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vwap – divide by zero error

kt · 2024-03-11T23:29:53+00:00

Hi Experts, I’ve encountered a ‘divide by zero’ error in the automated trading while utilizing the code shared in the forum. https://www.prorealcode.com/prorealtime-indicators/vwap-intraday/ // ===================== d = max(1, intradaybarindex) VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume) if(intradaybarindex=0) then sd= 0 else sd= SUMMATION[d](max(abs(high–vwap),abs(vwap–low)))/d endif SDup1 = vwap+sd SDlw1 = vwap–sd SDup2 = vwap+sd*2 SDlw2 = vwap–sd*2 SDup3 = vwap+sd*3 SDlw3 = vwap–sd*3 // ===================== Recognizing that the ‘d’ variable is protected, I’ve adjusted the code to address this concern. The system is now running with the updated code, but I haven’t observed its performance yet. I’m uncertain if ‘sd’ was the root cause of the issue, the new code is a trial-and-error approach, and would greatly appreciate any insights or opinions. new lines: // ===================== d = max(1, intradaybarindex) VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume) // ===================== KT

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03/14/2024 at 11:18 AM #229756 quote

kt
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Hey Peter, your recommendation about clicking on the help button really resonates with me. I’ll keep a close eye on my system for another day or two to see how things unfold. Thanks again!
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vwap – divide by zero error

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This topic contains 15 replies,
has 5 voices, and was last updated by kt
2 years, 6 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	03/12/2024
Status:	Active
Attachments:	No files

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vwap – divide by zero error

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vwap – divide by zero error ProOrder: Automated Strategies & Backtesting

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vwap – divide by zero error

ProOrder: Automated Strategies & Backtesting