Can not pass a fold index to a function

[Sesqui]

Consider the following script which works fine:

def sy1 = fold i1 = 0 to length with s1 do (s1 + Cos(2 * Double.Pi * i1 / length));

Next consider replacing the COS part with function to allow length to be a changing variable:

script test_adapt {
input index = 0;
plot test_adapt = index;
}

def sy1 = fold i1 = 0 to length with s1 do (s1 + test_adapt(i1));

The above line does not work. The error is, "No such variable: i1". It appears I cannot pass the fold index i1 to a scripted function.

Has anyone sorted out a work around for this or is this not possible?

Warm regards,

Sesqui

 

[halcyonguy]

Consider the following script which works fine:



Next consider replacing the COS part with function to allow length to be a changing variable:

script test_adapt {
input index = 0;
plot test_adapt = index;
}

def sy1 = fold i1 = 0 to length with s1 do (s1 + test_adapt(i1));

The above line does not work. The error is, "No such variable: i1". It appears I cannot pass the fold index i1 to a scripted function.

Has anyone sorted out a work around for this or is this not possible?

Warm regards,

Sesqui

it is hard to guess at what to do when partial code is posted.
your words are confusing, length is the same in each, not changing.

i don't think a fold loop can call a script.
will have to build all the formulas within the fold

 

[Sesqui]

Roger that. Thanks for your timely response. Good idea, will try building the formulas into the script. Again was totally lost. Don't know what would do without your valuable input.

 

[halcyonguy]

Roger that. Thanks for your timely response. Good idea, will try building the formulas into the script. Again was totally lost. Don't know what would do without your valuable input.

welcome.
you can have nested fold loops. maybe that would do what you want ?

example of a nested loop
https://usethinkscript.com/threads/ants-—-momentum-volume-and-price-mvp.7497/#post-74080

 

[Sesqui]

Thank you for the example of a nested fold loop. Very useful. I was able to learn from that on how to nest the fold loop and get my script working.

Many thanks,

Sesqui

 

[halcyonguy]

Thank you for the example of a nested fold loop. Very useful. I was able to learn from that on how to nest the fold loop and get my script working.

Many thanks,

Sesqui

that's great
feel free to post it , it could help others

 

[Sesqui]

SUMMING UP THE ISSUE:
The coding issue I encountered was I could not pass the product of a variable and the fold index counter to function COS() inside a fold loop. I tried creating a script COS_adapatible() that would take as input parameters the Periodogram (rounded down) and the fold loop index counter. But thinkscript would not accept passing the fold loop counter to the script. As a result, a nested fold loop was implemented that computed the COS() value summation, which resolved the issue.

The code below provides a copy paste of the TOS AutoCorrelationPeriodogram followed my a modification of the TOS CorrelationCylinderIndicator that uses nested fold loops to make it adapatble to changes of dominant phase period. The functions that the nested loops are implementing are shown next to them as comments. Unclear that making this indicator adaptive adds any value. However, the nested fold loops may be useful as examples.

CODE:
The nested fold loops are in the second section, the one titled, "Makes the CorrelationCylinderIndicator Adaptable"

The first nested fold loop starts with, "def sy1 = fold i1 = 0"...

#===============================================================================
# AutoCorrelationPeriodogram for Dominant Cycle Period
#
# Charles Schwab & Co. (c) 2008-2025
#

input lag = 48;

def x = EhlersRoofingFilter("cutoff length" = 8, "roof cutoff length" = 48);
def cosinePart = fold i = 3 to 48 with cosPart do cosPart + (3 * (x * GetValue(x, i) + GetValue(x, 1) * GetValue(x, i + 1) + GetValue(x, 2) * GetValue(x, i + 2)) - (x + GetValue(x, 1) + GetValue(x, 2)) * (GetValue(x, i) + GetValue(x, i + 1) + GetValue(x, i + 2))) / Sqrt((3 * (x * x + GetValue(x, 1) * GetValue(x, 1) + GetValue(x, 2) * GetValue(x, 2)) - Sqr(x + GetValue(x, 1) + GetValue(x, 2))) * (3 * (GetValue(x, i) * GetValue(x, i) +  GetValue(x, i + 1) * GetValue(x, i + 1) + GetValue(x, i + 2) * GetValue(x, i + 2)) - Sqr(GetValue(x, i) + GetValue(x, i + 1) + GetValue(x, i + 2)))) * Cos(2 * Double.Pi * i / lag);
def sinePart = fold j = 3 to 48 with sinPart do sinPart + (3 * (x * GetValue(x, j) + GetValue(x, 1) * GetValue(x, j + 1) + GetValue(x, 2) * GetValue(x, j + 2)) - (x + GetValue(x, 1) + GetValue(x, 2)) * (GetValue(x, j) + GetValue(x, j + 1) + GetValue(x, j + 2))) / Sqrt((3 * (x * x + GetValue(x, 1) * GetValue(x, 1) + GetValue(x, 2) * GetValue(x, 2)) - Sqr(x + GetValue(x, 1) + GetValue(x, 2))) * (3 * (GetValue(x, j) * GetValue(x, j) +  GetValue(x, j + 1) * GetValue(x, j + 1) + GetValue(x, j + 2) * GetValue(x, j + 2)) - Sqr(GetValue(x, j) + GetValue(x, j + 1) + GetValue(x, j + 2)))) * Sin(2 * Double.Pi * j / lag);
def sqSum = Sqr(cosinePart) + Sqr(sinePart);

def Periodogram = ExpAverage(sqSum, 9);

#================================================================================
# Makes the CorrelationCylinderIndicator Adaptable
#
# Charles Schwab & Co. (c) 2008-2025
#
# Modified by implementing nested folds to enable adaptable indicator
def length = Periodogram;
def limit = if IsNaN(length) then limit[1] else Floor(length); #ensures length is not NaN and rounds it down to nearest integer

def sx = fold ii = 0 to limit with S do S + GetValue(close, ii); #Sum(close, length);
def sxx = fold jj = 0 to limit with SS do SS + GetValue(Sqr(close), jj); #Sum(Sqr(close), length);
#def sy1 = fold i1 = 0 to length with s1 do (s1 + Cos(2 * Double.Pi * i1 / length));
def sy1 = fold i1 = 0 to limit with s1 do (s1 + fold loop21 = 0 to 1 with c11 do c11 + COS(2 * Double.Pi * i1 / limit));
#def sxy1 = fold i2 = 0 to length with s2 do (s2 + GetValue(close, i2) * Cos(2 * Double.Pi * i2 / length));
def sxy1 = fold i2 = 0 to limit with s2 do (s2 + fold loop22 = 0 to 1 with c12 do c12 + GetValue(close, i2) * Cos(2 * Double.Pi * i2 / limit));
#def syy1 = fold i3 = 0 to length with s3 do (s3 + Sqr(Cos(2 * Double.Pi * i3 / length)));
def syy1 = fold i3 = 0 to limit with s3 do (s3 + fold loop23 = 0 to 1 with c13 do c13 + Sqr(Cos(2 * Double.Pi * i3 / limit)));

def sxx_sx = length * sxx - Sqr(sx);

def corrCosine = if sxx_sx == 0 then 0 else (limit * sxy1 - sx * sy1) / Sqrt(sxx_sx * (limit * syy1 - Sqr(sy1)));

#def sy2 = fold j1 = 0 to limit with t1 do (t1 - Sin(2 * Double.Pi * t1 / limit));
def sy2 = fold j1 = 0 to limit with t1 do (t1 - fold loop24 = 0 to 1 with c14 do c14 + Sin(2 * Double.Pi * t1 / limit));
#def sxy2 = fold j2 = 0 to limit with t2 do (t2 - GetValue(close, j2) * Sin(2 * Double.Pi * j2 / limit));
def sxy2 = fold j2 = 0 to limit with t2 do (t2 - fold loop25 = 0 to 1 with c15 do c15 + GetValue(close, j2) * Sin(2 * Double.Pi * j2 / limit));
#def syy2 = fold j3 = 0 to limit with t3 do (t3 + Sqr(Sin(2 * Double.Pi * j3 / limit)));
def syy2 = fold j3 = 0 to limit with t3 do (t3 + fold loop26 = 0 to 1 with c16 do c16 + Sqr(Sin(2 * Double.Pi * j3 / limit)));

def corrNegSine = if sxx_sx == 0 then 0 else (limit * sxy2 - sx * sy2) / Sqrt(sxx_sx * (limit * syy2 - Sqr(sy2)));

plot CorrelationWithCosine = corrCosine;
plot CorrelationWithNegativeSine = corrNegSine;
plot ZeroLine = 0;

CorrelationWithCosine.SetDefaultColor(GetColor(5));
CorrelationWithNegativeSine.SetDefaultColor(GetColor(6));
ZeroLine.SetDefaultColor(GetColor(7));

Hope this helps,

Sesqui

 

[halcyonguy]

SUMMING UP THE ISSUE:
The coding issue I encountered was I could not pass the product of a variable and the fold index counter to function COS() inside a fold loop. I tried creating a script COS_adapatible() that would take as input parameters the Periodogram (rounded down) and the fold loop index counter. But thinkscript would not accept passing the fold loop counter to the script. As a result, a nested fold loop was implemented that computed the COS() value summation, which resolved the issue.

The code below provides a copy paste of the TOS AutoCorrelationPeriodogram followed my a modification of the TOS CorrelationCylinderIndicator that uses nested fold loops to make it adapatble to changes of dominant phase period. The functions that the nested loops are implementing are shown next to them as comments. Unclear that making this indicator adaptive adds any value. However, the nested fold loops may be useful as examples.

CODE:
The nested fold loops are in the second section, the one titled, "Makes the CorrelationCylinderIndicator Adaptable"

The first nested fold loop starts with, "def sy1 = fold i1 = 0"...

#===============================================================================
# AutoCorrelationPeriodogram for Dominant Cycle Period
#
# Charles Schwab & Co. (c) 2008-2025
#

input lag = 48;

def x = EhlersRoofingFilter("cutoff length" = 8, "roof cutoff length" = 48);
def cosinePart = fold i = 3 to 48 with cosPart do cosPart + (3 * (x * GetValue(x, i) + GetValue(x, 1) * GetValue(x, i + 1) + GetValue(x, 2) * GetValue(x, i + 2)) - (x + GetValue(x, 1) + GetValue(x, 2)) * (GetValue(x, i) + GetValue(x, i + 1) + GetValue(x, i + 2))) / Sqrt((3 * (x * x + GetValue(x, 1) * GetValue(x, 1) + GetValue(x, 2) * GetValue(x, 2)) - Sqr(x + GetValue(x, 1) + GetValue(x, 2))) * (3 * (GetValue(x, i) * GetValue(x, i) +  GetValue(x, i + 1) * GetValue(x, i + 1) + GetValue(x, i + 2) * GetValue(x, i + 2)) - Sqr(GetValue(x, i) + GetValue(x, i + 1) + GetValue(x, i + 2)))) * Cos(2 * Double.Pi * i / lag);
def sinePart = fold j = 3 to 48 with sinPart do sinPart + (3 * (x * GetValue(x, j) + GetValue(x, 1) * GetValue(x, j + 1) + GetValue(x, 2) * GetValue(x, j + 2)) - (x + GetValue(x, 1) + GetValue(x, 2)) * (GetValue(x, j) + GetValue(x, j + 1) + GetValue(x, j + 2))) / Sqrt((3 * (x * x + GetValue(x, 1) * GetValue(x, 1) + GetValue(x, 2) * GetValue(x, 2)) - Sqr(x + GetValue(x, 1) + GetValue(x, 2))) * (3 * (GetValue(x, j) * GetValue(x, j) +  GetValue(x, j + 1) * GetValue(x, j + 1) + GetValue(x, j + 2) * GetValue(x, j + 2)) - Sqr(GetValue(x, j) + GetValue(x, j + 1) + GetValue(x, j + 2)))) * Sin(2 * Double.Pi * j / lag);
def sqSum = Sqr(cosinePart) + Sqr(sinePart);

def Periodogram = ExpAverage(sqSum, 9);

#================================================================================
# Makes the CorrelationCylinderIndicator Adaptable
#
# Charles Schwab & Co. (c) 2008-2025
#
# Modified by implementing nested folds to enable adaptable indicator
def length = Periodogram;
def limit = if IsNaN(length) then limit[1] else Floor(length); #ensures length is not NaN and rounds it down to nearest integer

def sx = fold ii = 0 to limit with S do S + GetValue(close, ii); #Sum(close, length);
def sxx = fold jj = 0 to limit with SS do SS + GetValue(Sqr(close), jj); #Sum(Sqr(close), length);
#def sy1 = fold i1 = 0 to length with s1 do (s1 + Cos(2 * Double.Pi * i1 / length));
def sy1 = fold i1 = 0 to limit with s1 do (s1 + fold loop21 = 0 to 1 with c11 do c11 + COS(2 * Double.Pi * i1 / limit));
#def sxy1 = fold i2 = 0 to length with s2 do (s2 + GetValue(close, i2) * Cos(2 * Double.Pi * i2 / length));
def sxy1 = fold i2 = 0 to limit with s2 do (s2 + fold loop22 = 0 to 1 with c12 do c12 + GetValue(close, i2) * Cos(2 * Double.Pi * i2 / limit));
#def syy1 = fold i3 = 0 to length with s3 do (s3 + Sqr(Cos(2 * Double.Pi * i3 / length)));
def syy1 = fold i3 = 0 to limit with s3 do (s3 + fold loop23 = 0 to 1 with c13 do c13 + Sqr(Cos(2 * Double.Pi * i3 / limit)));

def sxx_sx = length * sxx - Sqr(sx);

def corrCosine = if sxx_sx == 0 then 0 else (limit * sxy1 - sx * sy1) / Sqrt(sxx_sx * (limit * syy1 - Sqr(sy1)));

#def sy2 = fold j1 = 0 to limit with t1 do (t1 - Sin(2 * Double.Pi * t1 / limit));
def sy2 = fold j1 = 0 to limit with t1 do (t1 - fold loop24 = 0 to 1 with c14 do c14 + Sin(2 * Double.Pi * t1 / limit));
#def sxy2 = fold j2 = 0 to limit with t2 do (t2 - GetValue(close, j2) * Sin(2 * Double.Pi * j2 / limit));
def sxy2 = fold j2 = 0 to limit with t2 do (t2 - fold loop25 = 0 to 1 with c15 do c15 + GetValue(close, j2) * Sin(2 * Double.Pi * j2 / limit));
#def syy2 = fold j3 = 0 to limit with t3 do (t3 + Sqr(Sin(2 * Double.Pi * j3 / limit)));
def syy2 = fold j3 = 0 to limit with t3 do (t3 + fold loop26 = 0 to 1 with c16 do c16 + Sqr(Sin(2 * Double.Pi * j3 / limit)));

def corrNegSine = if sxx_sx == 0 then 0 else (limit * sxy2 - sx * sy2) / Sqrt(sxx_sx * (limit * syy2 - Sqr(sy2)));

plot CorrelationWithCosine = corrCosine;
plot CorrelationWithNegativeSine = corrNegSine;
plot ZeroLine = 0;

CorrelationWithCosine.SetDefaultColor(GetColor(5));
CorrelationWithNegativeSine.SetDefaultColor(GetColor(6));
ZeroLine.SetDefaultColor(GetColor(7));

Hope this helps,

Sesqui

thanks for posting.
i don't understand what this is telling you? i loaded several symbols and stared at several charts and these lines and didnt see anything consistant.
i added declare lower to it in my TOS

your nested loops are not doing anything. they loop 0 to 1. but loops dont evaluate the last number, so 1 is not used. so only 0 is used. so the 2nd fold could be removed, or increase the loop range.

 

[Sesqui]

@halcyonguy Thanks for looking deeper into this. I think you are on to something. I did some more tests and I believe the issue that I originally had was due to my original script not having the following line it it:

def limit = if IsNaN(length) then limit[1] else Floor(length);

Not having that was forcing the results to NaN or some such. I mistakenly concluded that I could not pass the fold loop index to the trig functions, not being familiar yet enough programming with fold.

The following code removes the nested folds and successfully passes the fold loop index to the trig functions as well as the variable value. It runs and I believe gets the correct results (more testing needed). However, again it is not evident that making this indicator adaptable provides any value.

Thanks for reviewing the code,

Sesqui

#===============================================================================
# AutoCorrelationPeriodogram for Dominant Cycle Period
#
# Charles Schwab & Co. (c) 2008-2025
#

input lag = 48;

def x = EhlersRoofingFilter("cutoff length" = 8, "roof cutoff length" = 48);
def cosinePart = fold i = 3 to 48 with cosPart do cosPart + (3 * (x * GetValue(x, i) + GetValue(x, 1) * GetValue(x, i + 1) + GetValue(x, 2) * GetValue(x, i + 2)) - (x + GetValue(x, 1) + GetValue(x, 2)) * (GetValue(x, i) + GetValue(x, i + 1) + GetValue(x, i + 2))) / Sqrt((3 * (x * x + GetValue(x, 1) * GetValue(x, 1) + GetValue(x, 2) * GetValue(x, 2)) - Sqr(x + GetValue(x, 1) + GetValue(x, 2))) * (3 * (GetValue(x, i) * GetValue(x, i) +  GetValue(x, i + 1) * GetValue(x, i + 1) + GetValue(x, i + 2) * GetValue(x, i + 2)) - Sqr(GetValue(x, i) + GetValue(x, i + 1) + GetValue(x, i + 2)))) * Cos(2 * Double.Pi * i / lag);
def sinePart = fold j = 3 to 48 with sinPart do sinPart + (3 * (x * GetValue(x, j) + GetValue(x, 1) * GetValue(x, j + 1) + GetValue(x, 2) * GetValue(x, j + 2)) - (x + GetValue(x, 1) + GetValue(x, 2)) * (GetValue(x, j) + GetValue(x, j + 1) + GetValue(x, j + 2))) / Sqrt((3 * (x * x + GetValue(x, 1) * GetValue(x, 1) + GetValue(x, 2) * GetValue(x, 2)) - Sqr(x + GetValue(x, 1) + GetValue(x, 2))) * (3 * (GetValue(x, j) * GetValue(x, j) +  GetValue(x, j + 1) * GetValue(x, j + 1) + GetValue(x, j + 2) * GetValue(x, j + 2)) - Sqr(GetValue(x, j) + GetValue(x, j + 1) + GetValue(x, j + 2)))) * Sin(2 * Double.Pi * j / lag);
def sqSum = Sqr(cosinePart) + Sqr(sinePart);

def Periodogram = ExpAverage(sqSum, 9);

#================================================================================
# Makes the CorrelationCylinderIndicator Adaptable
#
# Charles Schwab & Co. (c) 2008-2025
#
# Modified by implementing nested folds to enable adaptable indicator
def length = Periodogram;
def limit = if IsNaN(length) then limit[1] else Floor(length); #ensures length is not NaN and rounds it down to nearest integer
def LL = 10;
def sx = fold ii = 0 to limit with S do S + GetValue(close, ii); #Sum(close, length);
def sxx = fold jj = 0 to limit with SS do SS + GetValue(Sqr(close), jj); #Sum(Sqr(close), length);
#def sy1 = fold i1 = 0 to LL with s1 do (s1 + Cos(2 * Double.Pi * i1 / LL));
def sy1 = fold i1 = 0 to limit with s1 do (s1 + Cos(2 * Double.Pi * i1 / limit));
#def sy1 = fold i1 = 0 to limit with s1 do (s1 + fold loop21 = 0 to 1 with c11 do c11 + COS(2 * Double.Pi * i1 / limit));
def sxy1 = fold i2 = 0 to limit with s2 do (s2 + GetValue(close, i2) * Cos(2 * Double.Pi * i2 / limit));
#def sxy1 = fold i2 = 0 to limit with s2 do (s2 + fold loop22 = 0 to 1 with c12 do c12 + GetValue(close, i2) * Cos(2 * Double.Pi * i2 / limit));
def syy1 = fold i3 = 0 to limit with s3 do (s3 + Sqr(Cos(2 * Double.Pi * i3 / limit)));
#def syy1 = fold i3 = 0 to limit with s3 do (s3 + fold loop23 = 0 to 1 with c13 do c13 + Sqr(Cos(2 * Double.Pi * i3 / limit)));

def sxx_sx = length * sxx - Sqr(sx);

def corrCosine = if sxx_sx == 0 then 0 else (limit * sxy1 - sx * sy1) / Sqrt(sxx_sx * (limit * syy1 - Sqr(sy1)));

def sy2 = fold j1 = 0 to limit with t1 do (t1 - Sin(2 * Double.Pi * t1 / limit));
#def sy2 = fold j1 = 0 to limit with t1 do (t1 - fold loop24 = 0 to 1 with c14 do c14 + Sin(2 * Double.Pi * t1 / limit));
def sxy2 = fold j2 = 0 to limit with t2 do (t2 - GetValue(close, j2) * Sin(2 * Double.Pi * j2 / limit));
#def sxy2 = fold j2 = 0 to limit with t2 do (t2 - fold loop25 = 0 to 1 with c15 do c15 + GetValue(close, j2) * Sin(2 * Double.Pi * j2 / limit));
def syy2 = fold j3 = 0 to limit with t3 do (t3 + Sqr(Sin(2 * Double.Pi * j3 / limit)));
#def syy2 = fold j3 = 0 to limit with t3 do (t3 + fold loop26 = 0 to 1 with c16 do c16 + Sqr(Sin(2 * Double.Pi * j3 / limit)));

def corrNegSine = if sxx_sx == 0 then 0 else (limit * sxy2 - sx * sy2) / Sqrt(sxx_sx * (limit * syy2 - Sqr(sy2)));

plot CorrelationWithCosine = corrCosine;
plot CorrelationWithNegativeSine = corrNegSine;
plot ZeroLine = 0;

CorrelationWithCosine.SetDefaultColor(GetColor(5));
CorrelationWithNegativeSine.SetDefaultColor(GetColor(6));
ZeroLine.SetDefaultColor(GetColor(7));