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RSI Error

Posted By kaizen 6 Years Ago
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Posted Thursday February 03 2011
If I use RSI with the close series it works fine but when I use RSI with the Low series I get the below error.

I I use one symbol only it works fine but if I select more than one symbol the error below shows ups.

Both times the code is exactly the same except I use the low series.

Indicator value (50) did not match RSI Queue value (58.3333354029385) at index 0
at RightEdge.Indicators.RelativeStrength.CalcNewValue(Int32 index)
at RightEdge.Common.SeriesCalculatorBaseWithValues.NewBar()
at RightEdge.Common.IndicatorManager.x56e784a497b3cb60(FrequencyNewBarEventArgs xce8d8c7e3c2c2426)
at RightEdge.Common.Internal.SystemRunner.UpdateObjects(FrequencyNewBarEventArgs args)
at RightEdge.Common.Internal.SystemRunner.ProcessBarEvents(IEnumerable`1 eventList)
at RightEdge.Common.FrequencyManager.x189467b274f1add6(NewBarEventArgs xce8d8c7e3c2c2426)
at RightEdge.Common.Internal.SystemRunner.ProcessBar(NewBarEventArgs newBars)
at RightEdge.Shared.SystemWrapper.RunSystem(SystemData systemData, SharedSystemRunData runData, ServiceFactory brokerFactory)
at RightEdge.Shared.SystemWrapper.RunSystem(String filename, ServiceFactory brokerFactory, PluginReference dataStore, SystemParameters systemParameterOverrides)
at RightEdge.Shared.SystemWrapper.RunSystem(String filename, ServiceFactory brokerFactory, PluginReference dataStore, SystemParameters systemParameterOverrides)
at RightEdge.Shared.TradingModuleWrapper.Run(String filename, ServiceAppDomainFactory brokerFactoryFactory, PluginReference dataStore, SystemParameters systemParameterOverrides)
at RightEdge.Shared.TradingModuleWrapper.RunSystem(SharedSystemRunData systemRunData, ServiceAppDomainFactory brokerFactoryFactory, Func`2 dataStoreFactory)
at RightEdge.SystemProgress.InitAndRunSystem()


Posted Monday February 14 2011
Any ideas?


Posted Monday February 14 2011
This looks like a bug that was fixed in build 30. What build are you using?

Thanks,
Daniel
Posted Tuesday February 15 2011
build 32


Posted Friday June 01 2012
Hello to all,

I have the same error with build 44.
Running the system everything works fine in weekly frequency. But changing to daily frequency i am getting the error.

Can anybody help please

Indicator value (39,1728739679932) did not match RSI Queue value (37,0564242300958) at index 21
en RightEdge.Indicators.RelativeStrength.CalcNewValue(Int32 index)
en RightEdge.Common.SeriesCalculatorBaseWithValues.NewBar()
en RightEdge.Common.IndicatorManager.NewBar(FrequencyNewBarEventArgs args)
en RightEdge.Common.Internal.SystemRunner.UpdateObjects(FrequencyNewBarEventArgs args)
en RightEdge.Common.Internal.SystemRunner.ProcessBarEvents(IEnumerable`1 eventList)
en RightEdge.Common.FrequencyManager.SendPendingBars()
en RightEdge.Common.FrequencyManager.UpdateTime(DateTime dateTime)
en RightEdge.Common.Internal.SystemRunner._tickGenerator_NewBar(Object sender, NewBarEventArgs e)
en RightEdge.Common.TickGenerator.ProcessBar(NewBarEventArgs args)
en RightEdge.Common.Internal.SystemRunner.ProcessBar(NewBarEventArgs newBars)
en RightEdge.Shared.SystemWrapper.RunSystem(SystemData systemData, SharedSystemRunData runData, ServiceFactory brokerFactory)
en RightEdge.Shared.SystemWrapper.RunSystem(String filename, ServiceFactory brokerFactory, PluginSettings dataStoreSettings)
en RightEdge.Shared.SystemWrapper.RunSystem(String filename, ServiceFactory brokerFactory, PluginSettings dataStoreSettings)
en RightEdge.Shared.TradingModuleWrapper.Run(String filename)
en RightEdge.Shared.TradingModuleWrapper.RunSystem(SharedSystemRunData systemRunData)
en RightEdge.SystemProgress.InitAndRunSystem()

Edited: Friday June 01 2012 by steffen
Posted Friday June 01 2012
Is the bar data you are using daily or weekly? Can you provide the bar data you are using when you get this error? (If you are using multiple symbols then we just data for one symbol causing the error.) Also let us know what value you are using for the RSI period.

Thanks,
Daniel
Posted Friday June 01 2012
Hello Daniel,
I am using data for Nasdaq Index from yahoo ^NDX. The system works fine using in properties frequency "weekly". After changing in properties to "daily" frequency i am getting this error.
I am using two different RSI on these data (period 14 and period 20).

greets and thanks
Posted Sunday June 03 2012
I created a simple system with a 14 and 20 period RSI and ran it on yahoo daily ^NDX daily and didn't hit this issue. What are you using for the Data Start Date in your trading system properties? Would you be able to zip up your trading system and send it to us to help us reproduce this issue?

Thanks,
Daniel
Posted Sunday June 17 2012
This will be fixed in the next build. It could happen when the RSI was using a series from another symbol (or frequency) as its input.

Thanks,
Daniel


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