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Jose,
On
x1:=Exp(Sum(Log(y),n)/n);
x2:=Exp(Mov(Log(y),n,S));
The errors don't occur on every bar but and example is 14.82658
versus 14.82657 . So rounded to the thousandths there ain't no error.
On
x:=Sum(Cum(1),10)/10;
y:=Mov(Cum(1),10,S);
There are no errors.
Preston
--- 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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