[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: AW: TradeStation Precision - Summary



PureBytes Links

Trading Reference Links


--- Rich Estrem <restrem@xxxxxxxxxxxxx> wrote:
> run on TS Pro:
> 
> 200-bar EMA as suggested by Mike below, run on 1 min
> $INDU data:
> 
> ending value run on 1360 bars   = 10417.33
> ending value run on 54,206 bars = 10417.33
> 
> (excel result on 1567 bars      = 10417.33)
> 
> I don't doubt that some calc's do lose precision
> over multiple iterations
> in TS, but clearly the EMA is not a good example to
> show this problem.


People this should be obvious --- the ema
automatically eliminates any cumulative errors due to
the what is it.  The SMA, DMI, OBV, ect. is where this
type of thing shows up.

Jack