[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


Is it only my MS that rounds in the yellow pop-up box/tooltip
lookalike giving indicators' values?  I also tested it and it
calculates stuff correctly but, when you keep the mouse hovering over
an indicator with more than one value, such as

1.01;1.02;1.03;1.04;Cum(1)

then a yellow box shows these values, but often rounding them.

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


--- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@xxxx> wrote:
> 
> 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





------------------------ 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/