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I use a named variable to identify HighD(1), and then use a start date to start
the system trading, that is at least 10 days after the start of my data.
____________________Reply Separator____________________
Subject: RE: Problem w/HighD Func
Author: Brian
Date: 11/21/00 4:47 PM
That moves the problem to the next earlier day. This instance of HighD
still seems to have a problem no matter how many days you load.
> -----Original Message-----
> From: Chad [mailto:canutek@xxxxxxxx]
> Sent: Tuesday, November 21, 2000 1:29 PM
> To: orcas@xxxxxxxx; List, Omega
> Subject: Re: Problem w/HighD Func
>
>
> Why not just load an extra day of intra day data in the
> beginning,andexclude
> it from the function test?
>
>
> Chad
> ----- Original Message -----
> From: "Brian" <blink64@xxxxxxxx>
> To: "List, Omega" <omega-list@xxxxxxxxxx>
> Sent: Tuesday, November 21, 2000 12:24 PM
> Subject: Problem w/HighD Func
>
>
> > TS2K has an EL function called HighD. It returns the high of
> the previous
> > day on an intraday chart. I have found what could be a bug with this
> > function and was wondering if someone else has had the same problem.
> >
> > The problem seems to hapen on the first day the signal begins
> to generate
> > orders. If you reference HighD(1) on the first day the signal starts to
> > generate orders then the function returns -1 instead of the High of the
> > previous day.
> >
> > Here's an example of the output for HighD run on JDSU 5' chart for
> 07062000.
> > The first is the TS2K date, the second # is OpenD(0) and the third # is
> > HighD(1). HighD(1) should be returning 126.75 which was the high (a bad
> > tick) for JDSU on 07052000. Can anyone confirm they've had this problem
> too
> > and is there a fix aside from rewriting the HighD func?
> >
> >
> > 1000706.00 120.13 -1.00
> > 1000706.00 120.13 -1.00
> > 1000706.00 120.13 -1.00
> > 1000706.00 120.13 -1.00
> > 1000706.00 120.13 -1.00
> > 1000706.00 120.13 -1.00
> > 1000706.00 120.13 -1.00
> > 1000706.00 120.13 -1.00
> > 1000706.00 120.13 -1.00
> > 1000706.00 120.13 -1.00
> > 1000706.00 120.13 -1.00
> > 1000706.00 120.13 -1.00
> > 1000706.00 120.13 -1.00
> > 1000706.00 120.13 -1.00
> > 1000706.00 120.13 -1.00
> > 1000706.00 120.13 -1.00
> > 1000706.00 120.13 -1.00
> > 1000706.00 120.13 -1.00
> > 1000706.00 120.13 -1.00
> > 1000706.00 120.13 -1.00
> > 1000706.00 120.13 -1.00
> > 1000706.00 120.13 -1.00
> > 1000706.00 120.13 -1.00
> > 1000706.00 120.13 -1.00
> > 1000706.00 120.13 -1.00
> > 1000706.00 120.13 -1.00
> > 1000706.00 120.13 -1.00
> > 1000706.00 120.13 -1.00
> > 1000706.00 120.13 -1.00
> > 1000706.00 120.13 -1.00
> > 1000706.00 120.13 -1.00
> > 1000706.00 120.13 -1.00
> > 1000706.00 120.13 -1.00
> >
>
>
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