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Benjamin Blanco wrote:
>Variables do not exist in the max bars back area. MM1 should not be
>calculated until CurrentBar >= 6. CurrentBar begins its count at one after
>the max bars back area. Thus, the first time MM1 can correctly be
>calculated is at CurrentBar = 6. We need four iterations ( Bar 6, 7, 8, 9 )
>of MM1 to correctly calculate MM2 for the first time. Thus, MM2 should not
>be calculated until CurrentBar >= 9. For example:
>
>AD = 100*(adv-dec)/(adv+dec+unc);
>if CurrentBar >= 6 then mm1 = LinearRegSlope(AD, 6);
>if CurrentBar >= 9 then mm2 = LinearRegSlope(mm1, 4);
The example from my previous message was around the middle of my data
range, where CurrentBar would be about 200 or so. My MaxBarsBack is set
to 50 everywhere. I don't think this is the problem.
>Here's a sample of what TradeStation 2000i calculated:
>
>date AD mm1 mm2
>1000627 10.70 4.73 2.78
>1000628 19.55 7.91 3.60
>1000629 -0.57 61.10 18.57
>1000630 0.29 18.32 9.39
>1000703 35.64 -14.95 -11.13
>1000705 1.13 -53.88 -37.82
>1000706 9.92 -90.12 -36.43
In the sample of output above, the first date corresponds to 6/27/2000.
The first date in my data is 9/1/1997. Plenty of time to let things
settle.
I posted enough data above to calculate the last two values of mm1 and
the last four values of mm2. mm1 is wrong, mm2 is correct (well, it's
*calculated* correctly, using the wrong values of mm1).
When I get home from work I will try implementing my own LinearRegSlope
function and experimenting with it.
--
,|___ Alex Matulich -- alex@xxxxxxxxxxxxxx
// +__> Director of Research and Development
// \
// __) Unicorn Research Corporation -- http://unicorn.us.com
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