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Re: issue of EL and data2 (was need help with EL and data2)


  • To: =omega list <omega-list@xxxxxxxxxx>
  • Subject: Re: issue of EL and data2 (was need help with EL and data2)
  • From: Wayne Mathews <wayne@xxxxxxxxx>
  • Date: Sun, 25 Nov 2001 11:28:40 -0800

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Sorry, this was mistakenly first sent to the code-list.

To: =code-list <code-list@xxxxxxxxxxxxx>
Subject: Re:issue of EL and data2 (was need help with EL and data2)
From: Wayne Mathews <wayne@xxxxxxxxx>
Date: Sun, 25 Nov 2001 11:24:17 -0800
CC: Barry Silberman <barry@xxxxxxxxxxxxxxxxxxxxx>



It looks like some rules concerning series and simple functions that
applied to TS 4 do not apply in TS2K. 

It appears that variables, in some cases, can be inputs to series
functions. For example, the following code (omega-list, 7 Sept 1999
16:48) will not verify in TS4 but does in TS2K and gives correct
answers. RSI is a series function.

Var: y(0);
y=DMI(18);
value1=RSI(y,12);
Plot1(value1);

The following code (taken from Barry Silberman, omega-list, 24 Nov 2001
11:25:48) when loaded into 1 minute data1, computes the average of 5
minute data2 bars. There are two data streams in one window.  The TS2K
simple function, Average, works in this code BUT NOT the TS2K XAverage
series function. Since Bob Fulk's XAverage.V function is simple, one
would expect it to work but it DOES NOT!

 It is possible to convey the XAverage of the 5 minute data bars to the
1 minute data stream using a DLL (see the gif below).

---------------------------------------------

inputs:     len(13), len1(3);
variable: FstK(0 , data2 ),  SloK(0 {, data2 } ) ;
	
value1  = Lowest(l data2, len) ;
value2  = Highest(h data2, len) - value1;
value3  = Close data2;

If value2   > 0 Then
       FstK = (value3  - value1 ) / value2  * 100
Else
       FstK = 0;
SloK = Average(FstK ,len1) ;

plot1(slok,"showme");
----------------------------------------------

And in light of my previous post (23 Nov 2001 14:09) there are
unanswered questions about variables used as inputs to  simple and
series functions in TS2K. Especially concerning computing parameters for
data2 using code loaded into data1. 

There appears not to be the same problems of computations using just
data1 as compared to using code in data1 to compute parameters from
data2. So if the two data streams (say 1 and 5 minute) are loaded in two
separate windows we are dealing with just data1 and a computation can be
preformed on the 5 minute data and moved to the 1 minute window.

The gif below shows two windows in one workspace, a 1 minute and 5
minute of QQQ.  Both data streams are data1 and XAverage can calculated.
If a DLL is use, the XAverage of the 5 minute data (now data1 but if
both graphs are in the same window it would be data2) can be moved to
the 1 minute window.   


BTY -if the subject title is kept the same for a give topic it is easier
to do a search on it.

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