Comparing GANNSWING for current market against GANNSWING for same market in the past

Hi all,

This is probably best explained using a screenshot…

This chart shows a current bar chart for CL-VolSpot, above a bar chart for CL-VolSpot 5 years ago (using OFFSET=1820). You can see I’ve overlaid a 3 day Gann swing on the current chart, and tried to to the same on the bottom chart. Unfortunately there’s no OFFSET parameter available in GANNSWING(), so the lower GANNSWING is showing the current market rather than the market from 1820 days ago. If you look closely, the 2 swing charts are identical.

What I’d like to do, in the bottom chart, is draw the GANNSWINGs() that correspond to the bar chart from 5 years ago. To put it another way, if there was a GANNSWING(…, OFFSET=1820) option, that would be perfect - I’d put that over the bottom bar chart and the swings should line up exactly with the lower bar chart that’s offset by 1820 bars.

I tried something like this

offsetData = GETDATA(CODE=CLVolSpot:AFUT, offset, DATERANGE=Date Range, DATETOLOADFROM=1983-01-01,DATETOLOADTO=2019-01-19);
gs1 = GANNSWING(offsetData, SWINGCOUNT=3);

which initially seemed promising to create the GANNSWING() offset by 5 years, but then I’m not sure how to plot gs1 on the chart

Any tips would be very welcome! I’m open to using either Python or Pascal if it’s not possible to do using Optuma scripts

Hi David,

Because of the way the swing data is calculated it’s not possible to offset them like a standard price chart. The only option I can think of is to clone the original chart and drag it to the bottom half of the screen.

Then right-click on any bar and change the Date Range property and set the Date to Load To to the required year, eg 2019:

Thanks Darren, this approach will work for me

With cloned charts top and bottom, is it possible to lock the number of bars visible in the top chart to the number of bars visible in the bottom chart?

Yes you can: right-cllick on the chart background and set the Blank Bars and Time on Screen to be the same on both charts, eg 20 and 2 Years: