ADX Method Divide by Zero Error (ta 0.3.7)

[bukosabino]

ADX Method Divide by Zero Error (ta 0.3.7)

[bizso09]

it's because this line is leaving a 0 at the end

for i in range(1, len(trs)-1):
    trs[i] = trs[i-1] - (trs[i-1]/float(n)) + tr[n+i]

I haven't looked into it more, but the resulting adx has no nan

[DavidAlmasan]

Is there a fix in plan for this? Or is there a workaround that we can use until a fix is in place?

[codeninja]

Bump for this as I'm running into the same problem using the latest master.

[codeninja]

@bukosabino I have fixed the error with this issue. @DavidAlmasan

solution
Trend.py lines ~140 - 180

    trs = np.zeros(len(close) - (n - 1))
    trs[0] = tr.dropna()[0:n].sum()
    tr = tr.reset_index(drop=True)
    for i in range(0, len(trs)-1):
        trs[i+1] = trs[i] - (trs[i]/float(n)) + tr[n+i]

    up = high - high.shift(1)
    dn = low.shift(1) - low
    pos = abs(((up > dn) & (up > 0)) * up)
    neg = abs(((dn > up) & (dn > 0)) * dn)

    dip_mio = np.zeros(len(close) - (n - 1))
    dip_mio[0] = pos.dropna()[0:n].sum()

    pos = pos.reset_index(drop=True)
    for i in range(0, len(dip_mio)-1):
        dip_mio[i+1] = dip_mio[i] - (dip_mio[i]/float(n)) + pos[n+i]

    din_mio = np.zeros(len(close) - (n - 1))
    din_mio[0] = neg.dropna()[0:n].sum()

    neg = neg.reset_index(drop=True)
    for i in range(0, len(din_mio)-1):
        din_mio[i+1] = din_mio[i] - (din_mio[i]/float(n)) + neg[n+i]

The issue is an off by one error by which the trs variable was not having it's final value in the list set (thus remaining 0) and this resulted in a divide by 0 error when it encountered

    for i in range(len(trs)):
        dip[i] = 100 * (dip_mio[i]/trs[i])

    din = np.zeros(len(trs))
    for i in range(len(trs)):
        din[i] = 100 * (din_mio[i]/trs[i])

I will be submitting a PR for this.

[bukosabino]

Hi @codeninja ,

Thank you for your effort. I accepted your PR, but, when I test the results using your implementation, the tests didn't pass :(

Could you take a look again?

Best,
Dario