|
PureBytes Links
Trading Reference Links
|
Dans un courrier daté du 05/10/98 11:12:53 , vous avez écrit :
<<
Why not initialize both Xaverages, at the same time, to the same value?
- Mark Jurik
>>
This is close of what is currently done with the standard EL code when using
imbricated Xaverages, with the difference that the first one is initialised to
price, the second one to Xaverage(price,len), (but in fact price because we
are at bar1).
What you propose is better than the above solution, but has the same drawback
for the second average that needs time to initialize.
The problem is not so simple to solve, and anyway it deals with gaining some
bars during the initialisation phase at the cost of an increase of the very
first initialisation step.
I only use the different initialisation for both averages when I feel that its
critical (for example when using values that have a broad variation range).
This is not the case with price averages that can quickly stabilize with your
solution, and even the TS standard EL code.
Sincerely,
Pieree Orphelin
|