Kaufman Efficiency Ratio (error)

August 4th, 2017, 08:02 PM

Hi all,

just trying to code the Kaufman Efficiency Ratio in EasyLanguage as below (user function):

****************************************************

Inputs: length(numericsimple);

KaufmanER = absvalue( close - close[length] ) / absvalue( summation( (close - close[1]), length ) ) ;

****************************************************
Problem is I get a floating point invalid operation error when I apply this code. Can anyone help?

TIA!

David

August 4th, 2017, 09:25 PM

1) what are you passing in for length?
2) is/could the denominator be calculating as 0? (causing a divide by zero error; need to prevent that from happening if so)
3) have you taken a look at the Kaufman Efficiency Ratio indicator code in the D/L section?

Just a thought...

August 5th, 2017, 12:22 AM

Hi Fu510n....thanks for your response.

1. My coding ability is fairly rudimentary and as such I don't understand what "passing in for length" means. :/
2. Looks like it is a divide by zero error because I added the alternative:

Inputs: length(numericsimple);

If absvalue( summation( (close - close[1]), length ) ) <> 0
then KaufmanER = absvalue( close - close[length] ) / absvalue( summation( (close - close[1]), length ) )
else KaufmanER = 0

The floating point error disappears but the KER just plots as a straight line at 1. I didn't really know what to put for the alternative value....gah

3. I am not able to download that code as it for Elite members only, which I am not.

Fu510n

1) what are you passing in for length?
2) is/could the denominator be calculating as 0? (causing a divide by zero error; need to prevent that from happening if so)
3) have you taken a look at the Kaufman Efficiency Ratio indicator code in the D/L section?

Just a thought...

August 6th, 2017, 10:51 AM

absvalue(summation()) <> summation(absvalue())

This should work

Inputs: length(numericsimple);

If summation( absvalue( (close - close[1]), length ) ) <> 0
then KaufmanER = absvalue( close - close[length] ) / summation( absvalue( (close - close[1]), length ) )
else KaufmanER = 0

ABCTG · August 7th, 2017, 02:19 AM

davidcolin,

the solution @SMCJB provided should fix the error. In general you might want to add a similar check to every division you do within any EasyLanguage code, to ensure the divisor is not 0 (it's enough to trigger this error in case it's 0 once on the very first call).

Regards,

ABCTG

davidcolin

Hi all,

just trying to code the Kaufman Efficiency Ratio in EasyLanguage as below (user function):

****************************************************

Inputs: length(numericsimple);

KaufmanER = absvalue( close - close[length] ) / absvalue( summation( (close - close[1]), length ) ) ;

****************************************************
Problem is I get a floating point invalid operation error when I apply this code. Can anyone help?

TIA!

David

August 7th, 2017, 11:09 AM

Thanks very much you guys. Your kindness and expertise is appreciated. I will try this out later today.

August 8th, 2017, 12:30 AM

Thank you again. Your revision worked.

ABCTG · August 8th, 2017, 02:47 AM

@davidcolin,

you are welcome, I am glad to hear that it works for you.

Regards,

ABCTG

January 20th, 2022, 09:37 AM

it should be as follows:

Total_abs_change = Summation(Absvalue(Close - Close[1]), Kaufman_ER_Length) * 100;
Value1 = Close - Close[Kaufman_ER_Length];
Kaufman_ER = Value1 / Total_abs_change * 100;

Kaufman Efficiency Ratio (error)

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Kaufman Efficiency Ratio (error)