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Pacabee  
#1 Posted : Sunday, December 22, 2013 10:14:17 PM(UTC)
Pacabee

Rank: Newbie

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Joined: 12/23/2013(UTC)
Posts: 1

I get this error in the results report when I try this formula
Filter:
(C >=((85/100)*HHV(H,260)))
AND ((ROC(C,20,%)- ROC(Security("C: rading Data\Stocks\US\Indices\NASDAQ\$COMP",C),20,%))>0)
AND ((ROC(C,130,%)- ROC(Security("C: rading Data\Stocks\US\Indices\NASDAQ\$COMP",C),130,%))>0)
AND ((ROC(C,260,%)- ROC(Security"C: rading Data\Stocks\US\Indices\NASDAQ\$COMP",C),260,%))>0)
AND (Mov((V*C),20,S)>2000000)

Column:

{ColA} CLOSE
{ColB} Volume
{ColC} HHV(H,260)
{ColD} 100-((100/HHV(H,260))*C)
{ColE} ROC(C,20,%)
{ColF} ROC(C,130,%)
{ColG} ROC(C,260,%)
{ColH} C/Mov(C,130,E)
{ColI} ADX(14)
{ColJ} RSI(C,14)
{ColK} MACD()
{ColL} Stoch(5,3)

in the explorer function for tested stocks. What do I do wrong?

I have two problems i.e.
Error in column C: Invalid time period (zero or negative) passed to HHV() function.
and
Error in filter: Period value out of valid range in ROC() function.

Please help me solve the issues:

Security Name Reason for Rejection Location
American Airlines Group Common Error in column C: Invalid time period (zero or negative) passed to HHV() function. C: rading Data\Stocks\US\NASDAQ

Atlantic America Cp Common Error in filter: Period value out of valid range in ROC() function. C: rading Data\Stocks\US\NASDAQ

Applied Optoelectronics Common Error in column C: Invalid time period (zero or negative) passed to HHV() function. C: rading Data\Stocks\US\NASDAQ

Aaon Inc Common Error in filter: Period value out of valid range in ROC() function. C: rading Data\Stocks\US\NASDAQ

Apple Inc Common Error in filter: Period value out of valid range in ROC() function. C: rading Data\Stocks\US\NASDAQ

Atlas Air Worldwide Holdings Common Error in filter: Period value out of valid range in ROC() function. C: rading Data\Stocks\US\NASDAQ


p.s. I have the Explorer set to use 3,000 records.


mstt  
#2 Posted : Monday, December 23, 2013 2:51:35 AM(UTC)
mstt

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Hi Pacabee

The problem I see with the Filter is a missing bracket in the third Security() function. With column code the problem is that one or more securities have less than 130 (or 260) bars of data loaded. This is what most of the error reports are telling you. Either lower the Period parameter values for affected columns or tolerate the fact that, for example, the HHV() function cannot return a result for 250 periods when less than that amount of data is available. It doesn't make any difference that you attempt to load 3000 bars - the problem is that some securities apparently have less than 130 (and certainly less than 260) bars to load.

Roy
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