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pheh !!!
----- Original Message -----
From: "M. Simms" <prosys@xxxxxxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Monday, October 07, 2002 9:33 AM
Subject: RE: Floating Point Numerical Overload
> .....and the answer is....(drum roll please).....
> XAverage, a protected function, was not coded correctly to be a series
> function.
>
> TS2000i bug # 45,831.
>
> > -----Original Message-----
> > From: Gene Pope [mailto:gene@xxxxxxxxxxxxx]
> > Sent: Monday, October 07, 2002 12:58 AM
> > To: Mark Jurik; omega-list@xxxxxxxxxx
> > Subject: Re: Floating Point Numerical Overload
> >
> >
> > Understood Mark, thank you.
> >
> > Should we then assume that TS can not handle certain values for Value1
> > because of this convergence? You would think it would not be a problem,
> > because of the simplicity of the Xaverage function.
> >
> > Or perhaps TS is simply choking on calling a series function against a
> > series variable that is evaluated for the first time earlier on the same
> > line or on a subsequent line?? I did try to manually set the
> > MaxBarsBack for
> > the indicator without success.
> >
> > Very odd.
> >
> > Regards,
> >
> > Gene
> > P.S. - I was able to work around this by simply coding the
> > Xaverage function
> > in "long hand", but I'm just curious, since it could affect future code.
> >
> >
> > ----- Original Message -----
> > From: "Mark Jurik" <mark@xxxxxxxxxxxx>
> > To: <omega-list@xxxxxxxxxx>
> > Sent: Sunday, October 06, 2002 11:40 PM
> > Subject: RE: Floating Point Numerical Overload
> >
> >
> > > >>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
> > > >
> > > >
> > > >
> > > >
> > >
> > >
> > >
> > >
> >
> >
>
>
>
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