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My Thoughts, Trials and Adventures

Writing an Algorithm for Algoticks

Posted at — Jul 11, 2020

Introduction

This is a short tutorial on how to write an algorithm to use with algoticks. This article also provides a general layout of how algoticks asks and receives signals from user-written algorithms.

an algorithm, in the context of algoticks, is simply a function. The function must return a signal

Signal is defined as:

typedef struct Signal {
    int buy;
    int neutral;
    int sell;
}algoticks_signal;

only any one of the above fields shall be set to true and the remaining two must be set to false. A signal response consisting of more than 1 field set as true will result in either an error or a guaranteed (undefined/undesired) behavior.

Layout

Example layout of an algorithm is as follows:


#include <stdio.h>
#include <string.h>
#include <stdbool.h>
#include "../../include/dtypes.h"

#ifdef _WIN32
__declspec(dllexport)                     // This is required for windows compatibility.
#endif

algoticks_signal analyze(algoticks_row *series, int n_candles){

    /* Blah Blah Blah */      // a short desc. of algorithm

    struct Signal signal;
    memset(&signal, 0, sizeof(signal));
    
    
    /*
    
    
    DO SOMETHING HERE!
    
    
    */


    return signal; // finally return the signal.

}


what’s inside series?

a series is a collection of n rows (n defined by user candles in config.json)

a Row struct is defined as:


typedef struct Row
{
    /* dataformat to store CSV data */
    char date[32];
    float open;
    float high;
    float low;
    float close;
    int volume;

    algoticks_tow_ti technical_indicators;

    int curr;
    int n_rows; //this is to be set in case of Row array of non-predetermined size.
}algoticks_row;

Notice technical_indicators of type algoticks_tow_ti

algoticks_tow_ti is another struct that holds user given technical indicator data.

algoticks_tow_ti is defined as:


typedef struct row_ti{

    int is_ti1_p;
    float ti1;

    int is_ti2_p;
    float ti2;

    int is_ti3_p;
    float ti3;

    int is_ti_others_p;
    char ti_others[2048];

}algoticks_tow_ti;

algoticks allow up to 3 technical indicators i.e ti1 ti2 ti3 these fields need to explicitly set by the user in CSV data source to be parsed by algoticks.

if more then 3 technical indicators are required, the user can use ti_others and split it inside the algorithm as he needs.

fields with _p prefix are flags indicating the presence of corresponding values.

Dissecting a simple algorithm

Here, we take a simple algorithm Greens

Greens.c is included with algoticks and can be found at algorithms/Greens.c


#include <stdio.h>
#include <string.h>
#include <stdbool.h>
#include "../../include/dtypes.h"

#ifdef _WIN32
__declspec(dllexport)
#endif
algoticks_signal analyze(algoticks_row *series, int n_candles){

    /* This is a buy only algo indicator */

    struct Signal signal;                           // Step 1
    memset(&signal, 0, sizeof(signal));

    for (int i = 1; i < n_candles; i++)            // Step 2
    {

        if(series[i].close > series[i-1].close){   // Step 3
            signal.buy = true;
        }
        else {
            signal.neutral = true;
            signal.sell = false;
            signal.buy = false;
            break;
        }
    }

    return signal;                                // Step 4

}

There are only 4 simple steps in writing an algorithm.

  1. Declare a Signal struct.
  2. Start a for loop.
  3. Write the condition. If the condition fails, set signal.neutral to true and signal.buy and signal.sell to false.
  4. if the condition is met, set signal.buy to true
  5. Return signal

Conclusion

The example above is a very simple algorithm. a bit complex algorithm(s) like EveningStar should be reviewed for a better understanding of translating your ideas into working algorithms.