Array out of range
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Your code is incomplete.
double X1[], X2[], beta=0, alfa=0; int W=60; ArraySetAsSeries(X1,true); ArraySetAsSeries(X2,true); ArraySetAsSeries(Zt,true); CopyClose(my_symbol1,_Period,W,1,X1); CopyClose(my_symbol2,_Period,W,1,X2); for(int b=19; b>0; b--) { for ( int a = 38+b; a>b; a-- ) { beta+= X2[a]/40*X1[a] ; Print("beta+ ",beta+); } for ( int a= 38+b; a>b;a--) { Print("38+b= "a); alfa+= (X2[a]-beta*X1[a])/40 ; Print("alfa+ ",alfa+); } Zt[b]= X2[b]-beta*X1[b]-alfa; Print("Zt ",Zt[b]); }
look to see if it shows negative value somewhere.
Also look to use
ArrayResize()
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Array out of range during optimization
double X1[], X2[], beta=0, alfa=0;
int W=60;
ArraySetAsSeries(X1,true);ArraySetAsSeries(X2,true);
ArraySetAsSeries(Zt,true);
CopyClose(my_symbol1,_Period,W,1,X1);
CopyClose(my_symbol2,_Period,W,1,X2);
for(int b=19; b>0; b--)
{
for ( int a = 38+b; a>b; a-- )
{
beta+= X2[a]/40*X1[a] ;
}
for ( int a= 38+b; a>b;a--)
{
alfa+= (X2[a]-beta*X1[a])/40 ;
}
Zt[b]= X2[b]-beta*X1[b]-alfa;
}