GETDATA inconsistency with some Indicators

Hi Support Team,

I am having difficulty with WVS and ST when used with GETDATA.

As per the attached charts for XAO and RFG when I select ticker XAO the lower displayed tool for 40MA, RSI14, WVS and ST appear to be correct, but when I change the ticker to ie - RFG, 40MA and RSI14 remain essentially the same (apart from a small chart shift) but WVS and ST change even though I have referenced all of them to the XAO via GETDATA.

Where am I going wrong here?

I wish to use this for analysing charts, Backtesting and Scanning.

//Close > 40MA test 17 8 20

V1 = GETDATA(CODE=XAO:ASX, TIMEFRAME=1 Day);

V2=CLOSE(V1) > MA(V1,BARS=40, CALC=Close);

V2

 

//RSI14 GetData test 17 8 20

V1 = GETDATA(CODE=XAO:ASX, TIMEFRAME=1 Day);

V2=RSI(V1,BARS=14) > 50;

V2

 

//Close > WVS GetData test 17 8 20

V1 = GETDATA(CODE=XAO:ASX, TIMEFRAME=1 Day);

V2=CLOSE(V1) > WVS(V1,LENGTH=5);

V2

 

//Close > SuperTrend test 17 8 20

V1 = GETDATA(CODE=XAO:ASX, TIMEFRAME=1 Day);

V2=CLOSE(V1) > ST(V1);

V2

Thanks for your help,

Brad

Hello again,

I tried to follow the video on posting code but somehow it didn’t work correctly.

Please find attached screenshots.

Cheers,

Brad

Hi,

There area few items in the script that can be adjusted. The first is regarding the Close(v1). You can just use V1 without needing to wrap the Close around it. The second is the GETDATA functions were setup to use time frame overrides. Unless you are mixing time frames this should be left as default.

I made these changes and the scripts seem to work as expected:

You can see the results match between both charts (XAO directly, and the WES Equity using the GETDATA() versions).

Sample workbook attached.

Ex2.owb (30.6 KB)

Hello Matthew,

Thank you for your reply.

The formula in your attachment is a big improvement in performance compared to my script but some tickers still produce anomalies (check at the cross hair but looking along the indicators other anomalies are visible as well) which I assume would cause an incorrect back test and chart analysis results.

My expectation was for example both your upper (XAO) and lower (1ST, MDI, RFG - attached) charts to show exactly the same indicator patterns.

Other tickers on the lower chart (not included in my attachment) ie WES, BPT, EML appear to be correct.

Can something be done to correct the errors.

Thanks again for your help, Brad

 

 

 

Hi Brad,

It’s not a problem with the script or script function. The variations you are seeing are from non trading or zero volume days on the equity chart, so they don’t have a bar for all of the same days the index does.

If you click on the bar on the chart, go to the left side properties panel and expand the Filters section you will see an option called Show Blanks. Enable this for both the index chart and the equity chart so that all weekdays have a bar (even if no volume was traded).

When this is done, the variations in the examples you posted are gone and the scripts line up as expected.

 

Thank you Matthew, on a chart it is working correctly now.

Do I need to enable any features to ensure Back Tests and Scanning are correct?

Thanks, Brad

Hi,

I don’t believe any changes need to be made. I ran a back test on a date range where the XAO chart returned results for the scripts, but was skipped by the 1ST chart (without Show Blanks enabled).

I ran the test (using the GetData version of the scripts) on the XAO, WES and 1ST and the results were identical for all 3, same entry dates for the trades. Which is what you would expect when the entry trigger was based off of criteria sourced from XAO activity rather than the underlying equity.

Hi Matthew,

Thank you for your reply and help so far.

Would you be able to look at and suggest improvements on the following GETDATA script, when flicking from XAO to WES, BPT, EML, 1ST, MDI and RFG, there are differences between XAO and the other tickers on my below chart indicators.

Show Blanks is ticked.

 

GETDATA EMA problem 21 8 20

V1=GETDATA(CODE=XAO:ASX, TIMEFRAME=1 Day); V2=V1 > MA(V1,BARS=10, STYLE=Exponential, CALC=Close);

V2

 

GETDATA RSI test 21 8 20

V1=GETDATA(CODE=XAO:ASX, TIMEFRAME=1 Day); V2=RSI(V1,BARS=14) >= 65;

V2

 

GETDATA ROC test 21 8 20

V1=GETDATA(CODE=XAO:ASX, TIMEFRAME=1 Day); V2=ROC(V1,BARS=30) > 10;

V2

 

I also have an intermittent “Plot Style changes to LINE” and “Actions and Properties box on LHS of screen goes blank” issue when flipping between XAO and a stock ticker with Optuma, is this normal?.

Thanks for your help,

Brad