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Have you checked out the Nz() function?
By the way, my formula for the StoRSI is
StoRSI =Nz((RSI(period) - LLV(RSI(period) ,period)) /
((HHV(RSI(period),period)) -
LLV(RSI(period),period)));
Rick
--- chetan_gariki <chetan.gariki@xxxxxxxxx> wrote:
> 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
> > >
> >
>
>
>
Rick Osborn
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