Value never assigned to error

netarchitech

netarchitech

Well-known member
Given the following:

a.png


Code: 
input mode = {default Value, Avg, Signal};
input mode_ma = {default Simple, Exponential, Weighted, Wilders, Hull, EHMA, THMA};
input ma_length = 55; #Length(180-200 for floating S/R , 55 for swing entry)

def MACD_Value;
def MACD_Avg;
def EMA_Signal;

switch (mode) {
case Value:
    MACD_Value = g(length = fastLength) - g(length = slowLength);
case Avg:
    MACD_Avg = g(price = Value, length = MACDLength);
case Signal:
    EMA_Signal = EMA – AA * RE8;
}

def avg_MACD_Value;
def avg_MACD_Avg;
def avg_EMA_Signal;

switch (mode_ma) {
case Simple:
                avg_MACD_Value = average(MACD_Value, ma_length);
                avg_MACD_Avg = average(MACD_Avg, ma_length);
                avg_EMA_Signal = average(EMA_Signal, ma_length);
             
case Exponential:
                avg_MACD_Value = expaverage(MACD_Value, ma_length);
                avg_MACD_Avg = expaverage(MACD_Avg, ma_length);
                avg_EMA_Signal = expaverage(EMA_Signal, ma_length);
             
case Weighted:
                avg_MACD_Value = wma(MACD_Value, ma_length);
                avg_MACD_Avg = wma(MACD_Avg, ma_length);
                avg_EMA_Signal = wma(EMA_Signal, ma_length);
             
case Wilders:
                avg_MACD_Value = wildersaverage(MACD_Value, ma_length);
                avg_MACD_Avg = wildersaverage(MACD_Avg, ma_length);
                avg_EMA_Signal = wildersaverage(EMA_Signal, ma_length);
             
case Hull:
                avg_MACD_Value = wma(2 * wma(MACD_Value, ma_length / 2) - wma(MACD_Value, ma_length), round(sqrt(ma_length)));
                avg_MACD_Avg = wma(2 * wma(MACD_Avg, ma_length / 2) - wma(MACD_Avg, ma_length), round(sqrt(ma_length)));
                avg_EMA_Signal = wma(2 * wma(EMA_Signal, ma_length / 2) - wma(EMA_Signal, ma_length), round(sqrt(ma_length)));
             
case EHMA:
                avg_MACD_Value = expaverage(2 * expaverage(MACD_Value, ma_length / 2) - expaverage(MACD_Value, ma_length), round(sqrt(ma_length)));
                avg_MACD_Avg = expaverage(2 * expaverage(MACD_Avg, ma_length / 2) - expaverage(MACD_Avg, ma_length), round(sqrt(ma_length)));
                avg_EMA_Signal = expaverage(2 * expaverage(EMA_Signal, ma_length / 2) - expaverage(EMA_Signal, ma_length), round(sqrt(ma_length)));
             
case THMA:
                avg_MACD_Value = wma(wma(MACD_Value,(ma_length/2) / 3) * 3 - wma(MACD_Value, (ma_length/2) / 2) - wma(MACD_Value, (ma_length/2)), (ma_length/2));
                avg_MACD_Avg = wma(wma(MACD_Avg,(ma_length/2) / 3) * 3 - wma(MACD_Avg, (ma_length/2) / 2) - wma(MACD_Avg, (ma_length/2)), (ma_length/2));
                avg_EMA_Signal = wma(wma(EMA_Signal,(ma_length/2) / 3) * 3 - wma(EMA_Signal, (ma_length/2) / 2) - wma(EMA_Signal, (ma_length/2)), (ma_length/2));
}
;


Below is the previous code I was trying...The compiler didn't complain, but the code didn't interact with the studies either:

Code: 
input modeswitch = {default "Value", "Avg", "Diff", "Signal", "EMA"};

input modeSwitch_ma = {default "Simple", "Exponential", "Weighted", "Wilders", "Hull", "EHMA", "THMA"};

input ma_length = 55; #Length(180-200 for floating S/R , 55 for swing entry)


def ma_calc;

switch (modeSwitch) {

case "Value":
ma_calc = g(length = fastLength) - g(length = slowLength);

case "Avg":
ma_calc = g(price = Value, length = MACDLength);

case "Diff":
ma_calc = Value - Avg;

case "Signal":
ma_calc = EMA – AA * RE8;

case "EMA":
ma_calc = AA * Close + CC * EMA[1];

}
;


def multi_ma;

switch (modeSwitch_ma) {

case "Simple":
multi_ma = average(ma_calc, ma_length);

case "Exponential":
multi_ma = expaverage(ma_calc, ma_length);

case "Weighted":
multi_ma = wma(ma_calc, ma_length);

case "Wilders":
multi_ma = wildersaverage(ma_calc, ma_length);

case "Hull":
multi_ma = wma(2 * wma(ma_calc, ma_length / 2) - wma(ma_calc, ma_length), round(sqrt(ma_length)));

case "EHMA":
multi_ma = expaverage(2 * expaverage(ma_calc, ma_length / 2) - expaverage(ma_calc, ma_length), round(sqrt(ma_length)));

case "THMA":
multi_ma = wma(wma(ma_calc,(ma_length/2) / 3) * 3 - wma(ma_calc, (ma_length/2) / 2) - wma(ma_calc, (ma_length/2)), (ma_length/2));

}
;


I've tried everything I can think of, searched here and across the internet, but I can't find the answer...Any help/pointers in the right direction would be greatly appreciated :)

Thanks in advance...
 
Last edited by a moderator:
Sort by date Sort by votes
Based on your earlier post, the following uses a function g() which is not defined.

ma_calc = g(length = fastLength) - g(length = slowLength);

Post your ENTIRE study, I'll take a look.
 
Upvote 0 Downvote

Join useThinkScript to post your question to a community of 21,000+ developers and traders.

SIGN UP NOW LEARN MORE
@tomsk As requested, below please find the entire study:

Code: 
# MACD with a more Normal Distribution
# Mobius
# V01.09.2015
#Hint: Plots a Gaussian distribution. If Normal Distribution is met, then at minimum, 68.2% of the close values should be inside a One Standard Deviation Envelope and 95.4% of the close values should be inside a 2 Standard Deviation Envelope.

# V11.01.2019 - netarchitech added standard TOS Breakout Signals per HighBredCloud request
# V11.01.2019 - netarchitech added Ehlers and Mobius Forward/Reverse EMA per HighBredCloud request


declare lower;

input fastLength = 12;
input slowLength = 26;
input MACDLength = 9;
input showBreakoutSignals = no;

# Four Pole Filter
script g{
input length = 4;
input betaDev = 2;
input price = OHLC4;
def c;
def w;
def beta;
def alpha;
def G;
c = price;
w = (2 * Double.Pi / length);
beta = (1 - Cos(w)) / (Power(1.414, 2.0 / betaDev) - 1 );
alpha = (-beta + Sqrt(beta * beta + 2 * beta));
G = Power(alpha, 4) * c +
4 * (1 – alpha) * G[1] – 6 * Power( 1 - alpha, 2 ) * G[2] +
4 * Power( 1 - alpha, 3 ) * G[3] - Power( 1 - alpha, 4 ) * G[4];
plot Line = G;
}

# Modified MACD
plot Value = g(length = fastLength) - g(length = slowLength);
plot Avg = g(price = Value, length = MACDLength);
plot Diff = Value - Avg;
plot ZeroLine = 0;

Value.SetDefaultColor(GetColor(1));
Avg.SetDefaultColor(GetColor(8));
Diff.SetDefaultColor(GetColor(5));
Diff.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
Diff.SetLineWeight(3);
Diff.DefineColor("Positive and Up", Color.GREEN);
Diff.DefineColor("Positive and Down", Color.DARK_GREEN);
Diff.DefineColor("Negative and Down", Color.RED);
Diff.DefineColor("Negative and Up", Color.DARK_RED);
Diff.AssignValueColor(if Diff >= 0 then if Diff > Diff[1] then Diff.color("Positive and Up") else Diff.color("Positive and Down") else if Diff < Diff[1] then Diff.color("Negative and Down") else Diff.color("Negative and Up"));
ZeroLine.SetDefaultColor(GetColor(0));

plot UpSignal = if Diff crosses above ZeroLine then ZeroLine else Double.NaN;
plot DownSignal = if Diff crosses below ZeroLine then ZeroLine else Double.NaN;

UpSignal.SetHiding(!showBreakoutSignals);
DownSignal.SetHiding(!showBreakoutSignals);

UpSignal.SetDefaultColor(Color.UPTICK);
UpSignal.SetPaintingStrategy(PaintingStrategy.ARROW_UP);
DownSignal.SetDefaultColor(Color.DOWNTICK);
DownSignal.SetPaintingStrategy(PaintingStrategy.ARROW_DOWN);

# Forward / Reverse EMA
# (c) 2017 John F. Ehlers
# Ported to TOS 07.16.2017
# Mobius

# Inputs:
input AA = .1;

# Vars:
def CC;
def RE1;
def RE2;
def RE3;
def RE4;
def RE5;
def RE6;
def RE7;
def RE8;
def EMA;
plot Signal;
plot plot0;

CC = if CC[1] == 0 then .9 else 1 – AA;
EMA = AA * Close + CC * EMA[1];
RE1 = CC * EMA + EMA[1];
RE2 = Power(CC, 2) * RE1 + RE1[1];
RE3 = Power(CC, 4) * RE2 + RE2[1];
RE4 = Power(CC, 8) * RE3 + RE3[1];
RE5 = Power(CC, 16) * RE4 + RE4[1];
RE6 = Power(CC, 32) * RE5 + RE5[1];
RE7 = Power(CC, 64) * RE6 + RE6[1];
RE8 = Power(CC, 128) * RE7 + RE7[1];

Signal = EMA – AA * RE8;
Signal.AssignValueColor(if Signal > Signal[1]
                        then Color.GREEN
                        else Color.RED);
Signal.SetLineWeight(3);

Plot0 = if isNaN(close) then double.nan else 0;
Plot0.SetDefaultColor(Color.GRAY);

#addCloud(0, Signal, color.RED, color.GREEN);

input mode = {default "Value", Avg, Signal};
input mode_ma = {default Simple, Exponential, Weighted, Wilders, Hull, EHMA, THMA};
input ma_length = 55; #Length(180-200 for floating S/R , 55 for swing entry)

def MACD_Value;
def MACD_Avg;
def EMA_Signal;

switch (mode) {
case Value:
    MACD_Value = g(length = fastLength) - g(length = slowLength);
case Avg:
    MACD_Avg = g(price = Value, length = MACDLength);
case Signal:
    EMA_Signal = EMA – AA * RE8;
}

def avg_MACD_Value;
def avg_MACD_Avg;
def avg_EMA_Signal;

switch (mode_ma) {
case Simple:
     avg_MACD_Value = average(MACD_Value, ma_length);
     avg_MACD_Avg = average(MACD_Avg, ma_length);
     avg_EMA_Signal = average(EMA_Signal, ma_length);
            
case Exponential:
     avg_MACD_Value = expaverage(MACD_Value, ma_length);
     avg_MACD_Avg = expaverage(MACD_Avg, ma_length);
     avg_EMA_Signal = expaverage(EMA_Signal, ma_length);
            
case Weighted:
     avg_MACD_Value = wma(MACD_Value, ma_length);
     avg_MACD_Avg = wma(MACD_Avg, ma_length);
     avg_EMA_Signal = wma(EMA_Signal, ma_length);
            
case Wilders:
     avg_MACD_Value = wildersaverage(MACD_Value, ma_length);
     avg_MACD_Avg = wildersaverage(MACD_Avg, ma_length);
     avg_EMA_Signal = wildersaverage(EMA_Signal, ma_length);
            
case Hull:
     avg_MACD_Value = wma(2 * wma(MACD_Value, ma_length / 2) - wma(MACD_Value, ma_length), round(sqrt(ma_length)));
     avg_MACD_Avg = wma(2 * wma(MACD_Avg, ma_length / 2) - wma(MACD_Avg, ma_length), round(sqrt(ma_length)));
     avg_EMA_Signal = wma(2 * wma(EMA_Signal, ma_length / 2) - wma(EMA_Signal, ma_length), round(sqrt(ma_length)));
            
case EHMA:
     avg_MACD_Value = expaverage(2 * expaverage(MACD_Value, ma_length / 2) - expaverage(MACD_Value, ma_length), round(sqrt(ma_length)));
     avg_MACD_Avg = expaverage(2 * expaverage(MACD_Avg, ma_length / 2) - expaverage(MACD_Avg, ma_length), round(sqrt(ma_length)));
     avg_EMA_Signal = expaverage(2 * expaverage(EMA_Signal, ma_length / 2) - expaverage(EMA_Signal, ma_length), round(sqrt(ma_length)));
            
case THMA:
     avg_MACD_Value = wma(wma(MACD_Value,(ma_length/2) / 3) * 3 - wma(MACD_Value, (ma_length/2) / 2) - wma(MACD_Value, (ma_length/2)), (ma_length/2));
     avg_MACD_Avg = wma(wma(MACD_Avg,(ma_length/2) / 3) * 3 - wma(MACD_Avg, (ma_length/2) / 2) - wma(MACD_Avg, (ma_length/2)), (ma_length/2));
     avg_EMA_Signal = wma(wma(EMA_Signal,(ma_length/2) / 3) * 3 - wma(EMA_Signal, (ma_length/2) / 2) - wma(EMA_Signal, (ma_length/2)), (ma_length/2));
}
;

Thanks in advance for your time and effort. It is most appreciated...
 
Upvote 0 Downvote
OK I see where the issue is. You have three variables in your switch statement

MACD_Value;
MACD_Avg;
EMA_Signal;

In the following block of code, only 1 variable is defined in each of your switch condition while the other 2 were undefined.

switch (mode) {
case Value:
MACD_Value = g(length = fastLength) - g(length = slowLength);
case Avg:
MACD_Avg = g(price = Value, length = MACDLength);
case Signal:
EMA_Signal = EMA – AA * RE8;
}

As a test I defined all three variables in each of your case values, using dummy values and the TOS editor no longer complains about any errors
Suggest you restructure your code
 
Upvote 0 Downvote
Picking up where I left off last time, I have successfully steered clear of the dreaded "Value never assigned" error after initially repeating the errors of my ways, as shown below:

smooth-case.png


Now, as illustrated in the screenshot below, there are no syntax errors, but there is something holding this code back...Once again, I am at a loss to figure this one out:

smooth-case2.png


Below is the code for your review, should you choose to accept this mission :cool: Thanks in advance for your time and effort in this situation...

Code: 
# filename: MR__EZ_PercentR_MAC__smooth_test_
# idea source: @HighBredCloud and https://usethinkscript.com/threads/moving-average-crossover-rsi-indicator-for-thinkorswim.185/

declare lower;

# Gmode

def lengthRSI = 14;
def price = close;

input averageType = AverageType.WILDERS;

def NetChgAvg = MovingAverage(averageType, price - price[1], lengthRSI);
def TotChgAvg = MovingAverage(averageType, AbsValue(price - price[1]), lengthRSI);
def ChgRatio = if TotChgAvg != 0 then NetChgAvg / TotChgAvg else 0;

plot RSI = 50 * (ChgRatio + 1);
RSI.SetDefaultColor(CreateColor(0, 102, 204));
RSI.SetLineWeight(3);
#RSI.HideTitle();
RSI.HideBubble();
RSI.Hide();

input n1 = 9; #Channel Length
input n2 = 26; #Average Length
input n3 = 13; #Short length
def multi = no; #Multi-exchange?

def src0 = hlc3;

def src1 = hlc3(period = AggregationPeriod.MONTH);
def src2 = hlc3(period = AggregationPeriod.MONTH);
def src3 = hlc3(period = AggregationPeriod.MONTH);
def src4 = hlc3(period = AggregationPeriod.MONTH);

script tci {

    input src = hlc3;
    input n1 = 9; #Channel Length
    input n2 = 26; #Average Length
    plot tci = MovAvgExponential((src - MovAvgExponential(src, n1)) / (0.025 * MovAvgExponential(AbsValue(src - MovAvgExponential(src, n1)), n1)), n2) + 50;
    tci.Hide();
}

#mf(src) => rsi(sum(volume * (change(src) <= 0 ? 0 : src), n3), sum(volume * (change(src) >= 0 ? 0 : src), n3))

script mf {

    input src = hlc3;
    input n3 = 13; #Short length


    def rsi = reference RSI();


    #plot mf = rsi(Sum(volume * (if Average(src) <= 0 then 0 else src), n3), Sum(volume * (if Average(src) >= 0 then 0 else src), n3));
    plot mf = RSI(n3, src);
    mf.Hide();
}

script willy {

    input src = hlc3;
    input n2 = 26; #Average Length
    plot willy = 60 * (src - Highest(src, n2)) / (Highest(src, n2) - Lowest(src, n2)) + 80;
    willy.Hide();

}

#csi(src) => avg(rsi(src, n3),tsi(src0,n1,n2)*50+50)

script csi {

    input src = hlc3;
    input n1 = 9; #Channel Length
    input n2 = 26; #Average Length
    input n3 = 13; #Short length

    def rsi = reference RSI();

    plot csi = RSI(n3, src) + TrueStrengthIndex(n1, n2) / 2 * 50 + 50;
    csi.Hide();

}

script godmode {

    input src = hlc3;
    def rsi = reference RSI();
    plot godmode = (tci(src) + CSI(src) + mf(src) + willy(src)) / 4;
    godmode.Hide();

}

script tradition {

    input src = hlc3;
    input n3 = 13; #Short length

    def rsi = reference RSI();

    plot tradition = (tci(src) + mf(src) + RSI(n3, src)) / 3;
    tradition.Hide();

}


def wt1 = if multi then (godmode(src0) + godmode(src1) + godmode(src2) + godmode(src3) + godmode(src4) / 5) else tradition(src0);

def wt2 = SimpleMovingAvg(wt1, 6);

def extended = if wt2 < 20 then wt2 + 5 else if wt2 > 80 then wt2 - 5 else Double.NaN;

plot wta = wt1;
wta.SetDefaultColor(Color.GREEN);
wta.SetLineWeight(2);
wta.Hide();

plot wtb = wt2;
wtb.SetDefaultColor(Color.RED);
wtb.SetLineWeight(2);
wtb.Hide();

plot ext = extended; #Caution!
ext.SetPaintingStrategy(PaintingStrategy.POINTS);
ext.SetDefaultColor(Color.YELLOW);
ext.SetLineWeight(3);


# PercentR_MAC

input length = 14;
input over_Bought = 80;
input over_Sold = 20;
input showBreakoutSignals = yes;
input PercentRMALength5 = 5; #hint rsiMALength: RSI Moving Average Length
input PercentRMALength8 = 8;
input PercentRAverageType = AverageType.EXPONENTIAL;
input applySmoothing = yes; #Smooth PercentR?
input lowBand = 10; #Smoothing LowerBand
input data = close;
input lower = low; #Research Lower = Low?

def highest = Highest(high, length);
def divisor = highest - Lowest(low, length);

def PI = 3.14159265359;
def a1 = Exp(-PI * Sqrt(2) / lower);
def coeff2 = 2 * a1 * Cos(Sqrt(2) * PI / lower);
def coeff3 = - Power(a1, 2);
def coeff1 = 1 - coeff2 - coeff3;
def filt = coeff1 * (data + (data[1])) / 2 + coeff2 * (filt[1]) + coeff3 * (filt[2]);
def rough_it = if divisor equals 0 then 0 else (100 - 100 * (highest - close) / divisor);

# plot and smooth PercentR
plot "%R" = if applySmoothing then EhlersSuperSmootherFilter(if divisor equals 0 then 0 else 100 - 100 * (highest - close) / divisor, lowBand) else rough_it;
"%R".DefineColor("OverBought", GetColor(9));
"%R".DefineColor("Normal", GetColor(7));
"%R".DefineColor("OverSold", GetColor(1));
"%R".AssignValueColor(if "%R" > over_Bought then "%R".Color("OverBought") else if "%R" < over_Sold then "%R".Color("OverSold") else "%R".Color("Normal"));
"%R".SetLineWeight(3);


# plot the PercentR Moving Averages
def PercentRMA5 = MovingAverage(PercentRAverageType, "%R", PercentRMALength5);
plot PercentRMovAvg5 = PercentRMA5;
PercentRMovAvg5.SetDefaultColor(Color.GREEN);
PercentRMovAvg5.SetLineWeight(3);

def PercentRMA8 = MovingAverage(PercentRAverageType, "%R", PercentRMALength8);
plot PercentRMovAvg8 = PercentRMA8;
PercentRMovAvg8.SetDefaultColor(Color.RED);
PercentRMovAvg8.SetLineWeight(3);


plot OverBought = over_Bought;
OverBought.SetDefaultColor(Color.DARK_RED);
OverBought.HideTitle();

plot OverSold = over_Sold;
OverSold.SetDefaultColor(Color.DARK_GREEN);
OverSold.HideTitle();

plot fifty_line = 50;
fifty_line.SetDefaultColor(GetColor(8));
fifty_line.HideTitle();
fifty_line.SetStyle(Curve.SHORT_DASH);


# plot the Breakout Signals
plot UpSignal = if "%R" crosses above OverSold then OverSold else Double.NaN;
UpSignal.SetHiding(!showBreakoutSignals);
UpSignal.SetDefaultColor(Color.UPTICK);
UpSignal.SetPaintingStrategy(PaintingStrategy.ARROW_UP);
UpSignal.SetLineWeight(3);
UpSignal.HideTitle();

plot DownSignal = if "%R" crosses below OverBought then OverBought else Double.NaN;
DownSignal.SetHiding(!showBreakoutSignals);
DownSignal.SetDefaultColor(Color.DOWNTICK);
DownSignal.SetPaintingStrategy(PaintingStrategy.ARROW_DOWN);
DownSignal.SetLineWeight(3);
DownSignal.HideTitle();


AddCloud(0, over_Sold, Color.DARK_GREEN, Color.DARK_GREEN);
AddCloud(over_Bought, 100, Color.DARK_RED, Color.DARK_RED);


input Smooth = {default "No Smoothing", "Only PercentR", "Only MAs", "PercentR & MAs"};

def two_MAs = PercentRMA5 and PercentRMA8;
def PercentR = "%R";

plot cond;

switch (Smooth) {
case "No Smoothing":
    cond = if !applySmoothing and if divisor equals 0 then 0 else (100 - 100 * (highest - close) / divisor) then 1 else 0;
case "Only PercentR":
    cond = if applySmoothing and PercentR and !two_MAs and EhlersSuperSmootherFilter(if divisor equals 0 then 0 else 100 - 100 * (highest - close) / divisor, lowBand) then 1 else 0;
case "Only MAs":
    cond = if applySmoothing and !PercentR and two_MAs and EhlersSuperSmootherFilter(if divisor equals 0 then 0 else 100 - 100 * (highest - close) / divisor, lowBand) then 1 else 0;
case "PercentR & MAs":
    cond = if applySmoothing and EhlersSuperSmootherFilter(if divisor equals 0 then 0 else 100 - 100 * (highest - close) / divisor, lowBand) then 1 else 0;
}
 
Upvote 0 Downvote
You must log in or register to reply here.
Thread starter Similar threads Forum Replies Date
A "Value never assigned" to variable defined. Involves 'if' statement. Questions 5
epete What's wrong with this code: Value never assigned to? Questions 6
Zachc Case: value never assigned to error Questions 1
B price[1] returns the currednt day value Questions 2
S AddLabel Void Return Value Custom Scan Column Questions 1

Similar threads

Not the exact question you're looking for?

Start a new thread and receive assistance from our community.

87k+ Posts
298 Online
Create Post

Similar threads

Similar threads

The Market Trading Game Changer

Join 2,500+ subscribers inside the useThinkScript VIP Membership Club
  • Exclusive indicators
  • Proven strategies & setups
  • Private Discord community
  • ‘Buy The Dip’ signal alerts
  • Exclusive members-only content
  • Add-ons and resources
  • 1 full year of unlimited support
Try VIP Club Today

Frequently Asked Questions

What is useThinkScript?

useThinkScript is the #1 community of stock market investors using indicators and other tools to power their trading strategies. Traders of all skill levels use our forums to learn about scripting and indicators, help each other, and discover new ways to gain an edge in the markets.

How do I get started?

We get it. Our forum can be intimidating, if not overwhelming. With thousands of topics, tens of thousands of posts, our community has created an incredibly deep knowledge base for stock traders. No one can ever exhaust every resource provided on our site.

If you are new, or just looking for guidance, here are some helpful links to get you started.

What are the benefits of VIP Membership?
VIP members get exclusive access to these proven and tested premium indicators: Buy the Dip, Advanced Market Moves 2.0, Take Profit, and Volatility Trading Range. In addition, VIP members get access to over 50 VIP-only custom indicators, add-ons, and strategies, private VIP-only forums, private Discord channel to discuss trades and strategies in real-time, customer support, trade alerts, and much more. Learn all about VIP membership here.
How can I access the premium indicators?
To access the premium indicators, which are plug and play ready, sign up for VIP membership here.
Back
Top