Support Board
Date/Time: Sat, 18 Jan 2025 10:48:26 +0000
Post From: RSI Problem?
| [2018-01-27 22:36:16] |
| Usermb - Posts: 126 |
|
Yes, those lovely devision by zero. According to https://en.wikipedia.org/wiki/Relative_strength_index If the average of D values is zero, then according to the equation, the RS value will approach infinity, so that the resulting RSI, as computed below, will approach 100. For all practical reasons this "approach 100" should be represented by a value of 100 instead of taking the prior value. 99.99999 could do it as well for all I care ;-) Just to give you a bit of background why I think it's wrong as it is right now: I have had a missed signal in Sierra that my backtesting platform triggered post factum. The culprint was a condition of RSI > 90 in the alert, that Sierra did not reach because the pesky prior value used with a zero SmoothedDownSumsTemp was 88.7 |