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finally found out.. there is a division by zero in the formula when
HHV = LLV expecially when the number of days it is computed over is
small and over some illiquid issues
StoRSI = EMA(( r - LLV( r, 8 )) / (( HHV( r, 8 )) - LLV( r, 8 )), 3 )
* 100;
adding a small delta with a IIf function fixes it.
IIf( (( HHV( r, 8 )) - LLV( r, 8 )) > 0, (( HHV( r, 8 )) - LLV( r,
8 )), 0.001);
thanks
--- In amibroker@xxxxxxxxxxxxxxx, "chetan_gariki" <chetan.gariki@xxx>
wrote:
>
>
> Hello Bill,
>
> my bad; i meant the trades that show up in "Automatic Analysis"
window
> when i click the backtest button. Can you please try this same
formula
> on say CSCO data from 01/01/2002 - 01/01/2007 and see what shows up
when
> you try to backtest it. For me its empty somehow. Since it has both
buy
> and sell variables and certainly StoRSI does dip below the 30 level
many
> times there should be some trades that get picked up in the backtest
> window; but the problem is a little vague.. as it does work just
fine on
> other charts (say QQQQ for example).
>
> here is the code again:
>
> UpperLine = 90;
> LowerLine = 10;
>
> Plot( 100, "", colorBlue, styleNoDraw);
> Plot( 0, "", colorBlue, styleNoDraw);
>
> Plot( UpperLine, "Upper Level", colorBlue, styleLine);
> Plot( LowerLine, "Lower Level", colorBlue, styleLine);
> r = RSI(8);
> StoRSI = EMA(( r - LLV( r, 8 )) / (( HHV( r, 8 )) - LLV( r, 8 )),
3 ) *
> 100;
> Plot( StoRSI , "StoRSI", colorBlack, styleLine);
> GraphXSpace = 2;
>
> _TRACE("StoRSI:" + StoRSI);
>
> Buy = (StoRSI < 30);
> Sell = (BarsSince(Buy) == 10);
>
> thanks
> Chaitanya.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <fimdot@> wrote:
> >
> > Don't know why the plot works on some data and not others without
> clicking. However, you do not see any signals because you have not
> specified that you want to. There are many options, including
coloring
> StoRSI for buy/sell or plotting arrows. For arrows you can use Plot
()
> and PlotShapes().
> >
> > Bill
> >
> >
> >
> >
> > ----- Original Message -----
> > From: chetan_gariki
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Thursday, July 05, 2007 12:22 AM
> > Subject: [amibroker] StoRSI on CSCO
> >
> >
> > Hello All,
> >
> > I am having a small problem; sometimes on some data (for example
CSCO
> eod data) an indicator is not being shown in the graph until i
click on
> the chart. For example for the StoRSI code below on CSCO data i do
not
> see the graph until i click on the graph pane; but even so, the buy
and
> sell signals dont come up; since the StoRSI array is presumably
being
> {EMPTY}. I tried some debugguing but could not see what i was doing
> wrong.. can someone help..
> >
> > UpperLine = 90;
> > LowerLine = 10;
> >
> > Plot( 100, "", colorBlue, styleNoDraw);
> > Plot( 0, "", colorBlue, styleNoDraw);
> >
> > Plot( UpperLine, "Upper Level", colorBlue, styleLine);
> > Plot( LowerLine, "Lower Level", colorBlue, styleLine);
> > r = RSI(8);
> > StoRSI = EMA(( r - LLV( r, 8 )) / (( HHV( r, 8 )) - LLV( r, 8 )),
3 )
> * 100;
> > Plot( StoRSI , "StoRSI", colorBlack, styleLine);
> > GraphXSpace = 2;
> >
> > _TRACE("StoRSI:" + StoRSI);
> >
> > Buy = (StoRSI < 30);
> > Sell = (BarsSince(Buy) == 10);
> >
> > thanks
> > Chaitanya.
> >
> >
> >
> >
> >
> --------------------------------------------------------------------
----\
> ------
> >
> >
> > No virus found in this incoming message.
> > Checked by AVG Free Edition.
> > Version: 7.5.476 / Virus Database: 269.9.14/885 - Release Date:
> 7/3/2007 10:02 AM
> >
>
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