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Thanks
Tomasz,
I see
I was on the right trail but your solution is more elegant. I had
completely forgotten the NZ function.
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: Tomasz Janeczko
[mailto:amibroker@xxxxxx]Sent: Thursday, August 07, 2003 4:06
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
Re: DMI problem
Hello,
It is simple. Without this small constant you can get Division
by ZERO errors if there is no change in prices for 10 days
or if changes sum up to zero.
To prevent this you may also use Nz function in:
CMO20=DEMA<FONT
size=2>(100 * Nz(( CMO20_1 -CMO20_2) /(
CMO20_1+CMO20_2)),3<FONT
color=#0000ff>);
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Jayson
To: <A
href=""
title=amibroker@xxxxxxxxxxxxxxx>amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, August 07, 2003 4:41
PM
Subject: RE: [amibroker] Re: DMI
problem
<SPAN
class=093321914-07082003>Hi Jayson,Maybe Tomasz can crack
this?Yuki
<SPAN
class=093321914-07082003>
<SPAN
class=093321914-07082003>Perhaps Jayson can.....
<SPAN
class=093321914-07082003>
The
problem appears to be in the iif statements....... <FONT
size=2>IIf( C<FONT
size=2> > Ref( <FONT
size=2>C, -1 )
, ( C - <FONT
size=2>Ref( C<FONT
size=2> ,-1 ) ) ,0 ) ,<FONT
size=2>5 )
by
changing 0 to a very small number greater than 0 (.00001) the problem solves
itself...... If you reach the same conclusion I will update the
library....
<SPAN
class=093321914-07082003>
<SPAN
class=093321914-07082003>jayson
<SPAN
class=093321914-07082003>
<SPAN
class=093321914-07082003>
<SPAN
class=093321914-07082003>
<SPAN
class=093321914-07082003>
//Dynamic Momentum Index Tushar Chande Translated to
AFL by Jayson Casavant
//Cmo5 formula
CMO5_1=Sum( <FONT
size=2>IIf( <FONT
size=2>C > <FONT
size=2>Ref( C<FONT
size=2>, -1 ) , ( <FONT
size=2>C - Ref<FONT
size=2>( C ,-<FONT
size=2>1 ) ) ,.00001 ) ,5<FONT
color=#282828 size=2> ) ;
CMO5_2=Sum( <FONT
size=2>IIf( <FONT
size=2>C < <FONT
size=2>Ref( C<FONT
size=2> ,-1 ) , ( <FONT
size=2>Ref( C<FONT
size=2> ,-1 ) - <FONT
size=2>C ) ,.00001 ) ,<FONT
size=2>5
);
CMO5=DEMA(<FONT
size=2>100 * (( CMO5_1 -CMO5_2) /(
CMO5_1+CMO5_2)),3<FONT color=#282828
size=2>);
//Cmo10 formula
CMO10_1=Sum( <FONT
size=2>IIf( <FONT
size=2>C > <FONT
size=2>Ref( C<FONT
size=2>, -1 ) , ( <FONT
size=2>C - Ref<FONT
size=2>( C ,-<FONT
size=2>1 ) ) ,.00001 ) ,10<FONT
color=#282828 size=2> ) ;
CMO10_2=Sum( <FONT
size=2>IIf( <FONT
size=2>C < <FONT
size=2>Ref( C<FONT
size=2> ,-1 ) , ( <FONT
size=2>Ref( C<FONT
size=2> ,-1 ) - <FONT
size=2>C ) ,.00001 ) ,<FONT
size=2>10
);
CMO10=DEMA(<FONT
size=2>100 * (( CMO10_1 -CMO10_2) /(
CMO10_1+CMO10_2)),3<FONT color=#282828
size=2>);
//Cmo20 formula
CMO20_1=Sum( <FONT
size=2>IIf( <FONT
size=2>C > <FONT
size=2>Ref( C<FONT
size=2>, -1 ) , ( <FONT
size=2>C - Ref<FONT
size=2>( C ,-<FONT
size=2>1 ) ) ,.00001 ) ,20<FONT
color=#282828 size=2> ) ;
CMO20_2=Sum( <FONT
size=2>IIf( <FONT
size=2>C < <FONT
size=2>Ref( C<FONT
size=2> ,-1 ) , ( <FONT
size=2>Ref( C<FONT
size=2> ,-1 ) - <FONT
size=2>C ) ,.00001 ) ,<FONT
size=2>20
);
CMO20=DEMA(<FONT
size=2>100 * (( CMO20_1 -CMO20_2) /(
CMO20_1+CMO20_2)),3<FONT color=#282828
size=2>);
<FONT color=#008000
size=2>
// dmi formula
dmi=((StDev(<FONT
size=2>C,5<FONT
size=2>)* CMO5)+(StDev(<FONT
size=2>C,10)*
CMO10)+(StDev(<FONT
size=2>C,20<FONT
color=#282828 size=2>)*
CMO20))/(StDev(<FONT
size=2>C,5<FONT
size=2>)+StDev(<FONT
size=2>C,10<FONT
size=2>)+StDev(<FONT
size=2>C,20<FONT
color=#282828 size=2>));
pds=Param(<FONT
size=2>"Smoothing",3<FONT
size=2>,1,<FONT
size=2>10,1<FONT
color=#282828 size=2>);
pds1=Param(<FONT
size=2>"Trigger Line",5<FONT
size=2>,1,<FONT
size=2>10,1<FONT color=#282828
size=2>);
Plot(<FONT color=#0000ff
size=2>EMA(dmi,pds),<FONT
color=#ff00ff size=2>"Dynamic Momentum Index"<FONT color=#282828
size=2>,colorWhite<FONT
color=#282828 size=2>,1<FONT
color=#282828 size=2>);
Plot(<FONT color=#0000ff
size=2>MA(dmi,pds1),<FONT
color=#ff00ff size=2>"trigger"<FONT color=#282828
size=2>,colorYellow<FONT
color=#282828 size=2>,1<FONT
color=#282828 size=2>);
Buy=Cross<FONT
size=2>(EMA(dmi,pds),<FONT
size=2>MA<FONT
color=#0000ff>(dmi,pds1));<FONT
color=#0000ff>
Sell=<FONT
size=2>Cross(MA<FONT
size=2>(dmi,pds1),EMA<FONT color=#282828
size=2>(dmi,pds));
PlotShapes(<FONT color=#0000ff
size=2>IIf(<FONT color=#000000
size=2>Buy,<FONT color=#000000
size=2>shapeUpArrow,<FONT
color=#000000 size=2>shapeNone)
,colorBrightGreen<FONT
color=#282828 size=2>);
PlotShapes(<FONT color=#0000ff
size=2>IIf(<FONT color=#000000
size=2>Sell,<FONT
color=#000000 size=2>shapeDownArrow<FONT color=#282828
size=2>,shapeNone<FONT
color=#282828 size=2>),<FONT color=#000000
size=2>colorRed);<FONT
color=#0000ff size=2>
PlotGrid(<FONT color=#ff00ff
size=2>70,<FONT color=#000000
size=2>colorRed);<FONT
color=#0000ff size=2>
PlotGrid(<FONT color=#ff00ff
size=2>30,<FONT color=#000000
size=2>colorBrightGreen);
<FONT face=Tahoma
size=2>-----Original Message-----From: Yuki Taga
[mailto:yukitaga@xxxxxxxxxxxxx]Sent: Thursday, August 07, 2003 6:01
AMTo: JaysonSubject: Re: [amibroker] Re: DMI
problemHi Jayson,Maybe Tomasz can crack
this?YukiThursday, August 7, 2003, 12:50:33 AM, you
wrote:J> I am just getting back from watching the Tennis Master
tournament up inJ> Montreal so am a bit bogged down here. The code I
posted was simplyJ> translated from MS....... I will try to figure it
out later in the day. IJ> qouls have guessed that DT was on the right
path I will experiment with theJ> smoothing.......J>
Regards,J> JaysonJ> -----Original Message-----J> From:
DIMITRIS TSOKAKIS [mailto:TSOKAKIS@xxxxxxxxx]J> Sent: Wednesday, August
06, 2003 7:15 AMJ> To: amibroker@xxxxxxxxxxxxxxxJ> Subject:
[amibroker] Re: DMI problemJ> It is strange.J> The huge
dmi inJ> dmi=((StDev(C,5)* CMO5)+(StDev(C,10)*
CMO10)+(StDev(C,20)*CMO20))/J>
(StDev(C,5)+StDev(C,10)+StDev(C,20));J> is not because of some very
small denominator [usual reason], but isJ> due to a huge
numerator.J> In this numerator, the huge is the CMO5 and inJ>
CMO5=DEMA(100 * (( CMO5_1 -CMO5_2) /( CMO5_1+CMO5_2)),3);J> we do not
have very small denominator, the whole 100 * (( CMO5_1 -J> CMO5_2) /(
CMO5_1+CMO5_2)) is cool, the DEMA(...,3) makes the hugeJ>
value.J> You should cancel CMO5 from the formula, or limit it in the
[-J> 100,100] interval.J> So, replace the first lines
withJ> //Cmo5 formulaJ> CMO5_1=Sum( IIf( C > Ref( C, -1 ) , (
C - Ref( C ,-1 ) ) ,0 ) ,5 ) ;J> CMO5_2=Sum( IIf( C < Ref( C ,-1 ) ,
( Ref( C ,-1 ) - C ) ,0 ) ,5 );J> CMO5=DEMA(100 * (( CMO5_1 -CMO5_2) /(
CMO5_1+CMO5_2)),3);J> CMO5=IIf(CMO5>100,99,CMO5);J>
CMO5=IIf(CMO5<-100,-99,CMO5);J> //Cmo10 formulaJ>
CMO10_1=Sum( IIf( C > Ref( C, -1 ) , ( C - Ref( C ,-1 ) ) ,0 ) ,10 )
;J> CMO10_2=Sum( IIf( C < Ref( C ,-1 ) , ( Ref( C ,-1 ) - C ) ,0 )
,10 );J> CMO10=DEMA(100 * (( CMO10_1 -CMO10_2) /(
CMO10_1+CMO10_2)),3);J> CMO10=IIf(CMO10>100,99,CMO10);J>
CMO10=IIf(CMO10<-100,-99,CMO10);J> //Cmo20 formulaJ>
CMO20_1=Sum( IIf( C > Ref( C, -1 ) , ( C - Ref( C ,-1 ) ) ,0 ) ,20 )
;J> CMO20_2=Sum( IIf( C < Ref( C ,-1 ) , ( Ref( C ,-1 ) - C ) ,0 )
,20 );J> CMO20=DEMA(100 * (( CMO20_1 -CMO20_2) /(
CMO20_1+CMO20_2)),3);J> CMO20=IIf(CMO20>100,99,CMO20);J>
CMO20=IIf(CMO20<-100,-99,CMO20);J> Now we have just a few
problems with 8308, 5406 and 1861.J> I noticed that there are also some
EMA(dmi,pds) {empty} values !!!!!!!J> I give up, Jason should look at
the formula again !!!J> Dimitris TsokakisJ> --- In
amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>J>
wrote:>> I run the same for the ^N225 database and [!!] many
examplesJ> appeared.>> Let me search please and
revert.>> Dimitris Tsokakis>> --- In
amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"J>
<TSOKAKIS@xxxx>>> wrote:>> > Yuki,>>
> I added to your formula>> > Filter=1;>> >
AddColumn(Highest(EMA(DMI,PDS)),"DMIh");>> >
AddColumn(Lowest(EMA(DMI,PDS)),"DMIl");>> >
AddColumn(Highest(MA(DMI,PDS1)),"TRIGGERh");>> >
AddColumn(Lowest(MA(DMI,PDS1)),"TRIGGERl");>> > and explored for
the n=1 last quotations the whole N100 database>> from>>
> Jan2000 till now.>> > No value was found out of the
[-100,100] range.>> > [101*900 different bars]>> >
Dimitris Tsokakis>> > --- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga
<yukitaga@xxxx> wrote:>> > > I attach two charts, both
displaying DMI as described by Jason:>> > >>> >
> //Dynamic Momentum Index Tushar Chande Translated to AFL
by>> Jayson>> > Casavant>> > > //Cmo5
formula>> > > CMO5_1=Sum( IIf( C > Ref( C, -1 ) , ( C -
Ref( C ,->> 1 ) ) ,0 ) ,5 ) ;>> > > CMO5_2=Sum( IIf(
C < Ref( C ,-1 ) , ( Ref( C ,-1 ) ->> C ) ,0 ) ,5
);>> > > CMO5=DEMA(100 * (( CMO5_1 -CMO5_2) /(
CMO5_1+CMO5_2)),3);>> > >>> > > //Cmo10
formula>> > > CMO10_1=Sum( IIf( C > Ref( C, -1 ) , ( C -
Ref( C ,->> > 1 ) ) ,0 ) ,10 ) ;>> > >
CMO10_2=Sum( IIf( C < Ref( C ,-1 ) , ( Ref( C ,-1 ) ->> > C
) ,0 ) ,10 );>> > > CMO10=DEMA(100 * (( CMO10_1
-CMO10_2) /( CMO10_1+CMO10_2)),3);>> > >>>
> > //Cmo20 formula>> > > CMO20_1=Sum( IIf( C > Ref(
C, -1 ) , ( C - Ref( C ,->> > 1 ) ) ,0 ) ,20 ) ;>> >
> CMO20_2=Sum( IIf( C < Ref( C ,-1 ) , ( Ref( C ,-1 ) ->> >
C ) ,0 ) ,20 );>> > > CMO20=DEMA(100 * (( CMO20_1
-CMO20_2) /( CMO20_1+CMO20_2)),3);>> > >>>
> > // dmi formula>> > > dmi=((StDev(C,5)*
CMO5)+(StDev(C,10)* CMO10)+(StDev(C,20)*>> > >
CMO20))/(StDev(C,5)+StDev(C,10)+StDev(C,20));>> > >
pds=Param("Smoothing",3,1,10,1);>> > > pds1=Param("Trigger
Line",5,1,10,1);>> > >>> > >
Plot(EMA(dmi,pds),"Dynamic Momentum Index",colorDarkGreen,1);>> >
> Plot(MA(dmi,pds1),"trigger",colorRed,1);>> >
>>> > > Buy=Cross(EMA(dmi,pds),MA(dmi,pds1));// AND
Trend;>> > > Sell=Cross(MA(dmi,pds1),EMA(dmi,pds));// AND NOT
(Trend);>> > > PlotShapes(IIf(Buy,shapeUpArrow,shapeNone)
,colorBrightGreen);>> > >
PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed);>> >
>>> > > What is the difference in these two DMI
plots? I simplyJ> scrolled>> > the>> >
> screen one date to the right.>> > >>> > >
I have this problem with several stocks, but the date that the>>
> > indicator goes haywire on is not the same for any of them.
IJ> also>> > > cannot find anything wrong with the data
on the date that the>> > > indicator goes nuts. It is
data that is right in line with both>> > > price and volume,
not extraordinary in any way. But theJ> indicator>>
> > becomes worthless, suddenly.>> > >>> >
> Can anyone clue me in here?>> > >>> > >
YukiSend BUG REPORTS to bugs@xxxxxxxxxxxxxSend
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