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>i want to create an indicator (index) which take on
>account 120 data, but we can just use 50 data for 1
>window.so i use PUSHPOP to sum the 3 window, because
>in the first window i put 50 data, the second 50 and
>the third 20 data.
As far as I've been able to determine, pushpop is useful only in
real time. It doesn't work in backtesting. The reason is that in
real time, all windows are updated in parallel, so data stored in
pushpop will be current and associated with the current bar.
In backtesting, things are recalculated completely and separately
in each window. If you store something in pushpop on bar N in
window A, then by the time TS gets around to calculating the stuff
in Window B at bar N, all the Window A calculations have been
completed up to the current bar, so whatever you put into pushpop is
irrelevant.
TS wasn't designed with the assumption that data would be
communicated between different windows.
--
,|___ Alex Matulich -- alex@xxxxxxxxxxxxxx
// +__> Director of Research and Development
// \ Unicorn Research Corporation -- http://unicorn.us.com
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