Got NaA when accessing moving average result. LoadMoreHistory() does not help either

Created at 02 Oct 2020, 06:42
NO

noppanon

Joined 17.05.2017

Got NaA when accessing moving average result. LoadMoreHistory() does not help either
02 Oct 2020, 06:42


Hi there,

   I got NaN values when I have very long MA periods. Please sample code below.

using System;
using System.Linq;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class DualMA : Robot
    {
        [Parameter("Fast MA period", DefaultValue = 500)]
        public int FastPeriods { get; set; }

        [Parameter("Slow MA period", DefaultValue = 1500)]
        public int SlowPeriods { get; set; }

        MovingAverage FastMa, SlowMa;
        DataSeries Closed;

        protected override void OnStart()
        {
            Closed = Bars.ClosePrices;

            FastMa = Indicators.MovingAverage(Closed, FastPeriods, MovingAverageType.Simple);
            SlowMa = Indicators.MovingAverage(Closed, SlowPeriods, MovingAverageType.Simple);
        }

        protected override void OnTick()
        {
            int bars = 0;

            do
            {
                bars = Bars.LoadMoreHistory();
                Print("Loaded {0} bars, Closed {1:F5}   fast {2:F5}   slow {3:F5}",
                    bars, Closed.LastValue, FastMa.Result.LastValue, SlowMa.Result.LastValue);
            } while (double.IsNaN(SlowMa.Result.LastValue));
        }

        protected override void OnStop()
        {

        }
    }
}

 

I can't access values of MA when I used 1hour timeframe. But closed price was fine.

But I I run on 1m timeframe. It worked fine. How can I code to access MA values when I have 1000+ periods?

BTW, The error are shown on back testing.

Thanks in advance

Noppanon


@noppanon
Replies

PanagiotisCharalampous
02 Oct 2020, 09:38

Hi noppanon,

LoadMoreHistory() is not supported in Backtesting at the moment

Best Regards,

Panagiotis 

Join us on Telegram


@PanagiotisCharalampous

noppanon
02 Oct 2020, 11:54

Hi Panagiotis,

   Thank you for response on this problem. 

   So what is your suggestion to get MA value?

 

Noppanon


@noppanon