Examining value used - Trading Software

Examining value used

Peter Gum
2011-06-30 13:39:13

What are the differences in the way 'aday' is calculated? The first way calculates a value(s) close to the second way.
bday=Atr(7);
1) aday=Round(bday*3.0,2); // This never works.
2) aday=1.5; // This always works as expected.
var4 =AnotherFunction(aday,25) == 0; // This is where the value is used. It always fails (false) if the value is computed the first way. ('25' is a lookback value.)

I suspect is has to do with vectors, but how?

(I cannot find a way to enter a 'debug' mode that will let me step through a script (watchlist filter here) and look at how variable values change.)

Thanks. ~Pete

QuantShare
2011-07-01 07:31:34

Best Answer

It fails certainly because in the function "AnotherFunction" you are using the first value of the "aday" variable which is NaN. (Atr returns NaN for the first N elements).

You can debug the script by ploting the vector it returns on a chart

Peter Gum
2011-07-01 10:16:36

Thanks! That helps, but I wish there was a better way of helping myself. A better debugging methodology would certainly help. Plotting just that one vector doesn't seem like a good general approach [grin]. Indeed, I tried 'AddColumn("aday",aday)' to plot the result of the first computation and it showed a good result, not NaN. How do I reference that value in the computation? Index the vector, but with what index? Indexing with '[0]' doesn't work and 'ref(bday,0)' doesn't work.

~Pete

QuantShare
2011-07-02 05:21:15

This is because "AddColumn" shows the last value (or the value for the specified bar)

Please send me your script to support@quantshare.com

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