----- Original Message -----
Sent: Wednesday, January 11, 2006 6:03
PM
Subject: [amibroker] Lesson Learned NZ
Function.
I'd like to pass along a lesson this
nonprogrammer learned. Read the directions. I've been using a Chaiken function
to make a surrogate for an uptrend instead of advance decline line. Werner
Ganz thought up the idea and it seemed to work nicely. Here's
code;
chk = Nz(Sum(((( C-L )-( H-C )) / (H-L))*V, 21) /
Sum(V, 21));
Composites were made to show when this was
positive on a list of tickers and plotted as a % of total tickers. Usually it
centers around the 50% line + or - 15%. Lately it read 95%+. But it seemed to
work on an old version of AB.
Turned out it was the NZ function causing the
problem. NZ keeps the formula from blowing up when H = L or just bad
data. It returns 0.0 instead of nonsense. But the latest version of AB beta
has been changed to speed things up.
From Marcin:
_________________________________________________________________
Use:
SetOption("EveryBarNullCheck",
True)
Indeed - the arrays where you have nulls in the
middle are calculated differently in the latest betas.
In the readme file you can read:
SetOption("EveryBarNullCheck", True)- allows
to turn on checking for Nulls in arithmetic operations on every bar in the
array(by default it is OFF - i.e. AmiBroker checks for nulls that appear in
the beginning of the array and in the end of the array and once non-null value
is detected it assumes no further holes (nulls) in the middle). Turning
"EveryBarNullCheck" to True allows to extend these checks to each and every
bar which is the way 4.74.x and earlier versions worked.
Note however
that turning it on gives huge performance penalty (arithmetic operations are
performed even 4x slower when this option is ON, so don't use it unless you
really have to).
See also Tomasz explanations at:
___________________________________________________________
Thanks Marcin
BTW. If you have dirty data, like mine, anytime an indicator has price in
the denominator, the formula can blow up and NZ is needed. This includes
relative strength.
Dave
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