Re: TS Pro problem CORRECTION!

[Gary <gary@xxxxxxxxx>]

I am sorry I made a mistake with the dates included in the First Example. Of
course the last dates should be the same for Chart1 and Chart2:

05/03/2001:

Chart1. Data1: AMD, 60min, Last Date: 05/03/2001
             Data2: NSM, 60min, Last Date: 05/03/2001
             Indicator: "Spread - Diff" provided with TS Pro (it plots Close
of Data1 minus Close of Data2)

Chart2. Data1: NSM, 60min, Last Date: 05/03/2001
             Data2: AMD, 60min, Last Date: 05/03/2001
             Indicator: "Spread - Diff"

Thanks,
gary

Gary Yakhnes wrote:

> Hello List,
>
> I would like to describe a problem I have with TS Pro. I repeatedly have
> had this problem during trading hours but today, on saturday, I was able
> to recreate the problem without real-time feed update and using simple
> analysis techniques which comes with TS Pro.
> Before posting to the list I reproduced this problem on  three different
> computers with different hardware/software, combination so the issue
> seems to be not hardware/OS related. If I am not doing anything wrong
> and this issue exist I don't believe anyone would risk to use TS Pro for
> real-time system trading. Below is the simple way to reproduce the
> problem with one of the standard indicators provided in TS Pro.
>
> Create a workspace with Two Charts on it:
>
> Chart1. Data1: AMD, 60min, Last Date: 05/03/2001
>              Data2: NSM, 60min, Last Date: 05/03/2001
>              Indicator: "Spread - Diff" provided with TS Pro (it plots
> Close of Data1 minus Close of Data2)
>
> Chart2. Data1: NSM, 60min, Last Date: 05/05/2001
>              Data2: AMD, 60min, Last Date: 05/05/2001
>              Indicator: "Spread - Diff"
>
> Look at "Spread - Diff" indicator value for the last bar. It shows value
> 5.08 on Chart1 and -4.85 on Chart2. These values should have the same
> Absolute Values and opposite signs. The Value -4.85 on Chart2 is
> incorrect:
>
> 27.53 (Close of Data1, NSM) - 32.61 (Close of Data2, AMD) = -5.08.
>
> Another Example:
>
> Chart 1. Data1: MO, 60min, Last Date: 05/05/2001
>              Data2: RJR, 60min, Last Date: 05/05/2001
>              Indicator: "Spread - Diff", Last Bar Value: -8.59
> (Incorrect Value, the correct value is: 53.00 - 61.73 = -8.73
>
> Chart 2. Data1: RJR, 60min, Last Date: 05/05/2001
>              Data2: MO, 60min, Last Date: 05/05/2001
>              Indicator: "Spread - Diff", Last Bar Value: 8.73 (Correct
> Value)
>
> This discrepancy makes my Strategy to generate number of false Buy/Sell
> signals during the trading hours. I noticed that when I refresh the
> Indicator on the chart (by verifying it in Easylang Editor) the
> discrepancy disappears most of the times but it often comes back on the
> next bars. The View-Refresh-Reload menu dos not resolve the problem.
>
> I would really appreciate any advice how to deal with this issue as I
> was not able to get any reasonable explanation from TS Software and
> Easylang Support yet.
>
> Thanks,
> gary