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I'm converting some TradeStation code to MetaStock. In comparing
results I've found that some functions don't return the same results.
For instance, MetaStock's ATR(45) function seems to return the
correctly smoothed results according to Wilder's book, but
TradeStation's AveTrueRange(45) doesn't. It actually returns the
simple moving average of TrueRange, the MetaStock equivalent of
mov(ATR(1),45,S).
The TradeStation ADX(14) doesn't compare well at all to MetaStock's
version. While MetaStock returns rounded integer values as Wilder
said, TradeStation returns fractional values which can't round to the
MetaStock values.
Does anyone know how to simulate TradeStation's ADX results in
MetaStock? I need to duplicate TradeStation's results in order to
achieve the same results as the TradeStation system.
Gary Randall -- Brunswick, Maine
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