Average number of bars in swing while in up trends

[David]

Hi all,

I’m trying to work out the average number of bars in up swings while the (Gann) trend is up.

What I’ve got so far is

gs1 = GANNSWING(); SWINGSTAT(gs1, DEFAULT=AvgBars)

1 2 3 4

gs1 = GANNSWING(); SWINGSTAT(gs1, DEFAULT=AvgBars)

That seems to give me the average number of bars in up swings, but ignores the direction of the trend.

SWINGTRENDUP(gs1)

1 2 3

SWINGTRENDUP(gs1)

gives me a way to work out the direction of the trend, but I can’t work out how to use it to filter the results of SWINGSTAT() in the above script.

Any thoughts?

Thanks in advance

• This topic was modified 3 weeks ago by David.

[David]

I managed to figure out a solution in Python. This code works on the last 100 days’ data, which is fine for my purposes:

import Tool from statistics import mean #Init function gets called once when tool is applied/loaded def Init(): Tool.Props.Name = "AvgDaysUp" Tool.Props.Hint = "Average number of days spent in up moves while trend is up" #Process function gets called when applied/loaded or when new data is received #start, end are the start and end+1 indexes of the source data list. def Process(start, end): TrendIsUp = Tool.RunScript('gs1=GANNSWING(SWINGCOUNT=1);SWINGTRENDUP(gs1) and CLOSE()>0', Tool.Source) HigherLow = Tool.RunScript('LOW(OFFSET=1)<=LOW()', Tool.Source) DayRunCount = 0 RunCounts = [] for i in range(end-101, end): if TrendIsUp.Row(i).Close != 0 and HigherLow.Row(i).close != 0: DayRunCount += 1 else: if DayRunCount > 0: RunCounts.append(DayRunCount) DayRunCount = 0 print(mean(RunCounts)) for i in range(end-101, end): Tool.DataOut.Row(i).Close = mean(RunCounts)

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28

import Tool from statistics import mean   #Init function gets called once when tool is applied/loaded def Init():     Tool.Props.Name = "AvgDaysUp"     Tool.Props.Hint = "Average number of days spent in up moves while trend is up"   #Process function gets called when applied/loaded or when new data is received #start, end are the start and end+1 indexes of the source data list. def Process(start, end):     TrendIsUp = Tool.RunScript('gs1=GANNSWING(SWINGCOUNT=1);SWINGTRENDUP(gs1) and CLOSE()>0', Tool.Source)     HigherLow = Tool.RunScript('LOW(OFFSET=1)<=LOW()', Tool.Source)       DayRunCount = 0     RunCounts = []     for i in range(end-101, end):         if TrendIsUp.Row(i).Close != 0 and HigherLow.Row(i).close != 0:             DayRunCount += 1         else:             if DayRunCount > 0:                 RunCounts.append(DayRunCount)             DayRunCount = 0     print(mean(RunCounts))     for i in range(end-101, end):         Tool.DataOut.Row(i).Close = mean(RunCounts)

[Author]

Posts