DivideByZeroException in Function - Cutler's RSI

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PBJ
Posts: 4
Joined: 03 Jul 2014

DivideByZeroException in Function - Cutler's RSI

Postby PBJ » 03 Jul 2014

Hi,

Please see code at the end!

I'm creating a new version of the RSI, called Cutler's RSI. The difference with Wilder's RSI is that it uses simple moving averages instead of exponential moving averages.

So I created an indicator and a function.
The indicator does not perform any calculation, it simply plots data.
The function stores data and performs all calculations.

The problem is that a System.DivideByZeroException is thrown whenever I change the indicator's status to ON. I code in VS2010 and have tried debugging step by step (attaching MC process to the debugger) but I cannot find any division by zero in the code.

The exception is located at the last line in CalcBar(). However, relativeStrength is never equal to -1 so the denominator is never equal to 0...
Apparently, whenever I change the line
- relativeStrength = avgUp / avgDown
to
- relativeStrength = avgUp + avgDown
...there is no exception any longer. However, MC says that the exception is thrown at the last line of CalcBar(). This is confusing, also because avgDown is never equal to 0...

Community, please help!

Thanks in advance.

Regards,
PBJ

Please see below:

Code: Select all


namespace PowerLanguage.Function
{
public class RSICutler : FunctionSeries<double>
{
private VariableSeries<double> _upReturns;
private VariableSeries<double> _downReturns;

public ISeries<double> Price { get; set; }
public int Length { get; set; }

public RSICutler(CStudyControl ctx)
: base(ctx)
{
}

public RSICutler(CStudyControl ctx, int dataStream)
: base(ctx, dataStream)
{
}

protected override void Create()
{
_downReturns = new VariableSeries<double>((IStudyControl)this);
_upReturns = new VariableSeries<double>((IStudyControl)this);
}

protected override void StartCalc()
{
}

protected override double CalcBar()
{
if (Bars.CurrentBar < Length)
{
return 100;
}

var dayReturn = Price.Value - Price[1];

_upReturns.Value = Math.Max(0, dayReturn);
_downReturns.Value = Math.Min(0, dayReturn);

var relativeStrength = 100.00;
var avgUp = _upReturns.Average(Length);
var avgDown = _downReturns.Average(Length);

if (!PublicFunctions.DoubleEquals(avgDown, 0.0) && !PublicFunctions.DoubleEquals(avgUp, 0.0))
{
relativeStrength = avgUp / avgDown;
}


return 100 - (100 / (1 + relativeStrength));
}
}
}

PBJ
Posts: 4
Joined: 03 Jul 2014

Re: DivideByZeroException in Function - Cutler's RSI

Postby PBJ » 07 Jul 2014

In some rare cases, rs was actually -1 and triggered the exception to be thrown. Issue fixed.
Last edited by PBJ on 07 Jul 2014, edited 1 time in total.

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Henry MultiСharts
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Re: DivideByZeroException in Function - Cutler's RSI

Postby Henry MultiСharts » 07 Jul 2014

Hello PBJ,

The error appears because the relativeStrength variables is -1.
Please add the following to your code to avoid that:

Code: Select all

if (relativeStrength == -1)
relativeStrength = 0;
return 100 - (100 / (1 + relativeStrength));


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