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Super - first of all, I agree with you 100% on the integrity stuff.
We do lots of software development, and don't use pirated or exclusive
stuff at all. Then, yes - I still have my first spouse, and, alas!
you got me on the hair bit - little bit that is....
Regards
MG Ferreira
TsaTsa EOD Programmer and trading model builder
http://www.ferra4models.com
http://fun.ferra4models.com
--- In equismetastock@xxxxxxxxxxxxxxx, superfragalist <no_reply@xxxx>
wrote:
>
> 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
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