ADX causes 'divide by zero' error?

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  • 06/17/2020 at 3:18 PM #136265 quote
    teapot2002
    Participant
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    My code has been repeatedly stopping with ‘divide by zero’ errors. I have been reluctant to post it and ask for help as it contains someone else’s intellectual property, but after a lot of time I think that I’ve managed to isolate the lines causing the problem. I would very much appreciate help with why these cause a problem, and how to work round it. If I comment out the following lines then the code runs:

    ADXLongOK = ADX[6] > 5
    ADXShortOK = ADX[1.3] > 15

    These variables are combined with many others into conditions for trade entries.

    06/17/2020 at 3:36 PM #136268 quote
    robertogozzi
    Moderator
    Master

    Try using an integer numeber of periods for the short ADX.

    06/17/2020 at 4:38 PM #136276 quote
    Nicolas
    Keymaster
    Master

    Check all divisions in your code, are they made with a variable not initialized (with no value)?

    06/17/2020 at 7:28 PM #136299 quote
    teapot2002
    Participant
    Average

    robertogozzi – that fixed it. Thank you.

    06/19/2020 at 3:55 PM #136569 quote
    teapot2002
    Participant
    Average

    For anyone who does what I did….I came up with these ADX values through optimisation. Although I wasn’t familiar with ADX, I now realise that these are strange values. With ADX[1.4], the code running on the 5m minute chart was stopped every 5 minutes. To correct it, I made an integer, but rounded down, so ended up with ADX[1]. This time, the code lasted longer than 5 minutes, but eventually was stopped. When I changed it to ADX[2], it ran consistently without failing.

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ADX causes 'divide by zero' error?


ProOrder: Automated Strategies & Backtesting

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teapot2002 @teapot2002 Participant
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This topic contains 4 replies,
has 3 voices, and was last updated by teapot2002
5 years, 8 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 06/17/2020
Status: Active
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