Average number of bars in swing while in up trends

Optuma Scripting
1

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)

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

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

2

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)