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ADX problem?

Posted By Jump1180 8 Years Ago
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Posted Sunday October 11 2009
I am having a problem getting the ADX indicator to update while using a the TWS demo and an interactive brokers datafeed.  I am new to RE so I might be missing some syntax.  Am I neglecting something?  I currently preload (lead) 130 bars so RE has enough data to compute the indicator.  My current code to produce the ADX indicator is:

adx = new ADX(length);

adx.ChartSettings.Color = Color.Black;

with the length defined as

int length=65;

The ADX indicator seems to simply draw a straight line across the page at a certain value (usually some where between 5 and 15) and does not show variability off of that line.  The Indicator does not show any variability bar to bar for any symbol.  All other indicators using similar syntax seem to work appropriately.


Edited: Sunday October 11 2009 by Jump1180
Posted Monday October 12 2009
Preliminary tests indicate it's a problem with the indicator and your particular parameter. Don't ask me why (yet) an input of 65 is different than the default input of 14. But when I use 14 it does work as expected. This is being addressed right now and assuming it is a bug, it will be fixed in the next build, otherwise I'll let you know what's going on.

Jump1180 (10/11/2009)
I am havinga problem getting the ADX indicator to update while using a the TWS demo and an interactive brokers datafeed. I am new to RE so I might be missing some syntax. Am I neglecting something? I currently preload (lead) 130 bars so RE has enough data to compute the indicator. My current code to produce the ADX indicatoris:

adx =
new ADX(length);

adx.ChartSettings.Color = Color.Black;

with the length defined as

int
length=65;

The ADX indicator seems to simply draw a straight line across the page at a certain value (usually some where between 5 and 15) and does not show variability off of that line. The Indicator does not show any variability bar to bar for any symbol. All other indicators using similar syntax seem to work appropriately.
Posted Tuesday October 20 2009
Thank you for the information.  It is a bit of a strange value that most people will probably never use.  Thank you for having the RE team take a look at it though Smile
Posted Wednesday October 21 2009
Just for your info - I also have random problems with ADX - sometimes it works ok - othertimes it shows NaN, can't identify a pattern to it and
I dont use 65 - happens for me on 6
Posted Wednesday October 21 2009
This is fixed in build 14 and it was a rounding thing. The reference we have for the indicator stated that we were to round the result. When we did that, enough precision was lost to force strange values especially with a large period. We removed the rounding and the calculation is in line with other sources we compared against that do not implement the round.

Please try build 14.

blousetrader (10/21/2009)
Just for your info - I also have random problems with ADX - sometimes it works ok - othertimes it shows NaN, can't identify a pattern to it and
I dont use 65 - happens for me on 6


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