#90 Bollinger Bands: A bug or am I missing something?

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open
Mario Fortier
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5
2014-01-14
2014-01-07
StUdIoGuY
No

Hey!

I made this chart, and I noticed, that the bands don't have a difference, although the prices are fluctuating. Why is this? I don't have an idea, and I don't know where to ask my question either, so I came here. :)

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Discussion

  • Mario Fortier
    Mario Fortier
    2014-01-14

    I don't see the Y-Axis, but I suspect that it is very small numbers. If it is the case, then this is "normal".

    There is a limit beyond which some calculation results get so small that it would result into a divide-by-zero. When this limit is reach, the volatility/output is clamp to zero, instead of throwing a "divide by zero" exception.

    There is a workaround by increasing the Y-Axis input before the call and reduce the output equivalently after (say multiply the inputs by 1000 before the call and divide the outputs by 1000 after).

    Again, I am not 100% sure, but you can find out if you hit the zero detection code by tracing with your values.

     
    Last edit: Mario Fortier 2014-01-14
  • Mario Fortier
    Mario Fortier
    2014-01-14

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