Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Adding an instrument in a indicator turns SMA return to negative number

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

  • NinjaTrader_ChrisL
    replied
    Hello jkt1120, Thanks for your post.

    It sounds like the script is running into invalid data points between the RTY series and the VIX series. Comparing 100 tick VIX and RTY charts shows the VIX is sparse compared to the RTY. If the script accesses the secondary VIX series on every index of the primary series you should check that the series index is valid with IsValidDataPoint(). Printing out the values of the rawDuration series could also shed light on what's being calculated for the SMA result.

    I look forward to hearing of your results.

    Leave a comment:


  • Adding an instrument in a indicator turns SMA return to negative number

    When I add the VIX instrument to my indicator with Add ("VX 05-19", PeriodType.Tick, 100); Which is the same tick value as the primary instrument YM
    , the value from my YX average = SMA(rawDuration, fbPeriod); suddenly goes from a valid number to a negative number like -8975 after compiled successfully.

Latest Posts

Collapse

Topics Statistics Last Post
Started by KevinWalker, Today, 07:48 PM
0 responses
3 views
0 likes
Last Post KevinWalker  
Started by WaveAtElliot, Today, 05:11 PM
1 response
10 views
1 like
Last Post hdge4u
by hdge4u
 
Started by bosajin, Yesterday, 09:15 AM
5 responses
40 views
0 likes
Last Post NinjaTrader_Jim  
Started by Dolfan, Today, 12:24 PM
4 responses
23 views
0 likes
Last Post NinjaTrader_Jim  
Started by WeyldFalcon, Today, 11:09 AM
7 responses
30 views
0 likes
Last Post WeyldFalcon  
Working...
X