Adaptive MA stops plotting today but plots all prior days

[Glefdar]

Hello all,

I'm really confused by this, see screenshot:

It just doesn't make any sense to me why this stops plotting. The code is cut out of and modified from the NextSignals trend following strategy, this is the code creating the above plot:

def direction;
def volatility;
def ER;

def length = 2;
direction = AbsValue(close – close[length]);
volatility = Sum(AbsValue(close – close[1]), length);
ER = AbsValue((close – Lowest(low, length)) –
(Highest(high, length) – close)) / (Highest(high,
length) – Lowest(low, length));
def SlowSF = 0.2222;
def ScaledSF = ER * (0.4 – SlowSF) + SlowSF;
def AMA = CompoundValue(1, AMA[1] + Sqr(ScaledSF) * (close – AMA[1]),
close);
plot MAA = AMA;
MAA.assignvaluecolor(if OHLC4 > AMA then Color.White
else Color.Light_Red);
MAA.setlineweight(2);
MAA.hidebubble();
MAA.hidetitle();

This AMA is a crucial part of another indicator I am using (which takes the AMA plot value as an input for another function). I would be very grateful if anyone has any idea about how or why this stopped plotting for the current day while working for previous days.

 

[SleepyZ]

Hello all,

I'm really confused by this, see screenshot:

It just doesn't make any sense to me why this stops plotting. The code is cut out of and modified from the NextSignals trend following strategy, this is the code creating the above plot:

def direction;
def volatility;
def ER;

def length = 2;
direction = AbsValue(close – close[length]);
volatility = Sum(AbsValue(close – close[1]), length);
ER = AbsValue((close – Lowest(low, length)) –
(Highest(high, length) – close)) / (Highest(high,
length) – Lowest(low, length));
def SlowSF = 0.2222;
def ScaledSF = ER * (0.4 – SlowSF) + SlowSF;
def AMA = CompoundValue(1, AMA[1] + Sqr(ScaledSF) * (close – AMA[1]),
close);
plot MAA = AMA;
MAA.assignvaluecolor(if OHLC4 > AMA then Color.White
else Color.Light_Red);
MAA.setlineweight(2);
MAA.hidebubble();
MAA.hidetitle();

This AMA is a crucial part of another indicator I am using (which takes the AMA plot value as an input for another function). I would be very grateful if anyone has any idea about how or why this stopped plotting for the current day while working for previous days.

This seems to work. There was a divisor of zero in the def ER causing the termination of the AMA.

def direction;
def volatility;
def ER;
def c = if isnan(close) then c[1] else close;
def h = if IsNaN(high) then h[1] else high;
def l = if IsNaN(low) then l[1] else low;

def length = 2;
direction = AbsValue(close – close[length]);
volatility = Sum(AbsValue(close – close[1]), length);

def hhll =  if   (Highest(h, length) – Lowest(l, length)) == 0
            then hhll[1]
            else (Highest(h, length) – Lowest(l, length));
ER = AbsValue((c – Lowest(l, length)) – (Highest(h, length) – c)) / hhll;

def SlowSF = 0.2222;
def ScaledSF = ER * (0.4 – SlowSF) + SlowSF;
def AMA = CompoundValue(1, AMA[1] + Sqr(ScaledSF) * (close – AMA[1]),
close);
plot MAA = AMA;
MAA.AssignValueColor(if OHLC4 > AMA then Color.WHITE
else Color.LIGHT_RED);
MAA.SetLineWeight(2);
MAA.HideBubble();
MAA.HideTitle();

 

[Glefdar]

This seems to work. There was a divisor of zero in the def ER causing the termination of the AMA.

Thank you so much, this was a great help to me. From what I can determine, your addition of the variable "AMA_hhll" was enough to resolve the problem, so I removed the "if isnan(close) then c[1]" (likewise for high and low) part as unnecessary complexity, but if it stops working again the first thing I'll try is adding that back in.