YieldCurve.efs Formula Error

[TURLIES]

Hi,

The 3 and 6 Month Yield symbols not longer work (see lines of code: 37 and 38), so I changed the 3 Month Yield to the symbol $IRX, and left the 6 month symbol blank.

Now, the study produces a formula error when it is loaded. Any ideas?

Thanks,
Paul

[ACM]

Re: YieldCurve.efs Formula Error

Paul
The reason why the 3 and 6 month stopped working is probably because those symbols have changed since the formula was originally developed. Change them to the new symbols and they should work again.
Alex

Originally posted by TURLIES
Hi,

The 3 and 6 Month Yield symbols not longer work (see lines of code: 37 and 38), so I changed the 3 Month Yield to the symbol $IRX, and left the 6 month symbol blank.

Now, the study produces a formula error when it is loaded. Any ideas?

Thanks,
Paul

[TURLIES]

Hi Alex,

I did a New Symbol Search within eSigbal, and also looked at the eSignal Symbols for the CBOT and CME Futures exchanges, and was unable to find the replacement symbol for "BIL". So I used $IRX instead.

I would of thought it would work ok with $IRX, but line 115 was highlighted as having a problem.

Paul

[ACM]

Paul
You can find the symbols in this article of the eSignal KnowledgeBase
Alex

Originally posted by TURLIES
Hi Alex,

I did a New Symbol Search within eSigbal, and also looked at the eSignal Symbols for the CBOT and CME Futures exchanges, and was unable to find the replacement symbol for "BIL". So I used $IRX instead.

I would of thought it would work ok with $IRX, but line 115 was highlighted as having a problem.

Paul

[TURLIES]

I've tested TB #F for the US 90 Day T-Bill, and the formula is still not working.

Paul

[waynecd]

Hi,

Note that the following code:

aSym[0] = "\""+"$IRX"+"\"";       // 3 mo
aSym[1] = "";           // 6 mo
aSym[2] = "";           // 2 yr  bond price = TRE Y2-GB
aSym[3] = "\""+"$FVX"+"\"";       // 5 yr  bond price = TRE Y5-GB
aSym[4] = "\""+"$TNX"+"\"";       // 10yr  bond price = TRE Z0-GB
aSym[5] = "\""+"$TYX"+"\"";       // 30yr  bond price = TRE Z3-GB 

is blank for aSym[1] and aSym[2] yet line 114:

            if (i != 2) { 

only excludes aSym[2] so the efs tries to evaluate aSym[1] which is blank.

Try replacing it with:

            if (aSym[i] != "") { 

Then replace lines 154 & 155:

    var n = close(0, sym(aSym[i]));
    return (20 + (n*nY)); 

with:

    if(aSym[i] != ""){
        var n = close(0, sym(aSym[i]));
        return (20 + (n*nY));
    } 

Wayne

[TURLIES]

Hi Wayne,

That works great. Thanks.

Paul

[waynecd]

Glad it worked.

Wayne