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 [email protected], "chetan_gariki" <[EMAIL PROTECTED]> 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 [email protected], "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: [email protected] > > 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 > > >
