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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.
Anyone with Pro (or 2Ki) can easily test their own stuff this way - just
load 4/5 days of 1 min data,(enough so the calc has clearly stabilized)
then load 150 or more days and compare ending values. Simple to do, and it
only takes a few minutes.
rich
At 08:35 PM 7/29/2001 +0200, you wrote:
>
>Let me suggest a different experiment. Calculate a 200-bar EMA over that
>35000 bar chart, not using a constant, but real EOD values instead, for
>instance from the SPX chart, and then repeat the very same calculation with
>the very same data in an arbitrary-precision environment such as Mathematica
>or Maple. I think you will be surprised at the results.
>
>Best wishes,
>
>Michael Suesserott
>
>
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