RE: Floating Point Numerical Overload

[Mark Jurik <mark@xxxxxxxxxxxx>]

>>Is there a reason why Bob's version didn't work either? (Substituting MyAve
for Value2 in the Xaverage)<<

Bob's version was equivalent to your original code. The formula ...

> Value1 = Average(Price,Len);
> Value2 = Xaverage(MyAvg,Len);
> MyAve  = Value1 - Value2;

can be simplified to ...

> Value1 = Average(Price,Len);
> MyAve  = Value1 - Xaverage(MyAvg,Len);

If we assume that Value1 is a constant value C, then we can assume MyAve will converge to a constant value, thereby making MyAve equal to XMA(MyAve), 

thus ...    

        MyAve = C - XMA(MyAve)
        MyAve = C - MyAve
        MyAve = C/2

So MyAve will tend toward converging to half of C, or half of Value1.

- mark




----------
From: 	Gene Pope
Sent: 	Sunday, October 06, 2002 9:04 PM
To: 	Mark Jurik; omega-list@xxxxxxxxxx
Subject: 	Re: Floating Point Numerical Overload

You're correct Mark, my mistyping.

Substitute Value1 for Value2 in the Xaverage.

Is there a reason why Bob's version didn't work either? (Substituting MyAve
for Value2 in the Xaverage)

Best regards,

Gene

----- Original Message -----
From: "Mark Jurik" <mark@xxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Sunday, October 06, 2002 10:42 PM
Subject: RE: Floating Point Numerical Overload


> >>. what turned out working was the following:
>
> Value1 = Average(Price,Len);
> Value2 = Xaverage(Value2,len);
> MyAve = Value1 - Value2;
>
> ------------------------------
>
> Nothing appears to be driving VALUE2.
>
> - mark
>
>
>
>