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Hi All,
Has anyone else experienced this similar behaviour:
I'm running TS2000i with eSignal and tracking emini's. When I apply two
20-period Exp. Mov. Aveg. indicator on the 1 min emini charts where one
of the indicator has 'Update Every Tick' enabled, the other has it
turned off, both indicator values begin to print different values after
a fast market move after the 1 min. bar completes. In theory, the
indicators should print the same values at bar completion. This also
happens on 5min. and higher charts as well but most noticeable on 1min.
I added some print statements to see what the 20Exp. Mov. Avg (update
every tick = off). is computing on the 1 min. charts. This is what i
got (see ** for comments:
Date,Time, Price, XMA
1021125,1015,935.00,935.17
1021125,1016,934.75,935.15
1021125,1017,934.75,935.11
1021125,1018,935.00,935.08
1021125,1019,935.50,935.07
1021125,1020,935.50,935.11
1021125,1021,934.75,935.15 ** Notice indicator does a double calcuation
1021125,1021,934.75,935.11 here at 10:21AM corrupting the
previous value of XMA[1]
1021125,1022,936.25,935.08
1021125,1023,934.75,935.19
1021125,1024,934.50,935.15
1021125,1025,934.25,935.08
1021125,1026,934.25,935.00
1021125,1027,934.75,934.93
1021125,1028,935.00,934.92
1021125,1029,936.00,934.92
1021125,1030,936.25,935.03
1021125,1031,936.75,935.14 **
1021125,1031,936.75,935.30 ** Again here - a double calculation at 10:31AM
The EL code for the XMA references the previous indicator's value,
XMA[1]. But the print statements show that for some reason, the XMA
will get calculated more than once for the same bar, therefore
overwriting the previous value of XMA[1]. I believe this is the reason
why i'm getting different values at bar completion when this indicator
is applied with "update every tick' turned on and the other turned off.
Does anyone have a solution, or experienced similar problem?
Thanks,
Bing
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