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. :)
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.
Mario Fortier
2014-01-14