Support Board

Date/Time: Wed, 15 May 2024 15:05:11 +0000

Post From: ZigZag Volume / Length in Ticks missing fabs

[2020-04-29 15:53:36] Link To Thread - Link To Post [Go To First Post]
Yoda - Posts: 106
The Volume / Length in Ticks ("V/L") number (ln 36 in the ZigZag study) is reversing the sign on down moves. This happens when you set Volume to Accumulate (Ln 1) to Ask Bid Volume Difference For example, on UP moves: - If the volume to accumulate is positive, the V/L is also positive. - Likewise, if the volume to accumulate is negative, the V/L is also negative. However, on DOWN moves: - if the volume to accumulate is positive, the V/L is negative (it should be positive). - Likewise, if the volume to accumulate is negative, the V/L is positive (it should be negative). Looking at the code, it appears line 1199 in Studies 7.cpp should be taking the absolute of the ZigZagLineLength. I suggest the code should be: int64_t VolumeDividedByLengthInTicks = int64_t(AccumulatedVolume[ZigZagIndex] / fabs(ZigzagLineLength / sc.TickSize)); Date Time Of Last Edit: 2020-04-30 13:13:05