[amibroker] Re: Missing Data causes formual to fail

["sanjiv" <sumangalam@xxxxxxxx>]

Hello Pete,

The following part of your formula could evaluate to ZERO and there is a possibility of your formula encountering Divide_By_Zero situations. you may want to put safeguard for that.

rDen = (HHV( RSI( 13) , 8 ) - LLV(RSI( 13 ), 8 ));
StochRSI = (rNum/rDen)*100;

You can try:

rDen = (HHV( RSI( 13) , 8 ) - LLV(RSI( 13 ), 8 ));
StochRSI = (rNum/max(rDen,0.00001))*100;

However, my understanding is that Divide_By_Zero will make the formula curios till end, whereas you are suggesting that if gets normal after some bar. That is beyond my understanding.

With Regards

Sanjiv Bansal

--- In amibroker@xxxxxxxxxxxxxxx, "Pete H" <dryheat3@xxx> wrote:
>
> Drop this formula into a new pane on a daily chart of EWD.
> 
> _SECTION_BEGIN("Stoch RSI");
> rNum = (( RSI( 13) - LLV( RSI( 13 ) , 8 )));
> rDen = (HHV( RSI( 13) , 8 )  - LLV(RSI( 13 ), 8 ));
> StochRSI = (rNum/rDen)*100;
> printf("DTosc: " +MA(StochRSI,13) +"\n");
> 
> Plot(MA(StochRSI,13),"Stoch RSI", colorRed,styleLine);
> 
> Plot(MA(C,13),"MA 13", colorGreen,styleDots);
> 
> Plot(RSI(13),"RSI", colorBlue,styleDashed);
> _SECTION_END();
> 
> Scroll back to 10/29/1996 and notice the plot for the Stoch RSI goes to zero and stays there for the next couple of years. There are a lot of gaps in the data, at lest from my vendor. I believe the gaps are causing the Stoch RSI to drop to zero, but why? This apparently has no affect on the MA of close nor on the regular 13 period RSI. So what's going on and how do I modify the math to give accurate results while preventing the Stoch RSI from dropping to zero due to the missing data?
> Thanks.
> 
>   Pete  :-)
>




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