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Understood Mark, thank you.
Should we then assume that TS can not handle certain values for Value1
because of this convergence? You would think it would not be a problem,
because of the simplicity of the Xaverage function.
Or perhaps TS is simply choking on calling a series function against a
series variable that is evaluated for the first time earlier on the same
line or on a subsequent line?? I did try to manually set the MaxBarsBack for
the indicator without success.
Very odd.
Regards,
Gene
P.S. - I was able to work around this by simply coding the Xaverage function
in "long hand", but I'm just curious, since it could affect future code.
----- Original Message -----
From: "Mark Jurik" <mark@xxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Sunday, October 06, 2002 11:40 PM
Subject: RE: Floating Point Numerical Overload
> >>Is there a reason why Bob's version didn't work either? (Substituting
MyAve
> for Value2 in the Xaverage)<<
>
> Bob's version was equivalent to your original code. The formula ...
>
> > Value1 = Average(Price,Len);
> > Value2 = Xaverage(MyAvg,Len);
> > MyAve = Value1 - Value2;
>
> can be simplified to ...
>
> > Value1 = Average(Price,Len);
> > MyAve = Value1 - Xaverage(MyAvg,Len);
>
> If we assume that Value1 is a constant value C, then we can assume MyAve
will converge to a constant value, thereby making MyAve equal to XMA(MyAve),
>
> thus ...
>
> MyAve = C - XMA(MyAve)
> MyAve = C - MyAve
> MyAve = C/2
>
> So MyAve will tend toward converging to half of C, or half of Value1.
>
> - mark
>
>
>
>
> ----------
> From: Gene Pope
> Sent: Sunday, October 06, 2002 9:04 PM
> To: Mark Jurik; omega-list@xxxxxxxxxx
> Subject: Re: Floating Point Numerical Overload
>
> You're correct Mark, my mistyping.
>
> Substitute Value1 for Value2 in the Xaverage.
>
> Is there a reason why Bob's version didn't work either? (Substituting
MyAve
> for Value2 in the Xaverage)
>
> Best regards,
>
> Gene
>
> ----- Original Message -----
> From: "Mark Jurik" <mark@xxxxxxxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Sent: Sunday, October 06, 2002 10:42 PM
> Subject: RE: Floating Point Numerical Overload
>
>
> > >>. what turned out working was the following:
> >
> > Value1 = Average(Price,Len);
> > Value2 = Xaverage(Value2,len);
> > MyAve = Value1 - Value2;
> >
> > ------------------------------
> >
> > Nothing appears to be driving VALUE2.
> >
> > - mark
> >
> >
> >
> >
>
>
>
>
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