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In a message dated 98-10-04 09:02:05 EDT, magnus@xxxxxxxxxxx writes:
> Now that you've shown that Blau's TSI is "flawed" in ELA, why don't you
> show
> us how you can clean it up. Or are you saying that Omega Research's ELA
> can't handle simple shit like this?
Not as sure that ELA is flawed as the initialization problem is something to
be aware of whenever using exponential averages. A 20 bar average needs
about 20 bars to stablize so if the code takes a multiple exponential
averages, the initialization time can get up there. Also the effect goes on
for quite a while so just starting on a different day, even with plenty of
bars could conceivably effect a systems results. This isn't a flaw in easy
language or the code, but just an artifact of the Xma's. Beware, thats all.
Pete
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