|
PureBytes Links
Trading Reference Links
|
I'm completely mystified. I wonder if anyone else has ever observed
this with TS2000i. Here's what happened.
Situation: e-mini contract, day session only, 3-minute bars.
I plot the built-in "Moving Average Exponential" indicator with the
parameters (close,90,0), and I check the value of a specific bar.
Say it's 934.21.
I write my own rather complex indicator, which, among other things,
has a statement MA=xAverage(c,90). The value of MA on the same
bar is 934.04. Different, but close. Still within a tick. They
shouldn't be different though. Both my indicator and TS's use the
xAverage() function as the underlying calculation.
Then I paste my indicator code into a signal, comment out all the
plot statements, and append a couple buy and sell conditions.
Otherwise the signal code is identical to my indicator code. The
value of MA on the same bar is now 931.56 - several points different
from the other two results!
Has anyone noticed such dramatic inconsistencies from the same
calculation between indicators and signals? From code that's
essentially identical?
--
,|___ Alex Matulich -- alex@xxxxxxxxxxxxxx
// +__> Director of Research and Development
// \
// __) Unicorn Research Corporation -- http://unicorn.us.com
|