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Hi all,
Warning, this is a fairly long post.. :)
I have developed a "signal funnel" using Push Pop. I take an indicator
event, like a crossover of the indicator and the zero line for instance, and
put it into a 3 state indicator. This indicator is either long (+1),
short(-1), or neutral (0) which happens if the crossover did not break the
trigger by a certain threshold, thereby being a weak or ambiguous signal.
This indicator does 2 things, it plots a ribbon of either blue for long, red
for short, or yellow for neutral, and it Pushes the state at the end of
every bar via a reference number using PushPop.
I have a monitoring program which reads each reference number pushed via
PushPop. It does not care where it came from. It is array based and it
rolls through the array of "pushed signals" one by one and basically does a
summation of the states. I can therefore monitor a theoretically infinite
number of signals, on various timeframes this way.
The good news is that each of the two pieces does what it was designed to
do. The bad news is that especially on tick charts I get erroneous results
and I think it is PushPop related. An example is an 89 tick chart loaded
with 8 of my indicators that push results (I use TS2ki) the debug output
from the Expert Commentary shows that the pushed values are accurate against
the ribbon colors.
Reference # = 2200001.00 Signal Pushed = -1.00
Reference # = 2200002.00 Signal Pushed = -1.00
Reference # = 2200003.00 Signal Pushed = -1.00
Reference # = 2200004.00 Signal Pushed = 1.00
Reference # = 2200005.00 Signal Pushed = 1.00
Reference # = 2200006.00 Signal Pushed = -1.00
Reference # = 2200007.00 Signal Pushed = -1.00
Reference # = 2200008.00 Signal Pushed = -1.00
If you add up the Signals Pushed you get -4.
The receiving end prints:
***** Incoming Signals *****
Ref#: 220001.00 : Incoming Signal = 1.00 : Signal Sum = 1.00
Ref#: 220002.00 : Incoming Signal = 1.00 : Signal Sum = 2.00
Ref#: 220003.00 : Incoming Signal = 1.00 : Signal Sum = 3.00
Ref#: 220004.00 : Incoming Signal = 1.00 : Signal Sum = 4.00
Ref#: 220005.00 : Incoming Signal = 1.00 : Signal Sum = 5.00
Ref#: 220006.00 : Incoming Signal = 1.00 : Signal Sum = 6.00
Ref#: 220007.00 : Incoming Signal = 1.00 : Signal Sum = 7.00
Ref#: 220008.00 : Incoming Signal = 1.00 : Signal Sum = 8.00
It prints other stuff, but this is the problem, what is being pushed adds up
to -4, but what is received adds up to 8, and the latter triggers a buy
signal which is not a good thing.
The receiving program uses _poplast function I used as a wrapper which is:
DefineDLLFunc: "PUSHPOP.DLL", DOUBLE, "POPLAST",LONG,LONG,LONG;
Inputs: Index#(NumericSimple);
Value1 = POPLAST(Index#,Date,Time);
_PopLast = Value1;
Since most problems are with Tick Charts (I believe I have had a few
problems with minute based charts but not so blatant), I think the problem
may be in here with Poplast. I have tried various things, but since this is
already a dissertation, I will not elaborate further. Any thoughts on why
the Tick Charts come back wrong? And more importantly how to correct it?
Regards,
Chris
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