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To paraphrise yourself "repeat after me, not following specifications
claimed to be followed is not a limitation".
The DMI problem, which consists of DMI adding to the sum when it should not,
means that the sum gets additional values instead of adding a zero value,
which in turn means that the crossing of the plusDMI and minusdmi occur up
to 5 bars later than they should, on the data I have tested. There might be
worse cases, I only tested a number of data until I understood what
happened. Since then I have corrected the DMI function in my own
Tradestation in those place where I have remembered to do so.
The code is in your own Tradestation, the effect occurs on data with normal
number of decimals. Could you explain how getting your exits up to five bars
later than they should does not affect your trading?
> -----Original Message-----
> From: Patrick Gamble [mailto:pgamble@xxxxxxxxx]
> Sent: den 31 juli 2001 09:41
> To: Bengtsson, Mats; pierre.orphelin@xxxxxxxxxxxxxx
> Cc: omega-list@xxxxxxxxxx; Bob Fulks
> Subject: Re: AW: TradeStation Precision - Summary
>
>
> All this started with an attack on the precision in
> Tradestation that certainly suggested to me that there were
> anomalies big enough to threaten
> profitable trading. That is obviously of interest,
> and concern, to every user.
>
> I have seen no evidence at all of such problems.
> What I have seen is more of this infantile obsession
> with finding faults, 'bugs', that makes this list so irritating.
>
> There has been a ridiculous comparison of the
> programme with a pure, and very expensive,
> maths application, that in any case requires several
> years work with Tradestation before enough is known
> to move on.
>
> What there has not been is a single case where there
> is an effect on the profitability of trading. The level of
> precision demanded is hardly necessary, given the nature of
> the data Tradestation works with.
>
> So for heavens sake, grow up and repeat after me.
>
> 'A limitation is not a bug,.
>
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