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Here are two examples demonstrating calculation discrepancies on Multi-Data Chart in real-time
mode and on historical data in TS Pro (I was told that same issues exist in 2000i but I never
tested it in 2000i myself):
1. First Example. Real-Time mode. Tested on TradeStation Pro. The calculation discrepancie
happens with any pair of Symbols.
{************MultiDataTest Indicator************}
Value1=Close of Data1;
Value2=Close of Data2;
Value3=(Value1-Value1[1])-(Value2-Value2[1]);
Value4=AbsValue(Value3);
Plot1(Value4);
{*******************************************}
To apply (you can use any pair of symbols):
Chart1. Data1: CSCO, 1 min, Real-Time
Data2: MSFT, 1 min, Real-Time
Indicator: MultiDataTest
Chart2: Data1: MSFT, 1min, Real-Time
Data2: CSCO, 1min, Real-Time
Indicator: MultiDataTest
Run the test for 10 minutes in Online Mode during trading hours and compare the Values for the
MultiDataTest Indicators on both charts: Chart1 and Chart2 for the last 10 minutes (to compare
use printlog or View->Data or any other way). The values must be the same but they are far away
from the same. Apply the indicator on historical data or reload the indicator using "Verify" -
now the values are the same.
2. Second Example. Historical Test. Tested on TradeStation Pro. The calculation discrepancie
happens with selected Symbols only (to dublicate the problem use the symbols, Last Date etc..
exactly as described below).
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: 05/03/2001
Data2: AMD, 60min, Last Date: 05/03/2001
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.
It would be interesting to hear your opinion.
Regards,
Gary
>Subject: RE: Is it time to find a BETTER toolbox?
>From: "pierre.orphelin" <pierre.orphelin@xxxxxxxxxxxxxx>
>Sorry, but I do not know everything about TS.
>And not this one.
>Does it affects TS2000 or TS Pro only ?
>Could you provide an example that fails (and where it fails) in realtime?
>Wich data compression and all the details.
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