Same strat different Indicators

• 03/22/2021 at 4:33 PM #164936
  Anouar

  Hi guys,

   

  For some reason this code provides two different indicators (Indicator21 , Indicator22)

  CountingIndicator1= call "CountingIndicator1" // provide length of a window. Indicator21=historicvolatility[CountingIndicator1](LinearRegression[CountingIndicator1](close)) lrclose = LinearRegression[CountingIndicator1](close) Indicator22=historicvolatility[CountingIndicator1](lrclose ) return Indicator21 as "Indicator21",  Indicator22 as "Indicator22"

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  CountingIndicator1= call "CountingIndicator1" // provide length of a window.   Indicator21=historicvolatility[CountingIndicator1](LinearRegression[CountingIndicator1](close))   lrclose = LinearRegression[CountingIndicator1](close) Indicator22=historicvolatility[CountingIndicator1](lrclose )   return Indicator21 as "Indicator21",  Indicator22 as "Indicator22"

  Any idea why Indicator21 is different from indicator22 please?

   

  Many thanks

  Anouar

   

  

  Anouar

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  03/22/2021 at 4:52 PM #164943
  robertogozzi

  I tested this and they are always the same, no matter  the number of periods:

  CountingIndicator1= 70 Indicator21=historicvolatility[CountingIndicator1](LinearRegression[CountingIndicator1](close)) lrclose = LinearRegression[CountingIndicator1](close) Indicator22=historicvolatility[CountingIndicator1](lrclose ) return Indicator21 as "Indicator21", Indicator22 as "Indicator22"

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  CountingIndicator1= 70 Indicator21=historicvolatility[CountingIndicator1](LinearRegression[CountingIndicator1](close)) lrclose = LinearRegression[CountingIndicator1](close) Indicator22=historicvolatility[CountingIndicator1](lrclose ) return Indicator21 as "Indicator21",  Indicator22 as "Indicator22"

   

   

  

  robertogozzi

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  03/23/2021 at 9:16 AM #165002
  Anouar

  If number of periods is an indicator as well, For some reason they are not the same (I think its a bug or something related to the behavior of CountingIndicator1 ).

  

  Anouar

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