Translating code from Traderstudio What are GValues?

I am working on porting an indicator in 2008 issue of S&C to NinjaTrader because the two versions of it I have found online are not returning valid values.

In looking through the TradersStudio code, he uses something called GValues.... they look like variables, but he doesn't declare them... or assign an initial value. He just starts using them.

First he declares then sets 0 as the value in a handful of arrays:

For N = 0 To 60
I[N] = 0
OldI[N] = 0
OlderI[N] = 0
Q[N] = 0
OldQ[N] = 0
OlderQ[N]=0
Real[N] = 0
OldReal[N] = 0
OlderReal[N] = 0
Imag[N] = 0
OldImag[N] = 0
OlderImag[N] = 0
Ampl[N] = 0
OldAmpl[N] = 0
DB[N] = 0
OldDB[N] = 0
color[N] = 0
Next

Then he sets a couple other variables:

price = (H+L)/2
delta = 0.1
fuzzRGB = 190
lineRGB = 255
TScurrentBar = CurrentBar + 1
myDate = FormatDateTime(Date)

Then this block appears:

I = GValue201
OldI = GValue202
OlderI = GValue203
Q = GValue204
OldQ = GValue205
OlderQ = GValue206
Real = GValue207
OldReal = GValue208
OlderReal = GValue209
Imag = GValue210
OldImag = GValue211
OlderImag = GValue212
Ampl = GValue213
OldAmpl = GValue214
DB = GValue215
OldDB = GValue216

But he hasn't declared these GValues, so am confused what they are.

Then the calcs are done, and at the end, last code block before End Function, This block appears:

GValue201 = I
GValue202 = OldI
GValue203 = OlderI
GValue204 = Q
GValue205 = OldQ
GValue206 = OlderQ
GValue207 = Real
GValue208 = OldReal
GValue209 = OlderReal
GValue210 = Imag
GValue211 = OldImag
GValue212 = OlderImag
GValue213 = Ampl
GValue214 = OldAmpl
GValue215 = DB
GValue216 = OldDB

Which looks like he is resetting the arrays.

The program would then start over again on the next bar.

So WTH are GValues? He declares and assigns values to all other variables, but they sure look like variables.

 

I think if you perform the search shown in the image below, and read each of the pages it finds, you may decide that this is a reasonable guess:

• GValues are global variables which are common across all stocks / forexpairs / futures / ETFs in the portfolio. They provide a mechanism for the instruments in the portfolio to talk to one another. There is only one GValue37; there aren't different GValue37's for Intel and Ford. Both Intel and Ford can read it, Both can write it.

 

I read all that... I had searched GValue over there, as well as GValueXXX that is in the code, but nothing comes up.. ...so thanks for suggesting GValue1 search.

OK I agree they look like Global Variables....

At the start of the code, he has to run through a For loop to set all the elements of the arrays to 0.

For N = 0 To 60
I[N] = 0
OldI[N] = 0
OlderI[N] = 0
Q[N] = 0
OldQ[N] = 0
OlderQ[N]=0
Real[N] = 0
OldReal[N] = 0
OlderReal[N] = 0
Imag[N] = 0
OldImag[N] = 0
OlderImag[N] = 0
Ampl[N] = 0
OldAmpl[N] = 0
DB[N] = 0
OldDB[N] = 0
color[N] = 0
Next

That's how you would have to do it in C#...

then you get that block

I = GValue201
OldI = GValue202
OlderI = GValue203
Q = GValue204
OldQ = GValue205
OlderQ = GValue206
Real = GValue207
OldReal = GValue208
OlderReal = GValue209
Imag = GValue210
OldImag = GValue211
OlderImag = GValue212
Ampl = GValue213
OldAmpl = GValue214
DB = GValue215
OldDB = GValue216

How come he doesn't have to run through a loop? What element of those arrays is he setting to GValueXXX?

Each time his code runs, as a last setp, he takes the current value of those array variables... OldAmpl or OldDB for example, and assigns the value of each to a global variable.

GValue201 = I
GValue202 = OldI
GValue203 = OlderI
GValue204 = Q
GValue205 = OldQ
GValue206 = OlderQ
GValue207 = Real
GValue208 = OldReal
GValue209 = OlderReal
GValue210 = Imag
GValue211 = OldImag
GValue212 = OlderImag
GValue213 = Ampl
GValue214 = OldAmpl
GValue215 = DB
GValue216 = OldDB

At the start of the next bar, he assigns the value of the global variables to ..... to what ?

I = GValue201
OldI = GValue202
OlderI = GValue203
Q = GValue204
OldQ = GValue205
OlderQ = GValue206
Real = GValue207
OldReal = GValue208
OlderReal = GValue209
Imag = GValue210
OldImag = GValue211
OlderImag = GValue212
Ampl = GValue213
OldAmpl = GValue214
DB = GValue215
OldDB = GValue216

They are 61 element arrays.... he had to use a loop and an index number to assign 0 to them at the head of the code... now he just uses their name and no index number?


In Ehlers notes on the code he states "First the entire code is completed for each bar and the value of the variables is retained from bar to bar. However the value of arrays are not automatically indexed to each price bar."

So maybe that is what he is doing here... retaining the value of the variable for use in the next bar's calcs...

But if that's the case... how come he doesn't need index numbers? How come he doesn't need a loop to set all 61 elements, or address a certain element with an index number?

My translation of this, without resetting the arrays to anything bar to bar, in C# NinjaTrader works, but only becomes stable after a huge number of bars... like 180....

 

GValue1..GValue255 are global variables. They are used so that normal variable non bar arrays can be saved from bar to bar. GValue variables can store any type of variable including arrays.


Here is an example usage.

' TradersStudio(r) (C) 2004-2010 All Rights Reserved
' Custom year by year breakdown report.
Sub MarketBreakDownYR()
Dim AveTrade As Double
Dim Cellrow As Integer
Dim OpenProfit As Double,ClosedProfit As Double
Dim ThisYr As Integer,YearProfit As Double
Dim DD As Double

'If BarNumber=FirstBar And MomSeries=1 Then
If GValue7 = 0 Then
GValue12 = 4 'Current Row
SetTextValue("Symbol",3,1,15)
SetTextValue(" Closed Profit",3,2,12)
SetTextValue(" Open Profit",3,3,12)
SetTextValue(" Total Profit",3,4,12)
SetTextValue(" # Trades",3,5,8)
SetTextValue(" Win %",3,6,8)
SetTextValue(" Ave Trade",3,7,8)
SetTextValue(" Drawdown",3,8,12)
SetTextValue(" Ave Return",3,9,8)
SetTextValue(" Final Yr $",3,10,12)
SetTextValue("Trade dates",1,1,15)
End If

ThisYr = Year(Date)
YearProfit = GetNetProfit(1)
If ThisYr <> GValue7 Then
If MarketPosition[1] <> 0 Then
YearProfit = YearProfit + (Close[1] - EntryPrice[1]) * MarketPosition[1] * BigPointValue
End If
If GValue7 = 0 Or ThisYr < GValue7 Then
SetTextValue(FormatDateTime(Date),1,2,12)
End If
GValue7 = ThisYr
GValue8 = YearProfit
End If

If BarNumber = FirstBar Then
GValue10 = 0 'Commodity max drawdown
GValue11 = 0
End If
If MarketPosition <> 0 Then
If GValue11 = 0 Then GValue11 = BarNumber
If BarsSinceEntry > 0 Then
'If the max drawdown occurs on either the entry day or the exit day,
'this will not be computed correctly.
If MarketPosition > 0 Then
DD = (Low - EntryPrice) * BigPointValue
Else
DD = (EntryPrice - High) * BigPointValue
End If
If DD < GValue10 Then
GValue10 = DD
End If
End If
End If

If BarNumber = LastBar Then
'Cellrow = MomSeries + 3
Cellrow = GValue12
GValue12 = GValue12 + 1
If OpenPositionProfit > -9999998 Then OpenProfit = OpenPositionProfit
SetTextValue(getactivesymbol(0),Cellrow,1,15)
SetTextValue(" Session",Cellrow+1,1,15)
ClosedProfit = NetProfit - OpenPositionProfit
If NoTrades <> 0 Then
AveTrade = (ClosedProfit/NoTrades)
Else
AveTrade = 0
End If
SetCurrencyValue(ClosedProfit,Cellrow,2,12)
GValue3 = GValue3 + ClosedProfit
SetCurrencyValue(GValue3,Cellrow+1,2,12)
SetCurrencyValue(OpenProfit,Cellrow,3,12)
SetCurrencyValue(OpenProfit+ClosedProfit,Cellrow,4,12)
GValue4 = GValue4 + OpenProfit
SetCurrencyValue(GValue4,Cellrow+1,3,12)
SetCurrencyValue(GValue3+GValue4,Cellrow+1,4,12)
SetLongValue(Notrades,Cellrow,5,8)
GValue5 = GValue5 + NoTrades
SetLongValue(GValue5,Cellrow+1,5,8)
SetPercentValue(percentprofitable/100,Cellrow,6,8)
GValue6 = GValue6 + NoTrades*PercentProfitable
SetcurrencyValue(AveTrade,Cellrow,7,8)
If GValue5 > 0 Then
SetPercentValue(GValue6/(100*GValue5),Cellrow+1,6,8)
SetCurrencyValue(GValue3/GValue5,Cellrow+1,7,8)
End If
SetCurrencyValue(Drawdown,Cellrow,8,12)
If Date > GValue2 Then
SetTextValue(FormatDateTime(Date),1,3,12)
GValue2 = Date
End If
If Drawdown < 0 Then
SetPercentValue((OpenProfit+ClosedProfit)*250/(-Drawdown*(BarNumber-GValue11)),Cellrow,9,8) 'Avg 250 trading days per Year
End If
SetCurrencyValue(NetProfit-GValue8,Cellrow,10,12)
GValue9 = GValue9 + NetProfit - GValue8
SetCurrencyValue(GValue9,Cellrow+1,10,12)
End If

End Sub

 

Please, can you show us how the market variables work and also show us a good use for them?

 

What is the difference between GValue variables and MarketVar ("Variable Name") in terms of global variable, why do we have both?

 

GValue and MarketVar are very related there is one major difference MarketVar can communicate between sessions and tradeplans and even be accessed from macro's. GValue variables can only be accessed from Session level.

 

Thanks for the reply. So can we say they are like the public (MarketVar) and private (GValue) variables of the programming languages?

 

GvalueXX variables only work at the run session level. MarketVar's can be accessed from Session level as well the market,session,tradeplan level in a tradeplan or macro.

 

Thanks Mr. Murray, for the explanation.