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One other thing to check is that the code used to calculate the value for
the initial value used for an indicator is different than that of that used
on an ongoing basis. Check RSI for instance. Compare calculated values for
RSI for the first few bars of the chart. It can be off by as much as 8 from
that determined if the chart had been open for at least 20 bars at that
point.
Vary the chart length to compare the values calculated for the same point.
Jim Bronke
Phoenix, AZ
----- Original Message -----
From: "William Brower" <1000mileman@xxxxxxxxxxxxxx>
To: <Zmktwzrd@xxxxxxx>; <omega-list@xxxxxxxxxx>
Sent: Wednesday, August 15, 2001 12:38 PM
Subject: Re: Another TS Bug?
: This is probably not a bug. If you use print statements in your code you
: will find the cause. For instance, variables do not store any values
prior
: to the maxbarsback. If you say value1 = highest(H,100), then on barnumber
: 1 the first bar will indeed be the highest bar in the last 100 bars since
: all the other bars will prior to this will have zero values for value1.
:
: At 01:11 PM 8/14/01 -0400, you wrote:
: >I've noticed that within tradestation a weird bug can occur (surprised)?
: >Anyway, with some systems I have noticed that they will get into a trade
at
: >the exact day after the MAXBARSBACK setting on the first trade in the
series
: >regardless of whether there was a signal or not!
: >
: >Anybody else seen this?
: >
: >Example, you tell it to buy at the 100 day high, lets say that 100 day
high
: >was hit 20 days ago, however this is the first trade in the series so it
: >needs 80 more days to meet your 100 maxbarsback setting before its
"allowed"
: >to give you a signal. As soon as the 100 Maxbarsback is hit you get a
signal
: >even if your no longer at the 100 day high (providing your exit was not
: >hit)!!
: >
: >Feedback???????????
:
: Bill Brower
: Email: 1000mileman@xxxxxxxxxxxxxx
: Web Site: insideedge.net
:
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