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Well, I did not expect you to stand up and say "hey, 40% difference in the
each bar in the DMI sure is a bug", neither "yepp, such big differences sure
affects my trading when the signal comes 5 or more bars later than
expected".
Please go ahead and test it, I might have made an error in this example. I
made it to get out of all the discussions of errors in 7th digit and back to
the real world where the differences occurs even in the first digit and is
in the scale of tenths of percent.
But remember, the bug was found when I had two totally separate functions,
one in easy language and one in c++. The bug was then verified when I made a
corrected version in easy language and compared it to the original in easy
language. At that time I did not compare DMI values, I compared dates for
entries and exits and it was the difference in dates that led me to finding
the bug. So what you say would be safe is what I have done before, this is
just an example to show clearly that we are talking about big trade
affecting errors.
Actually, I believe that if there was a logical error in my code you would
have found it already. I am also quite certain that easy language does not
contain errors of the kind that makes calculations on wrong numbers as long
as you do not use numericrefs.
> -----Original Message-----
> From: pierre.orphelin [mailto:pierre.orphelin@xxxxxxxxxxxxxx]
> Sent: den 1 augusti 2001 01:37
> To: omega-list@xxxxxxxxxx
> Subject: RE: AW: TradeStation Precision - Summary with example
>
>
> I do not have time to verify, but what you do is somewhat
> dangerous: You use the same variables for both calculations
> is the same code ( dmi and betterdmi share plusdm and
> plusdm14 and other variables in the same indicator code for
> both versions.
>
> If I would do a comparison test, I prefer to write them as
> user functions, and call the functions from the main code, in
> order to be sure that nothing may interact
>
>
> Sincerely,
>
> Pierre Orphelin
> www.sirtrade.com
> TradeStation Technologies representative in France
>
>
>
> > -----Message d'origine-----
> > De : Bengtsson, Mats [mailto:mats.bengtsson@xxxxxxxx]
> > Envoyé : mardi 31 juillet 2001 23:36
> > À : omega-list@xxxxxxxxxx
> > Objet : FW: AW: TradeStation Precision - Summary with example
> >
> >
> > 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(d
> > ate,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(d
> > ate,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);
> >
> >
> >
> > This message contains information that may be privileged or
> > confidential and is the property of the Cap Gemini Ernst & Young
> > Group. It is intended only for the person to whom it is
> addressed. If
> > you are not the intended recipient, you are not authorized to read,
> > print, retain, copy, disseminate, distribute, or use this
> message or
> > any part thereof. If you receive this message in error,
> please notify
> > the sender immediately and delete all copies of this message.
> >
>
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