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gorachand  
#1 Posted : Wednesday, April 24, 2024 4:28:56 PM(UTC)
gorachand

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Joined: 2/19/2012(UTC)
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I have created two exploration formula versions for RSI Bullish Divergence

Version 1

Z1:=Trough(1,L,5)<Trough(2,L,5) AND 

Trough(1,RSI(14),20)>Trough(2,RSI(14),20);

Z2:= Z1 AND Ref(Z1,-1)=0; Z2;

Version 2

Z1:=Trough(1,L,5)<Trough(2,L,5) AND 

Trough(1,RSI(14),20)>Trough(2,RSI(14),20);

Z1;

So far as EOD explorations are concerned Version 2 returned results--but they were far delayed from the start signal

When an EOD exploration was run with Version 1--that is the start of the divergence--it did not result in any hits even when run against 3500 stocks of the Indian NSE--which is unusual to say the least

Coming to intraday explorations Version 2 returned results far delayed from the start signal of the divergence

When intraday explorations were run with Version 1--I get error messages--results of exploration not defined on calculation date

Is there any way to run the Version 1 exploration on both EOD and intraday stocks so that the securities that are returned just show the beginning of the Bullish Divergence---without the errors?

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