|
PureBytes Links
Trading Reference Links
|
Hi MG Ferreira:
I found the error of the negative value for the weighting factor also
on Hang Seng Index, As I observe each value under the following
formula
PC = 0.1
DR:=(C/Ref(C,-1)-1)*C;
P3:=DR*((T3>0)-(T3<0));
W3:=If(P3=0,PREV,W3+(P3*(1+PC)));
[29 Oct 1997]
W3 = 1669.51
[30 Oct 1997]
C = 9059.9; REF(C,-1) = 10498.2
DR = -1241.25 [OK]
T3 = -1 [OK]
P3 = 1241.25 [OK]
W3 = 2365.37 [FAIL]
[31 Oct 1997]
C = 10765.3; REF(C,-1) = 9059.9
DR = 2026.42 [OK]
T3 = -0.54499 [OK]
P3 = -2026.42 [OK]
W3 = -1229.06 [FAIL]
----------------------------------------------------------------------
On the other hands, if changing W3 to PREV, then
PC = 0.1
DR:=(C/Ref(C,-1)-1)*C;
P3:=DR*((T3>0)-(T3<0));
W3:=If(P3=0,PREV,PREV+(P3*(1+PC)));
[29 Oct 1997]
W3 = 28072.17
[30 Oct 1997]
C = 9059.9; REF(C,-1) = 10498.2
DR = -1241.25 [OK]
T3 = -1 [OK]
P3 = 1241.25 [OK]
W3 = 29437.54 [OK]
[31 Oct 1997]
C = 10765.3; REF(C,-1) = 9059.9
DR = 2026.42 [OK]
T3 = -0.54499 [OK]
P3 = -2026.42 [OK]
W3 = 27208.48 [OK]
The result looks completely different, and it seems to me, the
weighting factors are getting bigger and bigger. Does it have any
problem on this issue?
Do you have any suggestion?
Thank you
Eric :>
------------------------ Yahoo! Groups Sponsor --------------------~-->
What would our lives be like without music, dance, and theater?
Donate or volunteer in the arts today at Network for Good!
http://us.click.yahoo.com/Tcy2bD/SOnJAA/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/
|