|
PureBytes Links
Trading Reference Links
|
Nico,
I was 50% w/ you in my initial reaction. Tho Ref(U1,-1) would easily
seem to provide previous values, U1 + Ref(U1,-1) won't do the job here.
If Guy uses a complex variable treated (for instance) similar to an EMA
or VMA calculation or some other nonlinear cumulative function, how
would you propose to accommodate dropping the earlier weighted data
effects; using Ref(U1,-1) and then adding U1 for today? It won't work
that way for many custom formulae. You need a "bucket", as he says, to
statically hold the value of an independent variable from some (whatever
pertinent) previous period used in its formulation.
I see Dr. Bob waiting in the wings. He'll likely code around it in a
snap once he trains his sights on the specific target. Then we have
Guy's technically vague momentum derivations that might exclusively
require such a direct bedside intervention/examination. Remember, he's
known as the doc for no other reason than this.
Craig
Nicholas Kormanik wrote:
>
> So what's wrong with using
>
> ref(U1,-1)
>
> and U1 + ref(U1,-1)
>
> What am I missing?
>
> Nicholas
|