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Hi Preston & Jose,
Those two formulae for the geometric average should really give
exactly the same answer. Unless you work with big numbers and loooong
averages, the rounding should not affect either formula substantially.
So I did a quick test. Here is what I entered as a test into MS
Sum(Cum(1),10)/10;Mov(Cum(1),10,S)
which both calculate a 10 period moving average of Cum(1) = 1, 2, 3, ...
It calculates this in two ways, one using the sum and one using the
Mov function. The first value, for both, should be 5.5 exactly, then
6.5, then 7.5 and so on. However, if I do this, I get two lines that
appear to be slightly different! If I keep the pointer on this line,
to get the two values, I get something like 5.5 correctly for the
first and 5.0, wrong, for the second! Also, the first seems to start
at 5.5 and the second, one period later, at 7.0! It yields the same
incorrect results if you swap it around, say
Mov(Cum(1),10,S);Sum(Cum(1),10)/10
>From what I can gather, doing something like
Mov(Cum(1),10,S);Sum(Cum(1),10)/10;1
or funny things like
1.01;Mov(Cum(1),10,S);Sum(Cum(1),10)/10;1
MS shows the value of the last in the yellow pop-up first, and it
seems to round all subsequent (previous!?) values
This bug could be annoying - it seems MS rounds everything but the
final value in such an expression containing multiple values.
Regards
MG Ferreira
TsaTsa EOD Programmer and trading model builder
http://www.ferra4models.com
http://fun.ferra4models.com
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