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Thanks Terry -- I'll give that a try.
Charles Marchand
--- In amibroker@xxxxxxxxxxxxxxx, Terry <TH@xxxx> wrote:
> Marchand,
>
> Just yesterday I had a very similar problem with StochRSI. Certain
symbols
> would not give a back test (no trades). The reason was all the StochRSI
> values were blank even though the very same code WOULD plot!
>
> I fixed the problem by changing the formula to do the EMA portion AFTER
> doing the RSI portion multiplied by 100. There must be something about
> certain values not working with EMA (I also tried AMA to no avail). Itıs
> still a mystery as to why Indicator Builder would create the plot (with
> values of course) while AA would not. Some of the symbols that
worked with
> the original formula, SMH, QQQ, ^IXIC. Some that would not work,
CSCO, INTC,
> MSFT. All symbols work with the modified code. In all cases I have
several
> years of history. The plot command just plots the StochRSI array.
>
> I believe I got the original formula from this board.
>
> Original version:
>
> SRSI_Period = Optimize("SRSI",5,4,30,2);
> StochRsi = EMA((RSI(SRSI_Period
>
)-LLV(RSI(SRSI_Period),SRSI_Period))/(HHV(RSI(SRSI_Period),SRSI_Period)-LLV=
(
> RSI(SRSI_Period),SRSI_Period)),3)*100;
>
> Revised version:
>
> SRSI_Period = Optimize("SRSIPeriod",5,4,30,2);
>
StochRsi=(RSI(SRSI_Period)-LLV(RSI(SRSI_Period),SRSI_Period))/(HHV(RSI(SRSI=
_
> Period),SRSI_Period)-LLV(RSI(SRSI_Period),SRSI_Period))*100;
> StochRsi = EMA(StochRsi,3);
>
> The following two charts, which are identical, are from the Original
version
> (which does not back test on selected symbols) and the modified version
> which does backtest.
>
>
> Terry
> --
>
> > I have set up a pane with the StochRSI. For stocks and most of my
> > historical commodities, everything works fine. A few 2003 commodity
> > contracts and all 2004 contracts show no plot for the StochRSI. The
> > grid is present with grid levels; the info box shows (null) = {empty}.
> > On the contracts where the calcualtion is working the message is
> > Graph0 = (some value).
> > The
> > data is QuotesPlus in Metastock export. I have tried re-exporting the
> > data. All price values are present. Thanks for any help. Charles
> > Marchand
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