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RE: Is it time to find a BETTER toolbox?



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I have tried to reproduce the errors, with no success.

US Market being closed, I used 1 min xfrfus and  1 min xjpyus forex data for
your first test.
Added a message log  line.
Both values are updating exactly the same with TS2000i. ( in fact, ProSuite
2000i SP5, realtime, SP Comstock Xpress feed )

For the second text, I tried with  AOL and CIEN, historical,  5 min chart,
last date = today
The values displayed are sticlly the opposite with TSPro version 6.2, as
expected...

Sorry , but I do not understand why you have these results.

If you do not believe me, I can send you the screen shots...

Sincerely,

Pierre Orphelin
www.sirtrade.com
TradeStation Technologies representative in France




> -----Message d'origine-----
> De : Gary Yakhnes [mailto:gary@xxxxxxxxx]
> Envoye : jeudi 19 juillet 2001 17:47
> A : omega-list@xxxxxxxxxx; pierre.orphelin
> Objet : RE: Is it time to find a BETTER toolbox?
>
>
> 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.
>
>
>