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I am trying to develop the Chande Momentum Indicator but something mysterious is happening.

If you can take a look in my code you will find at the last step of the calculation the following code:

cmo4 = scmo1[i]+cmo3;

If you comment this line you can see in the log file, in CSV format, that the previous steps are correct, so for some reason this division is generating some problem that I can´t trace.

First i thought it was the number of buffers than I start to use arrays and the problem still continues.

I would appreciate very much any help.

Thank you,

//+------------------------------------------------------------------+
//|                                           Chande Momentum        |
//+------------------------------------------------------------------+
 
//---- indicator settings
#property  indicator_separate_window
#property  indicator_buffers 20
#property  indicator_color1  Red
#property  indicator_width1  2
 
      
extern int CMO_Period = 15;
 
//---- buffers
 
 
double cmo1[];
double scmo1[];
double cmo2[];
double scmo2[];
double cmo[];
 
 
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
  
//---- drawing settings
   
   SetIndexStyle(0,DRAW_LINE);
 
 
  // IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS)+2);
 
 
 
 
 
//cmo dif1    cmo1    scmo1    cmo2    scmo2    cmo3    cmo4
 
//---- 3 indicator buffers mapping
 
 
 
   SetIndexBuffer(0,cmo);
 
//---- name for DataWindow and indicator subwindow label
   IndicatorShortName("CMO("+CMO_Period+")");
   
   
   ArrayResize(cmo1,Bars);
   ArraySetAsSeries(cmo1,true);
 
   ArrayResize(scmo1,Bars);
   ArraySetAsSeries(scmo1,true);
 
   ArrayResize(cmo2,Bars);
   ArraySetAsSeries(cmo2,true);
 
   ArrayResize(scmo2,Bars);
   ArraySetAsSeries(scmo2,true);  
   
//---- initialization done
   return(0);
  }
 
int start()
{
   int i, j, k, limit;
   double dif1, cmo3, cmo4, Tcmo1, Tscmo1, Tcmo2, Tscmo2;
   int    counted_bars=IndicatorCounted();
   if(counted_bars>0) counted_bars--;
   limit=Bars-counted_bars;
  
 //dif1    cmo1    scmo1    cmo2    scmo2    cmo3    cmo4    cmo
 
 
 //=IF(dif1[i]>=0;dif[i];0)
 
 //=IF(dif1[i]>=0;0;-dif1[i])
 
   for(i = limit; i >= 0; i--)
     {
       dif1 = Close[i]-Close[i+1];
       if(dif1>=0) Tcmo1 = dif1;
       else Tcmo1 = 0;
       cmo1[i] = Tcmo1;
       if(dif1>=0) Tcmo2 = 0;
       else Tcmo2 = -dif1;
       cmo2[i] = Tcmo2;
     }
 
 
   for(i = limit; i >= 0; i--)
     {
       Tscmo1 = 0;
       for(j = i + CMO_Period-1; j >= i; j--)Tscmo1 += cmo1[j];
       scmo1[i] = Tscmo1;
     }
 
 
   for(i = limit; i >= 0; i--)
     {
       Tscmo2 = 0;
       for(j = i + CMO_Period-1; j >= i; j--)Tscmo2 += cmo2[j];
       scmo2[i] = Tscmo2;
     }
 
//scmo1 - scmo2
 
int logCMO=FileOpen(Symbol()+"CMO.csv",FILE_CSV|FILE_WRITE, ';');
FileWrite(logCMO, "Time[i]", "Close[i]", "Close[i+1]", "Close[i]-Close[i+1]", "cmo1[i]", "scmo1[i]", "cmo2[i]", "scmo2[i]", "cmo3");       
   for(i = limit; i >= 0; i--)
     {
       cmo3 = scmo1[i]-scmo2[i];
       cmo4 = scmo1[i]+cmo3;
       cmo[i] = cmo3/cmo4; 
       FileWrite(logCMO, Time[i], Close[i], Close[i+1], Close[i]-Close[i+1], cmo1[i], scmo1[i], cmo2[i], scmo2[i], cmo3, cmo4, cmo[i]);       
     }
 
 FileClose(logCMO);
      
      return(0);
  }
//+------------------------------------------------------------------+

cmo4 = scmo1[i]+cmo3;

cmo4 = scmo1[i]+scmo2[i];

Scalony,

I have another mystery for you.

As you can see in this attachment EA, I use a simple formula to obtain the Chande Momentum whit the iCustom function but the value of the CMO is different from another using the same indicator (The one we develop above).

To reproduce the test you must enable the visual mode and attach the indicator iCMO than you can see the same picture above.

Do you have any ideas?

// If d >= 0, then cmo1i = d and cmo2i = 0 
// If d <   0, then cmo2i = -d and cmo1i = 0 
 
   for(i = limit; i >= 0; i--)
     {
       dif1 = Close[i]-Close[i+1];
       if(dif1>=0)
         {
           Tcmo1 = dif1;
           Tcmo2 = 0;
         }
       else
         { 
           Tcmo1 = 0;
           Tcmo2 = -dif1;
         }
       cmo1[i] = Tcmo1;
       cmo2[i] = Tcmo2;
     }

Scalony,

The following code:

   for(i = limit; i >= 0; i--)
     {
       dif1 = Close[i]-Close[i+1];
       if(dif1>=0) Tcmo1 = dif1;
       else Tcmo1 = 0;
       cmo1[i] = Tcmo1;
       if(dif1>=0) Tcmo2 = 0;
       else Tcmo2 = -dif1;
       cmo2[i] = Tcmo2;
     }

Have the same conditions for both arguments:
if(dif1>=0) Tcmo1 = dif1;
if(dif1 >= 0) Tcmo2 = 0;
Even if the second condition was <= it would still be a problem because there are 2 equals, so the correct is: if(dif1<0) Tcmo2 = 0;
But I agree that the second way is clearer…

I think you are correct about the calculation process being different when the indicator is used manually but it may have some way to solve this issue and I don’t have a clue…
I posted another question in the following topic: 'Indicator Calculation Direction'
Perhaps it is the direction of the calculation…
And don´t forget that there is another problem with the zero line before n numbers of bars.
Thanks a lot