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RE: Calculation not same in TS4.0 and DJ TS5.0



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Ralph,

Thanks for the reply.

I am running W95 and NT for the systems, however I dont think this is the problem in my case.
I am able to reproduce both TS4 and DJTS5 results from the same data using Excel (on the same spreadsheet).

What is happening is that in TS4, all the previous values of the stochastic are treated as zero. (ie all values before barnumber 1)

It looks like TS4 is failing to calculate an embedded NumericSeries parameter properly.

Once the number of bars used for the smooth is passed, all is well.

Rgds
Peter



-----Original Message-----
From:	r v [SMTP:rvince99@xxxxxxxxx]
Sent:	Friday, June 12, 1998 9:57 PM
To:	pryan@xxxxxxxxxxxxxx; omega-list@xxxxxxxxxx
Subject:	Re: Calculation not same in TS4.0 and DJ TS5.0






Please see my other posting from today on the Newsgroup Peter - I am
nearly certain this is caused by the same inconsistency. -Ralph Vince





---Peter Ryan <pryan@xxxxxxxxxxxxxx> wrote:
>
> I have a formula that does not seem to be calculating correctly.
> 
> It is a modified stochastic.  maxbarsback is set to 100.
> 
> The formula is basically - Plotk = myav ( %K(length),smooth)
> 
> On Dow Jones TradeStation 5.0 it calculates as I expect - in
particular when currentbar=1, it uses the previous stochastic values
in the smooth.
> 
> However the same formula on Omega TS 4.0 does not seem to calculate
the previous stochastic values.  The first Plotk uses only the %K
calculated on barnumber 1 - the rest are zero.
> 
> As the bar count increases, the two versions gradually converge into
the same value (a few hundred bars later) and then stay together.
> 
> I have checked these calculations with Excel, and checked the code. 
 The %K is calculated correctly in each case.
> 
> Has anyone else struck this problem ?
> 
> thanks
> 
> 


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