OK. I'm stumped. Zero Lag EMA on Tick Charts

[mashume]

OK. I've been banging my head against this for too long. This code works just fine on time based charts, but not at all on tick based charts. Sometimes I can look at code and tell why... but not this time. Anyone have an idea what in this code keeps it from running on tick based charts?

It's from Mobius Zero Lag MACD for reference.

input length = 10;
input price = close;
def K = floor(2 / (length + 1));
def lag = floor((length - 1) / 2);
def ZLEMA = K * (2 * price - price[lag]) + (1 - K) * ZLEMA[1];
plot data = ZLEMA;

I even tried this in place of the original definition given above to no avail.

def ZLEMA = K * (2 * price - getValue(price, lag)) + (1 - K) * ZLEMA[1];

I'm sure that, as soon as I post this, it will all be clear. But for now, I'm stumped.

-mashume

 

[SleepyZ]

OK. I've been banging my head against this for too long. This code works just fine on time based charts, but not at all on tick based charts. Sometimes I can look at code and tell why... but not this time. Anyone have an idea what in this code keeps it from running on tick based charts?

It's from Mobius Zero Lag MACD for reference.

input length = 10;
input price = close;
def K = floor(2 / (length + 1));
def lag = floor((length - 1) / 2);
def ZLEMA = K * (2 * price - price[lag]) + (1 - K) * ZLEMA[1];
plot data = ZLEMA;

I even tried this in place of the original definition given above to no avail.

def ZLEMA = K * (2 * price - getValue(price, lag)) + (1 - K) * ZLEMA[1];

I'm sure that, as soon as I post this, it will all be clear. But for now, I'm stumped.

-mashume

Using floor in def K results in zero. Therefore, I could not get it to plot as is on time also.

 

[MerryDay]

@mashume
@SleepyZ is correct:

input length = 10;
input price = close;
def K = floor(2 / (length + 1));
def lag = floor((length - 1) / 2);
def ZLEMA = K * (2 * price - price[lag]) + (1 - K) * ZLEMA[1];
plot data = ZLEMA;

AddChartbubble(close>open, high, "k= " +K +"\n"+ zlema, color.violet);

 

[mashume]

OK. For those who may run into this some day in the future, it works if you explicitly make everything a float rather than an int. No idea if this is new, or always been there.
This code works:

input length = 40.0;
input price = close;
def K = (2.0 / (length + 1.0));
def lag = ((length - 1.0) / 2.0);
def ZLEMA = K * (2.0 * price - getValue(price, lag)) + (1.0 - K) * ZLEMA[1];
addLabel(yes, zlema);
plot data = ZLEMA;

:dumbfounded:

-mashume

 

[halcyonguy]

OK. For those who may run into this some day in the future, it works if you explicitly make everything a float rather than an int. No idea if this is new, or always been there.
This code works:

input length = 40.0;
input price = close;
def K = (2.0 / (length + 1.0));
def lag = ((length - 1.0) / 2.0);
def ZLEMA = K * (2.0 * price - getValue(price, lag)) + (1.0 - K) * ZLEMA[1];
addLabel(yes, zlema);
plot data = ZLEMA;

:dumbfounded:

-mashume

i am confused too.
first, let me say, i don't use tick charts, so i may be missing something.
i'm just curious about tick charts.

the fixed code in post #4 doesn't plot anything for me on a tick chart.
i added a yellow bubble to show the values of data, and all are N/A ?
i picked tick chart in settings > time axis , and didn't change anything else.

# zerolagmodfloatfloor_0
input length = 40.0;
input price = close;
def K = (2.0 / (length + 1.0));
def lag = ((length - 1.0) / 2.0);
def ZLEMA = K * (2.0 * price - getValue(price, lag)) + (1.0 - K) * ZLEMA[1];
addLabel(yes, zlema);
plot data = ZLEMA;

addchartbubble(1, high, data, color.yellow, yes);
#

-------------------------------

i made a study with 3 variations of the code, in 1 study,
. 2 - orig with floor()
. 3 - floats, w/o floor()
. 4 - floats, with floor()

none of them plot a valid value for data?

# math_floor_zero_lag_00

#https://usethinkscript.com/threads/ok-im-stumped-zero-lag-ema-on-tick-charts.14929/
#OK. I'm stumped. Zero Lag EMA on Tick Charts
#mashume  3/22
#1
#OK. I've been banging my head against this for too long. This code works just fine on time based charts, but not at all on tick based charts. Sometimes I can look at code and tell why... but not this time. Anyone have an idea what in this code keeps it from running on tick based charts?

def bn = barnumber();
def na = double.nan;

#It's from Mobius Zero Lag MACD for reference.

input length1 = 10;
input price1 = close;
def K1 = Floor(2 / (length1 + 1));
def lag1 = Floor((length1 - 1) / 2);
def ZLEMA1 = K1 * (2 * price1 - price1[lag1]) + (1 - K1) * ZLEMA1[1];
plot data1 = ZLEMA1;

#I even tried this in place of the original definition given above to no avail.
#Code:
#def ZLEMA = K * (2 * price - getValue(price, lag)) + (1 - K) * ZLEMA[1];

#I'm sure that, as soon as I post this, it will all be clear. But for now, I'm stumped.

#-mashume
#Mashume
#Scientific Programmer, Trader, Dad, RPN fanatic in the PacNW



#SleepyZ
#2
#Using floor in def K results in zero. Therefore, I could not get it to plot as is on time also.


#MerryDay
#3
#@mashume
#@SleepyZ is correct:

#0t6zTkr.png
#Ruby:


#  2 - orig with floor()
input length2 = 10;
input price2 = close;
def K2 = Floor(2 / (length2 + 1));
def lag2 = Floor((length2 - 1) / 2);
def ZLEMA2 = K2 * (2 * price2 - price2[lag2]) + (1 - K2) * ZLEMA2[1];
plot data2 = ZLEMA2;

#AddChartBubble(close > open, high, "k= " + K2 + "\n" + ZLEMA2, Color.VIOLET);



#mashume
#4
#OK. For those who may run into this some day in the future, it works if you explicitly make everything a float rather than an int. No idea if this is new, or always been there.
#This code works:


#  3 - floats, w/o floor()
input length3 = 40.0;
input price3 = close;
def K3 = (2.0 / (length3 + 1.0));
def lag3 = ((length3 - 1.0) / 2.0);
def ZLEMA3 = K3 * (2.0 * price3 - GetValue(price3, lag3)) + (1.0 - K3) * ZLEMA3[1];
plot data3 = ZLEMA3;
AddLabel(yes, ZLEMA3);





#  4 - floats, with floor()
input length4 = 40.0;
input price4 = close;
def K4 = floor(2.0 / (length4 + 1.0));
def lag4 = ((length4 - 1.0) / 2.0);
def ZLEMA4 = K4 * (2.0 * price4 - GetValue(price4, lag4)) + (1.0 - K4) * ZLEMA4[1];
plot data4 = ZLEMA4;
addLabel(yes, zlema4);


#  2 - orig with floor()
#  3 - floats, w/o floor()
#  4 - floats, with floor()

# show bubble every s bars
def s = 10;
def x = bn % s == 0;

addchartbubble(x, low,
"K2  " + k2 + " - orig with floor() |  data2  " + data2 + "\n" +
"K3  " + k3 + " - floats, w/o floor() |  data3  " + data3 + "\n" +
"K4  " + k4 + " - floats, with floor() |  data4  " + data4 + "\n"
, color.violet, no);

#