|
PureBytes Links
Trading Reference Links
|
Hi Bob & Brian,
Upon further examination, I checked to make sure that maxbarsback is set the same for both the indicator and the signal. (50)
I also printed out the Date with the indicator, and noticed that the dates of printout are in fact beginning at different
times, and with different values:
The indicator looks like this, and prints the following:
Inputs: Length(14), Level(20);
Plot1(ADX(Length), "ADX");
Plot2(Level,"Level");
print ("Date ", Date, " IND Value1 ", ADX(14));
{--------}
Date 990217.00 IND Value1 100.00
Date 990310.00 IND Value1 59.48
Date 990311.00 IND Value1 59.48
Date 990312.00 IND Value1 57.69
Date 990316.00 IND Value1 57.00
Date 990317.00 IND Value1 54.70
Date 990318.00 IND Value1 51.79
Date 990319.00 IND Value1 49.83
Date 990322.00 IND Value1 47.43
And the signal actually has only one line in it to test this bug out and looks like this:
print ("Date ", Date, " SIG Value1 ", ADX(14));
And here are the results snipped:
Date 990430.00 SIG Value1 8.47
Date 990503.00 SIG Value1 5.26
Date 990504.00 SIG Value1 7.65
Date 990505.00 SIG Value1 9.17
Date 990506.00 SIG Value1 8.37
Date 990507.00 SIG Value1 7.16
Date 990510.00 SIG Value1 7.15
Date 990511.00 SIG Value1 8.58
Date 990512.00 SIG Value1 9.69
Date 990513.00 SIG Value1 10.58
You can see that the dates are definitely different, and also the values are different. Even when I look at the data where the
dates *do* line up, the values are wrong. It's almost like the ADX(14) is being computed for an entirely different security?!
Any other thoughts?
TIA,
tnx, rob
Bob Fulks wrote:
> At 2:43 PM -0500 11/18/00, Robert Cavaleri wrote:
> >
> >I am frustrated. I am working on a strategy that tests for ADX(14) to be
> >above a certain level (20) before taking action. I am clearly looking at
> >the chart, and the plot with ADX(14) in there, and I can see that it is
> >way above 20. If I go to put a print statement in the ADX indicator like
> >so:
>
> This sounds exactly like the MaxBarsBack setting for the Strategy is set to a different number than for the Indicator.
>
> If you make then the same, it is highly likely that they will give the same values.
>
> In effect, the two programs are beginning on different bars.
>
> It is a good idea to start each printed line with data an time of each bar so you can quickly spot these kinds of problems.
>
> Bob Fulks
|