DSS indicator: runtime error "Cannot plot a DataSeries that contains Infinity"

Author: Eugene

Creation Date: 11/16/2019 5:47 AM

Wealth Lab » WealthScript (.NET) » DSS indicator: runtime error "Cannot plot a DataSeries that contains Infinity"

sjendoubi

11/15/2019 9:29 PM

Hi Every One:

I was able to plot DSS.Series(Bars,9,5,m) for m<=10. For m>10 I got the Runtime Error Message in the attached Picture.
Any Idea About this?

Thanks

RunTimeError.JPG

Cone

11/15/2019 10:55 PM

@sjendoubi
if you could provide a symbol, timeframe, and a data range for which this error occurs, we might be able to help out.

sjendoubi

11/16/2019 1:55 AM

Cone,

Try this code for any symbol and for the daily timeframe.

Thanks

CODE:
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Eugene

11/16/2019 5:47 AM

The problem with your code is the choice of 2nd EMA period which appears to be shorter than the 1st EMA. Compare the Wiki example...

CODE:
Please log in to see this code.

...with your code line that produces the error:

CODE:
Please log in to see this code.

I don't know if there's rational sense in this choice of lookback but as soon as the EMA2 period becomes greater than EMA1+2, the error message disappears. Although I can't tell if this behavior is intended to alert you about an incorrect value of the DataSeries or is a code bug, you can work around it by creating a custom DSS and dropping all values that contain Infinity. Check this out:

CODE:
Please log in to see this code.

P.S. Slah, here's regarding topic choice when posting in existing forum threads. The thread you posted this was called "Runtime error with DataSeries which sums up/down days in a period". But neither the indicator used (DSS) nor original poster's error message had in common with your problem.

WL can throw different kinds of runtime error. Usually, topic titles may contain them. If nothing appears on your search for e.g. "Infinity" then starting a new topic (like I just did and moved your post to) presents a better alternative and lets other users find it. But if posted the way you did it then it could not be found using forum's topic title search.

Thanks.

Size:

Color:

The problem with your code is the choice of 2nd EMA period which appears to be shorter than the 1st EMA. Compare the Wiki example...
[code]DataSeries dss = DSS.Series( Bars, 10, 20, 5 );[/code]
...with your code line that produces the error:
[code]DataSeries dss = DSS.Series(Bars, 9, 5, 12);[/code]
I don't know if there's rational sense in this choice of lookback but as soon as the EMA2 period becomes greater than EMA1+2, the error message disappears. Although I can't tell if this behavior is intended to alert you about an incorrect value of the DataSeries or is a code bug, you can work around it by creating a custom [link=http://www2.wealth-lab.com/WL5WIKI/DSS.ashx]DSS[/link] and dropping all values that contain Infinity. Check this out:

[code]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		protected override void Execute()
		{
			// Buy when DSS turns up from an oversold level
			DataSeries dss = DSS.Series(Bars, 9, 5, 12);
			var myDss = Volume*0;
			for (int bar = GetTradingLoopStartBar(12*3); bar < Bars.Count; bar++)
				myDss[bar] = double.IsInfinity(dss[bar]) ? 0 : dss[bar];
			ChartPane DSSPane = CreatePane(50, true, true);
			PlotSeries(DSSPane, myDss, Color.Crimson, LineStyle.Solid, 2);

// DSS is considered "unstable" due to the inner use of EMA
			for (int bar = GetTradingLoopStartBar(12*3); bar < Bars.Count; bar++)
			{
				if (!IsLastPositionActive)
				{
					if ((TurnUp(bar, myDss)) & (myDss[bar - 1] < 24))
						BuyAtMarket(bar + 1, "DSS");
				}
				else
				{
					if (TurnDown(bar, myDss))
						SellAtMarket(bar + 1, LastPosition, "DSS");
				}
			}
		}
	}
}[/code]

P.S. Slah, here's regarding topic choice when posting in existing forum threads. The thread you posted this was called "[link=https://www.wealth-lab.com/Forum/Posts/Runtime-error-with-DataSeries-which-sums-up-down-days-in-a-period-39482]Runtime error with DataSeries which sums up/down days in a period[/link]". But neither the indicator used ([link=http://www2.wealth-lab.com/WL5WIKI/DSS.ashx]DSS[/link]) nor original poster's error message had in common with your problem.

WL can throw different kinds of runtime error. Usually, topic titles may contain them. If nothing appears on your search for e.g. "Infinity" then starting a new topic (like I just did and moved your post to) presents a better alternative and lets other users find it. But if posted the way you did it then it could not be found using forum's topic title search.

Thanks.

sjendoubi

11/16/2019 7:00 PM

Thank You Eugene!!!

It Works. However, where do infinity come from? We are dealing with averages here.

Eugene

11/16/2019 8:33 PM

QUOTE:
It Works. However from infinity comes from?

You're welcome. It comes from accessing some values prematurely inside the DSS code. Clearly it's a bug.

sjendoubi

11/17/2019 6:00 AM

Is any one going to fix this bug?

Eugene

11/17/2019 6:41 AM

It's just discovered on a weekend. No one knows yet. Given the discovery has happened after over a decade of WLP usage and the fact that it affects just one use case when Stoch period is greater than EMA1/EMA2 period, I wouldn't doubt that it's a low priority. I've just added it to our Open Issues list.

For now you have two workarounds:

1. Don't use a Stoch period greater than EMA1/EMA2 period
2. Use code from post #4 above