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I have an indicator that I have copied from TS4 to TS100. It is run on the
exact same data that is also copied from TS4, and it would seem that the
two should produce identical results. However, on some parts of an S&P
chart there is a difference of more than 7 between the study values
produced on TS4 & TS100!! In my mind, this is not a small error, even
though it is only about 0.5%, which some folks would say is small.
The study is a digital filter, and can be subject to the precision
problems that have been discussed previously. This particular filter has
adaptive parameters, which might accentuate the problem.
Anyone know if the math routines are different in TS4 & TS100? Any
thoughts on other causes of such a significant error?
Any ideas as to which might be the more accurate version?
Sure makes system testing suspect...
Larry
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