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I posted a question about this 2 weeks ago, and didn't get any
suggestions as to what might be going on. Here is some data to show
what's happening. Anybody got any ideas??
When you turn on Update Every Tick on most indicators, it does what
you would expect: the indicator value changes on each tick according
to the change in the price.
For some reason ADX (and possibly others, I don't know) doesn't act
like that. It locks at one value for a long time, makes occasional
rapid moves, and makes large JUMPS immediately after the bar closes.
I noticed that ADX is a Series function, which calls DMI (a Simple
function), which calls DMIPlus and DMIMinus (Series functions). I
thought maybe that had something to do with it, but when I tried
replacing DMI with a Series function it didn't change anything.
Can anyone explain why it does this?
Below you can see the results of printing CurrentTime and ADX at
every tick. Notice that ADX stayed at 22.58 for several minutes (and
had been there for at least 10 minutes before I started running the
indicator that stored this data), then it dropped about 0.2 in 3
minutes and locked on that value until the first tick of the next
30min bar. Then, on the next tick, it instantly dropped from 22.13
to 20.51 (!!), where it stayed for the next 30 minutes. After the
first tick of the next 30min bar, it dropped from 20.51 to 19.01.
This is rather distressing because I think the value *after* the
sudden drop is the correct value for the previous bar, but since it
keeps that value until the second tick of the new bar, it stores the
OLD value in the previous bar. That can throw things off
significantly.
I know I have Update Every Tick turned on for this indicator -- the
changes between 1418 and 1421 prove that. Also, I tried displaying
another indicator (xaverage(Close,15)) alongside the ADX value, and
*it* changed on every tick just like it should.
Anybody have any ideas what's going on here??
Thanks,
Gary
Time ADX
1416, 22.58
1416, 22.58
1416, 22.58
1416, 22.58
1417, 22.58
1417, 22.58
1417, 22.58
1417, 22.58
1418, 22.58
1418, 22.58
1418, 22.58
1418, 22.58
1419, 22.57
1419, 22.51
1419, 22.41
1419, 22.37
1419, 22.31
1420, 22.23
1420, 22.17
1420, 22.11
1421, 22.05
1421, 22.13
1421, 22.13
1421, 22.13
1422, 22.13
1422, 22.13
1422, 22.13
1422, 22.13
1423, 22.13
1423, 22.13
1423, 22.13
1423, 22.13
1423, 22.13
1424, 22.13
1424, 22.13
1424, 22.13
1425, 22.13
1425, 22.13
1425, 22.13
1425, 22.13
1426, 22.13
1426, 22.13
1426, 22.13
1426, 22.13
1427, 22.13
1427, 22.13
1427, 22.13
1427, 22.13
1428, 22.13
1428, 22.13
1428, 22.13
1428, 22.13
1429, 22.13
1429, 22.13
1429, 22.13
1429, 22.13
1430, 22.13
1430, 20.51
1430, 20.51
1430, 20.51
1430, 20.51
1431, 20.51
1431, 20.51
1431, 20.51
1431, 20.51
1432, 20.51
1432, 20.51
1432, 20.51
1432, 20.51
1433, 20.51
1433, 20.51
1433, 20.51
1433, 20.51
1434, 20.51
1434, 20.51
1434, 20.51
1434, 20.51
1435, 20.51
1435, 20.51
1435, 20.51
1435, 20.51
1435, 20.51
1436, 20.51
1436, 20.51
1436, 20.51
1437, 20.51
1437, 20.51
1437, 20.51
1437, 20.51
1438, 20.51
1438, 20.51
1438, 20.51
1438, 20.51
1438, 20.51
1439, 20.51
1439, 20.51
1439, 20.51
1439, 20.51
1440, 20.51
1440, 20.51
1440, 20.51
1440, 20.51
1441, 20.51
1441, 20.51
1441, 20.51
1441, 20.51
1442, 20.51
1442, 20.51
1442, 20.51
1442, 20.51
1443, 20.51
1443, 20.51
1443, 20.51
1443, 20.51
1443, 20.51
1444, 20.51
1444, 20.51
1444, 20.51
1444, 20.51
1444, 20.51
1445, 20.51
1445, 20.51
1445, 20.51
1445, 20.51
1446, 20.51
1446, 20.51
1446, 20.51
1446, 20.51
1447, 20.51
1447, 20.51
1447, 20.51
1448, 20.51
1448, 20.51
1448, 20.51
1449, 20.51
1449, 20.51
1449, 20.51
1450, 20.51
1450, 20.51
1450, 20.51
1450, 20.51
1451, 20.51
1451, 20.51
1451, 20.51
1451, 20.51
1452, 20.51
1452, 20.51
1452, 20.51
1452, 20.51
1453, 20.51
1453, 20.51
1453, 20.51
1453, 20.51
1454, 20.51
1454, 20.51
1454, 20.51
1454, 20.51
1455, 20.51
1455, 20.51
1455, 20.51
1455, 20.51
1456, 20.51
1456, 20.51
1456, 20.51
1456, 20.51
1457, 20.51
1457, 20.51
1457, 20.51
1457, 20.51
1458, 20.51
1458, 20.51
1458, 20.51
1458, 20.51
1459, 20.51
1459, 20.51
1459, 20.51
1459, 20.51
1500, 20.51
1500, 19.01
1500, 19.01
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