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Re: signal errors in TS



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At 6:40 PM -0500 1/12/01, Francesco Topino wrote:

>Does anyone know why TS is showing the correct buy-sell signals on a =
>particular trade when I am using only 20 days of data but fails to do so =
>when I use 3 months of data? the buy entry signal is correct but it =
>exits earlier on the 3 months of data than on the 20 days'. any idea?

It sounds as though you have some calculations that take a long time to initialize, even though they do not require a large number of bars back. A very long exponential moving average would do this, for example. You are assuming the 20 day values are correct - it could be that the 3 month values are correct.

Try adding Print/MessageLog statements to output the key values in the System on various bars. Do not assume that values plotted from an indicator using the same code will plot the values in the system code. Various things such as different MaxBarsBack settings can make indicators plot different values than those in the system.

Bob Fulks