Category Archives: EasyLanguage Function

Learn to Program Pyramiding Algorithm

Would you like to learn how to do this?  Check back over the next few days and I will show you to do it.  Warning:  its not straightforward as it seems – some tricks are involved.  Remember to sign up for email notifications of new posts.

UPDATE[1]:  I have recorded an introductory webcast on how to program this pyramiding scheme.  This webcast is Part 1 and illustrates how to brainstorm and start thinking/programming about a problem.  Part 1 introduces some concepts that show how you can use and adapt some of EasyLanguage built-in reserved words and functions.  I start from the perspective of a somewhat beginning EasyLanguage programmer  – one that knows enough to maybe not get the problem solved, but at least get the ball rolling.  The final code may not look anything like the code I present in Part 1.  However it is sometimes important to go down the wrong trail so that you can learn the limitations of a programming language.  Once you know the limitations, you can go about programming workarounds and fixes.  I hope you enjoy Part 1  I should have Part 2 up soon.  Don’t be too critical, this is really the first webcast I have recorded.  You’ll notice I repeat myself and I refer  to one function input as a subscript.  Check it out:

Adding positions at fixed intervals.

Hash Table In EasyLanguage [Part 2]

Using The Hash Table

Now that we have created an empty Hash Table and the Hash Index it is now time to start filling the table up with the appropriate information.  As I pointed out in my last post, every day of any given year can be represented by a nine character string. If January 1st lands on a Tuesday, you can express this day with the following string, “1stTueJan.” That is if you want to ignore the year and in this case, we do.

Mapping Into the Hash Table

The table has already been prepared as well as the index.  All we have to do is map the current day into the index.  The location of the index value in the Hash Index array will then be used to locate the day’s location in the Hash Table.  We will use a function to convert the current day of the year into a value our Hash Index can interpret.

Here is the code to the function.  Don’t fret too much at the number of lines of code!

inputs: testDate(numericSeries);

vars: testMonth(0),tempStr("");
Array : prefixStrArr[6](""),dayofweekStr[5](""),monthName[12]("");
vars: monCnt(0),tueCnt(0),wedCnt(0),thuCnt(0),friCnt(0),tempDate1(0),tempDate2(0);
vars: freshStart(false),occurString(""),dayString(""),monthString("");
vars: whatOccurOfMonthStr(""),cnt(0),td(0),myCnt(0),daysBack(0);

preFixStrArr[1] = "1st";
preFixStrArr[2] = "2nd";
preFixStrArr[3] = "3rd";
preFixStrArr[4] = "4th";
preFixStrArr[5] = "5th";
preFixStrArr[6] = "6th";

dayOfWeekStr[1] = "Mon";
dayOfWeekStr[2] = "Tue";
dayOfWeekStr[3] = "Wed";
dayofWeekStr[4] = "Thu";
dayOfWeekStr[5] = "Fri";

monthName[1] = "Jan";
monthName[2] = "Feb";
monthName[3] = "Mar";
monthName[4] = "Apr";
monthName[5] = "May";
monthName[6] = "Jun";
monthName[7] = "Jul";
monthName[8] = "Aug";
monthName[9] = "Sep";
monthName[10] = "Oct";
monthName[11] = "Nov";
monthName[12] = "Dec";

tempDate1 = month(testDate[0]);
tempDate2 = month(testDate[1]);
cnt = 0;monCnt = 0;tueCnt=0;wedCnt=0;thuCnt=0;friCnt=0;
While (month(date) = month(date[cnt])) and cnt < 30
//	print(date," ",date[cnt]," ",cnt);
	cnt = cnt + 1;
daysBack = cnt -1;

If daysBack < 0 then daysBack = 0;

For cnt = daysBack downto 0
	If dayOfWeek(date[cnt]) = 1 then monCnt = monCnt + 1;
	If dayOfWeek(date[cnt]) = 2 then tueCnt = tueCnt + 1;	
	If dayOfWeek(date[cnt]) = 3 then wedCnt = wedCnt + 1;
	If dayOfWeek(date[cnt]) = 4 then thuCnt = thuCnt + 1;
	If dayOfWeek(date[cnt]) = 5 then friCnt = friCnt + 1;
//print("counts: ",monCnt," ",tueCnt," ",wedCnt," ",thuCnt," ",friCnt);

If dayOfWeek(date) = Monday then tempStr = preFixStrArr[monCnt];
If dayOfWeek(date) = Tuesday then tempStr = preFixStrArr[tueCnt];
If dayOfWeek(date) = Wednesday then tempStr = preFixStrArr[wedCnt];
If dayOfWeek(date) = Thursday then tempStr = preFixStrArr[thuCnt];
If dayOfWeek(date) = Friday then tempStr = preFixStrArr[friCnt];

tempStr = tempStr + dayOfWeekStr[dayOfWeek(date)];
tempStr = tempStr + monthName[month(date)];
GetWhichWeekMonth = tempStr;
GetWhichWeekMonth Function

Here is where using an integer representation of the date would reduce the number of lines of code tremendously.  Well, I made my bed I might as well sleep in it.  You will see some duplication between this code and the Hash Table creator function.  I have to store names for the week rank, day of the week, and month in arrays.  There isn’t a simple function that will pull the week rank from any given date.  So I simply take the date and work my way back to the beginning of the month counting each weekday as I go along.

For cnt = daysBack downto 0
	If dayOfWeek(date[cnt]) = 1 then monCnt = monCnt + 1;
	If dayOfWeek(date[cnt]) = 2 then tueCnt = tueCnt + 1;	
	If dayOfWeek(date[cnt]) = 3 then wedCnt = wedCnt + 1;
	If dayOfWeek(date[cnt]) = 4 then thuCnt = thuCnt + 1;
	If dayOfWeek(date[cnt]) = 5 then friCnt = friCnt + 1;

Getting The Hash Index

The number that is stored in the individual counters (monCnt, tueCnt, etc.) determines which week of the month the current day is located.  I build the string through concatenation.  First I get the week rank (“1st”, “2nd”, “3rd”, “4th”, “5th”), add the name of the day and then add the month.  The end result looks like “1stMonJan”.  From here I cross-reference the Hash Index and pull out the location of the of the string (aka index.)  Here is the function GetHashIndex.

input: hashIndex[n](stringArrayRef),hashTableRows(numericSimple),searchString(string);
vars: iCnt(0),done(false);

GetHashIndex = 0;
done = false;

For iCnt = 1 to hashTableRows
//	print("Looking for: ",searchString," ",hashIndex[iCnt]," ",iCnt);
	If searchString = hashIndex[iCnt] then 
		done = true;
		GetHashIndex = iCnt;
	If done then break;

As you can see it is a linear search that returns the Hash Index’s Index.  Check out how I prematurely exit the loop by using the keyword Break.  This keyword knocks you out of any loop where it is located.  If you have a nested loop, the break only gets you out of that current loop where it is located.

Hast Table Indicator

Now how can we pull all this together to create a useful trading tool.  I used these tools to create an indicator that plots the average daily change from one day to the next.  So, if today is the “3rdMonJune” and the indicator reads 0.52, this represents that over the last X years the average percentage change is a plus .5%.  Would it make sense to buy the “2ndFriJun” and exit on the close of the “3rdMonJune?”  Maybe.

Here is the code for the Hash Table indicator.

vars: returnValString(""),iCnt(0),jCnt(0); 
array: weekDayMonthIndex[300]("");
array: HashTable[300,100](0);
array: timeLine[300](0);
vars: searchString(""),numYearsCollected(0),hashIndex(0);
vars: yCnt(0),numYears(0);
vars: hashRows(300);
vars: myBarCount(0),maxNumYearsInHash(0),avgDailyChange(0),dailyChangeSum(0);

If barNumber = 1 then  //build the hash index - index form "1stMonJul" "2ndFriDec"
	Value1 = HashIndexCreator(weekDayMonthIndex);

numYearsCollected = HashTableCreator(HashTable,weekDayMonthIndex);  {Build hash table as we go along}

If year(date) <> year(date[1]) then numYears = numYears + 1; 

If numYearsCollected > 3 then  // only pull information if there is at least three years of data
	searchString = GetWhichWeekMonth(date);	// convert today's date into a compatible Hash Index value
	hashIndex = GetHashIndex(weekDayMonthIndex,hashRows,searchString);  // find the location of today's value in the Hash Index
	dailyChangeSum = 0;;
//	print(d," ",searchString," ",hashIndex);
	For yCnt = 2 to numYearsCollected
		dailyChangeSum = dailyChangeSum + HashTable[hashIndex,yCnt];
	avgDailyChange = dailyChangeSum/numYearsCollected;
	if year(date) = 116 then print(d," ",searchString," ",numYearsCollected," ",avgDailyChange);
	if numYearsCollected > numYears-1  then plot1(avgDailyChange,"AvgChgFromYesterday");

Results of Using the Hash Table

Here is a simple output of the results from the indicator for the year of 2016.  I sorted the data based on highest average daily change and number of years collected.

1160729 5thFriJul 7 0.95
1161031 5thMonOct 5 0.62
1160115 2ndFriJan 16 0.56
1160830 5thTueAug 7 0.55
1160713 2ndWedJul 17 0.52
1160812 2ndFriAug 17 0.52
1160519 3rdThuMay 16 0.43
1161003 1stMonOct 17 0.38
1160112 2ndTueJan 16 0.38
1160223 4thTueFeb 16 0.38
1161122 4thTueNov 16 0.37
1160804 1stThuAug 17 0.35
1160316 3rdWedMar 16 0.35
1160711 1stMonJul 17 0.34
1161121 3rdMonNov 17 0.34
1160225 4thThuFeb 16 0.34
1160517 3rdTueMay 16 0.34
1160610 2ndFriJun 16 0.34
1161215 3rdThuDec 17 0.33

It looks like the buying the close “4thThuJul” is the way to go!  But since there are only seven observations I think would think twice.  But, buying the close on the day prior to “2ndFriJan” might offer that technical advantage you’re looking for.