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[EquisMetaStock Group] Re: Geometric averages and funny MSFL bug



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> Professor MG, my guess is that either you're using one of those funny 
> copies of MetaStock, or your PC is choking on all those models you 

You'll make superfragalist's hair stand on end with statements like
this........  I contemplated selling my MS manual, but the photocopies
are fading so quickly I thought it would not be worth the discount I'd
have to give....

Regards
MG Ferreira
TsaTsa EOD Programmer and trading model builder
http://www.ferra4models.com
http://fun.ferra4models.com





<<super, please scroll down>>






<<continue scrolling>>






<<almost there>>






PS: Please, I do have an ORIGINAL CD and book, don't be too alarmed by
this message.....





--- In equismetastock@xxxxxxxxxxxxxxx, "Jose Silva" <josesilva22@xxxx>
wrote:
> 
> Professor MG, my guess is that either you're using one of those funny 
> copies of MetaStock, or your PC is choking on all those models you are 
> running, because I just can't replicate those errors in my pristine 
> laboratory environment using the latest geometric protractor 
> equipment.
> 
> This MS exploration yields zero errors on 1600 stocks with avg 10 
> years' data:
> 
> ---8<---------------
> x:=Sum(Cum(1),10)/10;
> y:=Mov(Cum(1),10,S);
> { accumulate any x/y event differences }
> Cum(x<>y)
> ---8<---------------
> 
> 
> jose '-)
> http://www.metastocktools.com
> 
> 
> 
> --- In equismetastock@xxxxxxxxxxxxxxx, "MG Ferreira" <quant@xxxx> 
> wrote:
> > 
> > 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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