The indicator does not work in Renko Charts, can someone modify and improve the code?... thanks

Created at 13 Sep 2022, 14:09
LU

LuisLizarazoFX

Joined 13.09.2022

The indicator does not work in Renko Charts, can someone modify and improve the code?... thanks
13 Sep 2022, 14:09


using System;
using System.Collections.Generic;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;


namespace cAlgo.Indicators
{
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AutoRescale = true, AccessRights = AccessRights.None)]
    public class USDXDollarIndex : Indicator
    {
       
       
       
       [Parameter("Time Frame", DefaultValue = "m1")]
        public TimeFrame Frame { get; set; }

      

 


        [Parameter("Show USDX", DefaultValue = true)]
        public bool ShowUSDX { get; set; }

        [Output("USDX", LineColor = "Blue", Thickness = 1, PlotType = PlotType.Line, LineStyle = LineStyle.Solid)]
        public IndicatorDataSeries USDX { get; set; }
                        
       
       




     
        [Parameter(DefaultValue = 10)]
        public int PeriodsUSDX { get; set; }
      
        [Output("MA", LineColor = "Yellow", PlotType = PlotType.Line, Thickness = 2)]
        public IndicatorDataSeries MA { get; set; }

       
        
        
        
    
        private Index _usdxIndex;
        private MovingAverage USDXMA;
        
        

        protected override void Initialize()
        {

            USDXMA = Indicators.MovingAverage(USDX, PeriodsUSDX, MovingAverageType.Simple);

            _usdxIndex = new Index 
            {
                Name = "USDX",
                Multiplier = 50.14348112,
                Constituents = new List<Constituent> 
                {
                    //wieght is negative when USD is not the base currency (EURUSD and GBPUSD)

                    new Constituent("EURUSD", -0.576),
                    new Constituent("USDJPY", 0.136),
                    new Constituent("GBPUSD", -0.119),
                    new Constituent("USDCAD", 0.091),
                    new Constituent("USDSEK", 0.042),
                    new Constituent("USDCHF", 0.036)
                }
            };

            
        }

        public override void Calculate(int index)
        {
            var date = MarketSeries.OpenTime[index];

            if (ShowUSDX)
            {
                USDX[index] = CalculateIndex(_usdxIndex, date);
            }

            

            MA[index] = USDXMA.Result[index];

        }

        private double CalculateIndex(Index index, DateTime date)
        {
            //index is calculated as a weighted geometric mean of its constituents' close prices

            double result = index.Multiplier;

            foreach (var weight in index.Constituents)
            {
                var series = MarketData.GetSeries(weight.Symbol, TimeFrame);
                if (series == null)
                {
                    return double.NaN;
                }
                double close = GetCloseByDate(date, series);
                result *= Math.Pow(close, weight.Weight);
            }
            return result;
        }

        private double GetCloseByDate(DateTime date, MarketSeries series)
        {
            var idx = series.OpenTime.GetIndexByExactTime(date);
            if (idx == -1)
            {
                return double.NaN;
            }
            return series.Close[idx];
        }
    }

    public class Index
    {
        public string Name { get; set; }

        /// <summary>
        /// Constant multiplier as defined in ICE contract spec
        /// </summary>
        public double Multiplier { get; set; }

        /// <summary>
        /// List of index constituents
        /// </summary>
        public List<Constituent> Constituents { get; set; }
    }

    public class Constituent
    {
        public Constituent(string symbol, double cx)
        {
            Symbol = symbol;
            Weight = cx;
        }

        public string Symbol { get; private set; }

        /// <summary>
        /// Constituent Weight
        /// </summary>
        public double Weight { get; private set; }
    }
}
 


@LuisLizarazoFX