture of what it looks like in TradeStation. Thanks in advance.

****** OTA Floating ATR
****** This tool displays the Daily ATR on the chart as well as 10% and 2% of the Daily ATR.

****** Easy Language Code
inputs: PosX( 40 ), PosY( 97 ), TextColor( Black );

var: tsdata.marketdata.PriceSeriesProvider dPSP( NULL );
method override void InitializeComponent() begin
dPSP = new tsdata.marketdata.PriceSeriesProvider;
dPSP.Symbol = GetSymbolName;
dPSP.Interval.ChartType = tsdata.marketdata.DataChartType.Bars;
dPSP.Interval.IntervalType = tsdata.marketdata.DataIntervalType.Daily;
dPSP.Interval.IntervalSpan = 1;
dPSP.Interval.Name = "(Unknown name)";
dPSP.Range.Type = tsdata.marketdata.DataRangeType.Months;
dPSP.Range.Months = 2;
dPSP.Range.Name = "(Unknown name)";
dPSP.IncludeVolumeInfo = false;
dPSP.IncludeTicksInfo = false;
//dPSP.UseNaturalHours = false;
dPSP.Realtime = true;
//dPSP.TimeZone = tsdata.common.TimeZone.exchange;
dPSP.Load = true;
dPSP.Name = "dPSP";
end;

vars: IntrabarPersist FirstTickOfBar( False ),
x( 0 ), ATR( 0 ), HalfATR( 0 ), QuarterATR( 0 ), TenthATR( 0 ), TwoPctATR( 0 ), ATRText( 0 ), Dec( 0 ), Add( 0 );

ATR = 0;
for x = 0 to 13 begin
if dPSP.Count > 14 then
ATR = ATR + ( iff(dPSP.Close[x+1] astype double > dPSP.High[x] astype double, dPSP.Close[x+1] astype double, dPSP.High[x] astype double)
- iff(dPSP.Close[x+1] astype double < dPSP.Low[x] astype double, dPSP.Close[x+1] astype double, dPSP.Low[x] astype double) );
end;
ATR = ATR / 14;

if Category = 2 then Dec = 2
else if Category = 12 then begin if MidStr(Symbol, 4, 3) = "JPY" then ATR = ATR * 100 else ATR = ATR * 10000; Dec = 0; end
else if Category = 0 then
if SymbolRoot="EC" OR SymbolRoot="JY" OR SymbolRoot="BP" OR SymbolRoot="AD" OR SymbolRoot="CD" OR SymbolRoot="SF" then begin ATR = ATR * 10000; Dec = 0; end
else Dec = 3;
if Dec = 0 then Add = 1 else Add = MinMove * 0.01;
HalfATR = (Round((ATR*0.5/Add),0)+1) * Add; QuarterATR = (Round((ATR*0.25/Add),0)+1) * Add; TenthATR = (Round((ATR*0.1/Add),0)+1) * Add; TwoPctATR = (Round((ATR*0.02/Add),0)+1) * Add;

if ATRText <> 0 AND FirstTickOfBar then Value1 = Text_Delete( ATRText );
ATRText = Text_New( Date, Time, Close, "[dATR]:"+NumToStr(ATR,Dec)+" [10%]:"+NumToStr(TenthATR,Dec)+" [2%]:"+NumToStr(TwoPctATR,Dec) );
Value1 = Text_SetColor( ATRText, TextColor ); Value1 = Text_Float( ATRText, PosX, PosY );

FirstTickOfBar = BarStatus(1) = 2;

June 13th, 2019, 02:09 PM

There are some ATR labels available for free on the interwebs that might do the trick. No screenshot, so not sure if this will work for ya, but try this one:

Code

input ATRLength = 14;
def ATR = Round(AvgTrueRange(high, close, low, ATRLength), 2);
def ATR10 = ATR * .1;
def ATR02 = ATR * .02;
addLabel(yes,concat(�ATR=�, ATR), color.Yellow);
addLabel(yes,concat(� ATR10=�, ATR10), color.White);
addLabel(yes,concat(� ATR02=�, ATR02), color.Green);

June 14th, 2019, 10:40 AM

Thank you for the response. I will give this code a try.

Convert an OTA indicator from TS to ToS

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Convert an OTA indicator from TS to ToS