[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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



PureBytes Links

Trading Reference Links


MG at my 30th high school reunion I had two things that almost no one
in my graduating class had. I had my hair and my first spouse. So if
my hair stands on end sometimes, that's fine because that means it's
still there.



--- In equismetastock@xxxxxxxxxxxxxxx, "MG Ferreira" <quant@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 
> 
> 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





------------------------ Yahoo! Groups Sponsor --------------------~--> 
In low income neighborhoods, 84% do not own computers.
At Network for Good, help bridge the Digital Divide!
http://us.click.yahoo.com/EpW3eD/3MnJAA/cosFAA/BefplB/TM
--------------------------------------------------------------------~-> 

 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/equismetastock/

<*> To unsubscribe from this group, send an email to:
    equismetastock-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/