Ergodic

[deanldavis475]

Error

I do findan error that reads

Error on plotting indicator. Please check the "Plot" Method. Overflow error.

[zoltran]

Yes, ... I'm seeing that now too...
Weird that I didn't before. I'll try and find a solution

[zoltran]

It should be fixed now Dean.

Updated the original post below with the 1.1 version.

I didn't skip enough 'look back' bars so the code would some times have an overflow error. Depended on what the price data was.. which is why I think I didn't see this before

[deanldavis475]

I will try out

Thanks I will try this one out and let you know my results.

Thanks again

Dean

[deanldavis475]

Bugging you

Sorry but now I can consistantly get a 1 min but not any other time frame no 3 5 min etc.
Same error message as before

Dean

[deanldavis475]

Another

When using the new version, There are no pink dots. Did you intend that???
Dean

[zoltran]

Fixed. Thanks for catching that. I had removed them temporarily when trying to find the plot error. See ver 1.2 in original post

[deanldavis475]

Dots Back

OK the dots are back and here is what I discover about the time problem. If on a minuite chart I bring in more that 4 days history on a 2 min chart the indicator will not form if I reduce the days to 4 the indicator will form. For a 3 min chart the Max days is 2. Also, today is Wednesday and the property for exclude weekends appears to change the results.

Hope this is helpful to you and sorry I am not able to really assist in fixing the problem rather than just nagging about it.

Thanks again.
Dean Davis

[zoltran]

Hmmm

The logic/Math in the ECO is pretty simple.. but a friend has told me he gets this too..

Nevermind .. I can re-create the problem here now using the info you provided.
Don't know what's wrong yet .. but at least I can test it.


[I]What are your begin/end times for the charts?
Also what symbols and who is the data provider?
And do you get an error in the log?[/I]

[deanldavis475]

Error and range

I am still getting the same error message Please check the Plot method Overflow Error.

The range on my charts is
if weekends excluded 1 min 5 days back OK, 6 days Not OK
if weekends included same as above
2 min no settings would get the indicator to show
3 min with weekend excluded 4 days back ok 5 days back not ok
3 min with weekend not excluded 2 days back OK 3 days back not ok

begin and end time for charts is 12:AM and 12:AM

[zoltran]

Ok .. Try again please. Version 1.4

Found the root cause.
Problem was an error 'skipping' the 1st few bars that left invalid data behind,causing an overflow result to happen.

So far, I can't make it fail with these last changes

Pls note, that this indicator needs about 100 bars or so to 'warm up'.
Results are inaccurate before this time.

[deanldavis475]

Success

Thank you for keeping on keeping on. This one apprears to work as expected on all tim frames.

Thanks

Dean

[crossover]

[quote=KBJ;18170]Also, while figuring out the code, I added some comments to it, so I've attached an update for Ergodic.cs which should make it an easier read, and a beginner might have half a chance at understanding it.

KBJ[/quote]

I suppose that the ergodic is calculated at the close of the bar
Is there a way to calculate the ergodic with as input a macd or cci?

[NinjaTrader_JoshP]

It is doable, but you would need to go into the code and change it to use your MACD or CCI as the input DataSeries instead of Close prices.

[crossover]

I have the script in front of me but i know nothing about programming the script
Editing the input dataseries..........yes but i dont have any idea how to do and what tu use as dataseries..................

the idea of using a cci as input is to eliminate the " noise" of the cci


The Ergodic formula is a ratio of two double averages. The numerator is an average of an average of the Net. The denominator is an average of an average of the Absolute value of the Net. The Net is the difference between a bar's close and the prior bar's close.
Ergodic = (Average (Average (Net, parameter 1), parameter 2) / (Average (Average (Abs(Net), parameter 1), parameter 2)