Number of bars to calculate study

[hmmerritt]

I thought I understood how this works, but apparently I do not. I am running a study in Playback mode that has two indicator values that are used. One is Stoch(10,3,3), and the other is CCI(34). I obtain the values of these indicators using:

var study2 = new CCIStudy(34, "HLC/3");
var study3 = new stochK(10, 3, 3);

then

study2.getValue(CCIStudy.CCI, 0);
study3.getValue(0);


Both of these return null values for several more bars than I was expecting. The Stoch study returns null until the beginning of the 20th bar, and the CCI study returns null until the beginning of the 100th bar. I thought I was expecting 10 and 34 bars respectively.

The values returned are correct, just the lookback period is strange.

Any suggestions?

[eSignal_JasonK]

Hello hmmerritt,

There will be a certain number of bars required before the first valid return can be calculated. This number of bars depends on the algorithm of the particular study. It is not always going to be a number of bars that directly corresponds to one of the study inputs.

In formula development, it may be required, depending on the specific formula logic that all the indicators used have been primed before processing trade logic or calculating other values based on the indicators. In this case, you should perform a null check on the current value of the indicators as in the example below.

function preMain() {
    //setPriceStudy(true);
    setStudyTitle("example");
    setCursorLabelName("stochK", 0);
    setCursorLabelName("cci", 1);
}

var x1 = null;
var x2 = null;

function main() {
    if (x1 == null) x1 = stochK( 10, 3, 3 ); 
    if (x2 == null) x2 = cci( 34, hlc3() ); 
    
    var n1 = x1.getValue(0);
    var n2 = x2.getValue(0);
    if (n1 == null || n2 == null) return;  // null check
    
    return new Array(n1, n2);
}