Same strat different Indicators

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  • 03/22/2021 at 4:33 PM #164936 quote
    AnouarAnouar
    Participant
    New

    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"

    Any idea why Indicator21 is different from indicator22 please?

     

    Many thanks

    Anouar

    03/22/2021 at 4:52 PM #164943 quote
    robertogozzirobertogozzi
    Moderator
    Legend

    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"
    03/23/2021 at 9:16 AM #165002 quote
    AnouarAnouar
    Participant
    New

    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 ).

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Same strat different Indicators


ProBuilder: Indicators & Custom Tools

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Anouar @mohamedanouararaamouch Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by AnouarAnouar
5 years, 6 months ago.

Topic Details
Forum: ProBuilder: Indicators & Custom Tools
Language: English
Started: 03/22/2021
Status: Active
Attachments: No files
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