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Resent the below mail, after deleting all lines that contained error that
were so small they were not visible in second decimal of the percent column,
and then splitting the listing to one mail and the functions to another,
since it seems to have been to big to go through. This is the mail with the
code
This will be a lengthy mail, but not too many words, just my opinion "a bug
is a bug", followed by the run of the Omega DMIPlus function for one of my
sybols compared with a dmi that should be a little more correct (only data
shown is lines with precision errors). The symbol data has only three
decimals as is standard in Omega. The output below is the second symbol
printing with errors (the first was ericsson). The selected dmipluslength 5
is arbitrary, I guess by changing lengths the errors can becomes smaller or
greater, I have not tried to optimise in either direction.
First in the list comes symbolname, date, omegadmi, betterdmi, difference
and difference in percent. Last comes the functions I used to produce the
list, which is the dmi fuinction provided by omega, corrected according to
Bob with extensions done by me, followed by those extended functions. Anyone
who wants to can run the functions on his data (I used workspace assistant,
and I get differences on for example ericsson, which should affect some of
you). I have spent too much time trying to explain this but not getting
through to neither Pierre nor Patrick, that I actually did not bother to see
if I did any great coding errors, but I hope not.
Sorry for this long mail, but I thought that maybe this will show a little
easier that differences exists, are a lot more than 7th digit in precision
difference, and will affect your trading a lot if you are using for example
plusdmi, difference plusdmi/minusdmi, plusdmi rising/not rising, ... There
are other examples in other indicators, I am just focusing on this one since
it is easier to discuss if it does not becomes to theoretical.
Plusdmi function:
{*******************************************************************
Description: Directional Movement Index Plus
Provided By: Omega Research, Inc. (c) Copyright 1999
********************************************************************}
Inputs: Length(NumericSimple) ;
Variables: Counter(0), TRange(0), MyRange(Length), PlusDM14(0), PlusDM(0),
MinusDM(0);
Var: OldDM14(0),OldPlusDm(0);
If CurrentBar = 1 Then Begin
MyRange = Length;
MIBTest2 = 0;
PlusDM14 = 0;
OldDM14=0;
TRange = 0;
For Counter = 0 To MyRange - 1 Begin
If High[Counter] - High[Counter+1] < 0 Then
PlusDM = 0
Else
PlusDM = High[Counter] - High[Counter+1];
If Low[Counter+1] - Low[Counter] < 0 Then
MinusDM = 0
Else
MinusDM = Low[Counter+1] - Low[Counter];
OldPlusDM=PlusDM;
If MIBGreaterEqual(MinusDM,PlusDM) Then
PlusDM = 0 ;
if (MinusDm>=OldPlusDM) then
OldPlusDM=0;
{MinusDM not set to 0 because it is not used}
TRange = TRange + TrueRange[Counter];
PlusDM14 = PlusDM14 + PlusDM;
OldDM14=OldDM14+OldPlusDM;
End;
If TRange <> 0 Then BEGIN
MIBTest2 = (100 * PlusDM14 / TRange)-(100 * OldDM14 /
TRange);
if ((100 * PlusDM14 / TRange)-(100 * OldDM14 / TRange)<>0)
then
FileAppend("d:\temp\dmiError.csv",GetSymbolname+",Date"+numtostr(date,0)+",O
megaDMI,"+numtostr((100 * PlusDM14 / TRange),3)+",BetterDMI,"+numtostr((100
* OldDM14 / TRange),3)+",diff,"+numtostr((100 * PlusDM14 / TRange)-(100 *
OldDM14 / TRange),3)+",diffpercent,"+numtostr(((100 * PlusDM14 /
TRange)-(100 * OldDM14 / TRange))/(100 * OldDM14 / TRange)*100,2)+newline);
End
Else
MIBTest2 = 0 ;
End
Else
If CurrentBar > 1 Then Begin
If High[0] - High[1] < 0 Then
PlusDM = 0
Else
PlusDM = High[0] - High[1];
If Low [1] - Low [0] < 0 Then
MinusDM = 0
Else
MinusDM = Low[1] - Low[0];
OldPlusDM=PlusDM;
If MIBGreaterEqual(MinusDM,PlusDM) Then
PlusDM = 0;
if (MinusDm>=OldPlusDM) then
OldPlusDM=0;
{MinusDM not set to 0 because it is not used}
If MyRange > 0 Then Begin
TRange = TRange[1] - (TRange[1] / MyRange) +
TrueRange;
PlusDM14 = PlusDM14[1] - (PlusDM14[1] / MyRange) +
PlusDM;
OldDM14=OldDM14[1] -(OldDM14[1]/MyRange)+OldPlusDM;
End;
If TRange <> 0 Then Begin
MIBTest2 = (100 * PlusDM14 / TRange)-(100 * OldDM14
/ TRange);
if ((100 * PlusDM14 / TRange)-(100 * OldDM14 /
TRange)<>0) then
FileAppend("d:\temp\dmiError.csv",GetSymbolname+",Date"+numtostr(date,0)+",O
megaDMI,"+numtostr((100 * PlusDM14 / TRange),3)+",BetterDMI,"+numtostr((100
* OldDM14 / TRange),3)+",diff,"+numtostr((100 * PlusDM14 / TRange)-(100 *
OldDM14 / TRange),3)+",diffpercent,"+numtostr(((100 * PlusDM14 /
TRange)-(100 * OldDM14 / TRange))/(100 * OldDM14 / TRange)*100,2)+newline);
End
Else
MIBTest2 = 0 ;
End ;
Mibgreaterequal function:
Inputs: LeftValue(Numericsimple),RightValue(NumericSimple);
MIBGreaterEqual=LeftValue>=(RightValue-MIBFloatCompareValue(LeftValue));
Mibfloatcomparevalue function:
Inputs: Value(Numericsimple);
Var: AbsCurrentValue(0);
AbsCurrentValue=absValue(Value);
if (AbsCurrentValue<1) Then Begin
MIBFloatCompareValue=0.0000005;
End
else if (AbsCurrentValue<10) Then Begin
MIBFloatCompareValue=0.000005;
End
else if (AbsCurrentValue<100) Then Begin
MIBFloatCompareValue=0.00005;
End
else if (AbsCurrentValue<1000) Then Begin
MIBFloatCompareValue=0.0005;
End
else if (AbsCurrentValue<10000) Then Begin
MIBFloatCompareValue=0.005;
End
else Begin
MIBFloatCompareValue=0.05;
End
Indicator to output all of it:
Plot mibtest2(5);
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