The dictionary object in EasyLanguage works just like a real dictionary. It stores values that referenced by a key. In a real-life dictionary, the keys would be words and the values would be the definitions of those words.
An Introduction
This little bit of code just barely skims the surface of the dictionary object, but it gives enough to get a nice introduction to such a powerful tool. I am piggybacking off of my Pattern Smasher code here, so you might recognize some of it.
Object Delcaration
Like any of the objects in EasyLanguage a dictionary must be declared initially.
once begin clearprintlog; patternDict = new dictionary; index = new vector; values = new vector; end;
Declaring Objects
Here I tell the editor that I am going to be using the elsystem.collections and then a declare/define a dictionary named patterDict and two vectors: index and values. In the Once block, I create instances of the three objects. This is boilerplate stuff for object instantiation.
for iCnt = 5 downto 2 begin if(close[iCnt]> close[iCnt+1]) then begin patternString = patternString + "+"; end else begin patternString = patternString + "-"; end; end;
If patternString = "+++-" then Value99 = value99 + (c - c[2])/c[2];
if patternDict.Contains(patternString) then Begin // print("Found pattern: ",patternString," 3-day return is: ", (c - c[2])/c[2]); patternDict[patternString] = patternDict[patternString] astype double + (c - c[2])/c[2]; end Else patternDict[patternString] = (c - c[2])/c[2];
Build the Pattern String and Then Store It
The keys that index into the dictionary are strings. In this very simple example, I want to examine all of the different combinations of the last four-bar closing prices. Once the pattern hits up I want to accumulate the percentage change over the past three days and store that value in the location pointed to by the patternString key.
Notice how I displace the loop by three days (5-2 insteat of 3-0)? I do this so I can compare the close at the end of the pattern with today’s close, hence gathering the percentage change. Also, notice that I test to make sure there is an entry in the dictionary with the specific key string. If there wasn’t already an entry with the key and I tried to reference the value I would get an error message – “unable to cast null object.”
Once I store the keys and values I can regurgitate the entire dictionary very simply. The keys and values are stored as vectors. I can simply assign these components of the dictionary to the two vectors I instantiated earlier.
If lastBarOnChart and patternDict.Count > 0 then Begin index = patternDict.Keys; values = patternDict.Values; For iCnt = 0 to patternDict.Count-1 Begin print(index[iCnt] astype string," ",values[iCnt] astype double); end; print("Value99 : ",value99:8:4); end;
Printing Out the Dictionary
And then I can simply index into the vectors to print out their contents. I will add some more commentary on this post a little later this week. I hope you find this useful. And remember this will not work with MultiCharts.
Backtesting with [Trade Station,Python,AmiBroker, Excel]. Intended for informational and educational purposes only!
Get All Five Books in the Easing Into EasyLanguage Series - The Trend Following Edition is now Available!
Announcement – A Trend Following edition has been added to my Easing into EasyLanguage Series! This edition will be the fifth and final installment and will utilize concepts discussed in the Foundation editions. I will pay respect to the legends of Trend Following by replicating the essence of their algorithms. Learn about the most prominent form of algorithmic trading. But get geared up for it by reading the first four editions in the series now. Get your favorite QUANT the books they need!
This series includes five editions that covers the full spectrum of the EasyLanguage programming language. Fully compliant with TradeStation and mostly compliant with MultiCharts. Start out with the Foundation Edition. It is designed for the new user of EasyLanguage or for those you would like to have a refresher course. There are 13 tutorials ranging from creating Strategies to PaintBars. Learn how to create your own functions or apply stops and profit objectives. Ever wanted to know how to find an inside day that is also a Narrow Range 7 (NR7?) Now you can, and the best part is you get over 4 HOURS OF VIDEO INSTRUCTION – one for each tutorial.
This book is ideal for those who have completed the Foundation Edition or have some experience with EasyLanguage, especially if you’re ready to take your programming skills to the next level. The Hi-Res Edition is designed for programmers who want to build intraday trading systems, incorporating trade management techniques like profit targets and stop losses. This edition bridges the gap between daily and intraday bar programming, making it easier to handle challenges like tracking the sequence of high and low prices within the trading day. Plus, enjoy 5 hours of video instruction to guide you through each tutorial.
The Advanced Topics Edition delves into essential programming concepts within EasyLanguage, offering a focused approach to complex topics. This book covers arrays and fixed-length buffers, including methods for element management, extraction, and sorting. Explore finite state machines using the switch-case construct, text graphic manipulation to retrieve precise X and Y coordinates, and gain insights into seasonality with the Ruggiero/Barna Universal Seasonal and Sheldon Knight Seasonal methods. Additionally, learn to build EasyLanguage projects, integrate fundamental data like Commitment of Traders, and create multi-timeframe indicators for comprehensive analysis.
The Day Trading Edition complements the other books in the series, diving into the popular approach of day trading, where overnight risk is avoided (though daytime risk still applies!). Programming on high-resolution data, such as five- or one-minute bars, can be challenging, and this book provides guidance without claiming to be a “Holy Grail.” It’s not for ultra-high-frequency trading but rather for those interested in techniques like volatility-based breakouts, pyramiding, scaling out, and zone-based trading. Ideal for readers of the Foundation and Hi-Res editions or those with EasyLanguage experience, this book offers insights into algorithms that shaped the day trading industry.
For thirty-one years as the Director of Research at Futures Truth Magazine, I had the privilege of collaborating with renowned experts in technical analysis, including Fitschen, Stuckey, Ruggiero, Fox, and Waite. I gained invaluable insights as I watched their trend-following methods reach impressive peaks, face sharp declines, and ultimately rebound. From late 2014 to early 2020, I witnessed a dramatic downturn across the trend-following industry. Iconic systems like Aberration, CatScan, Andromeda, and Super Turtle—once thriving on robust trends of the 1990s through early 2010s—began to falter long before the pandemic. Since 2020 we have seen the familiar trends return. Get six hours of video instruction with this edition.
Pick up your copies today – e-Book or paperback format – at Amazon.com