Steve: What it means is that the highest and lowest ATR is the same over the lookback period.
Change the second to last line of code to the following:
position_size = MaxEquity - (((var1 - var3)*(MaxEquity - MinEquity))/(.000000001 + var2 - var3));
If you still have problems then use the code and create a separate indicator. Use the indicator with some different securities i.e. DIA or SPY and make sure the code is working correctly. Then try the indicator with the security you are having issues with.
On 2/22/2016 6:01 PM, steve@optimusadvisory.com [amibroker] wrote:
Change the second to last line of code to the following:
position_size = MaxEquity - (((var1 - var3)*(MaxEquity - MinEquity))/(.000000001 + var2 - var3));
If you still have problems then use the code and create a separate indicator. Use the indicator with some different securities i.e. DIA or SPY and make sure the code is working correctly. Then try the indicator with the security you are having issues with.
On 2/22/2016 6:01 PM, steve@optimusadvisory.com [amibroker] wrote:
Alan: Thanks so much for all your trouble.
I inserted that code at the end of my code where the usual position size code is located. I received a Warning 505: Division by zero (for the 2nd to last line of code). Divisor array at [10] is equal to zero.
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Posted by: Alan <alan@thenorthams.us>
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