Finding Errors and Portfolio Start Date

January 25th, 2012, 11:45 PM

Hi first post here and am using MultiCharts ver5.5.

When I run a Strategy on a Portfolio of 22 stocks I get the following error message after it has or seems to have finished the backtest:

{Exception}
Floating-point division by zero.

The signal compiles fine and runs OK - how do I find out where the problem is and how do I fix it.

Also how do I set a date range and/or a start date for the backtest on the Portfolio

Thanks

January 27th, 2012, 03:43 AM

Hi,

sunbeam

The signal compiles fine and runs OK - how do I find out where the problem is and how do I fix it.

Actually, the signal does not run OK since you have an execution error "Floating-point division by zero."

I think that the code runs OK on the specific instrument that you have manually tested, but the error comes from the implementation of the code on another instrument of the portfolio that you have not tested manually.
There should be somewhere in your code a division a/b with b = 0.
I suggest that, before each division, you add something like

Code

if b = 0 then MessageLog(GetSymbolName, " ", Date:7:0, " ", Time_s:6:0, "Division by zero at such step of the code")

in order to identify where the problem comes from.

Personally, before each division with a risk of null denominator, I add a test like:

Code

if b <> 0 then c = a/b;

Nicolas

January 27th, 2012, 04:03 AM

sunbeam

Also how do I set a date range and/or a start date for the backtest on the Portfolio

Isn't it proposed in the backtest window?

Nicolas

Jura · January 27th, 2012, 04:06 AM

Nicolas11

Isn't it proposed in the backtest window?

He's still using MultiCharts 5.5, so who knows which options are or aren't available there.

Perhaps updating wouldn't be a bad idea Sunbeam since a lot of bugs got fixed, and possibly also some bugs related to your problem.

January 27th, 2012, 05:20 PM

I agree, you need to be on MC 7. Then you can troubleshoot from there.

I've had floating point div by zero errors before, I generally end up using a Math.Min equivalent (I can't recall the EL code right now), to make sure I am not dividing by zero.

Mike

January 27th, 2012, 10:44 PM

Nicolas11

Actually, the signal does not run OK since you have an execution error "Floating-point division by zero."

I think that the code runs OK on the specific instrument that you have manually tested, but the error comes from the implementation of the code on another instrument of the portfolio that you have not tested manually.
There should be somewhere in your code a division a/b with b = 0.
I suggest that, before each division, you add something like

Code

if b = 0 then MessageLog(GetSymbolName, " ", Date:7:0, " ", Time_s:6:0, "Division by zero at such step of the code")

in order to identify where the problem comes from.

Personally, before each division with a risk of null denominator, I add a test like:

Code

if b <> 0 then c = a/b;

Nicolas

I have tested the code on each instrument and they do work OK and as expected on the individual markets.

I always put in something like the following for the condition whereby I may have a zero divisor:

Value1 = IFF(H-L<>0, (C-L)/(H-L), 1);

It seems to me that it is a calculation in the Portfolio backtest not the individual instrument

Finding Errors and Portfolio Start Date

Discussion in EasyLanguage Programming

Finding Errors and Portfolio Start Date