[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: Past Daily High/Lows using intraday charts?



PureBytes Links

Trading Reference Links

> I didn't know that.  You mean, if I make a function a series
> function, and I don't call it on every bar, it will get called
> anyway?  

Exactamundo.  Intuitive, wouldn't you say?

> How can this be possible?  

EL hocus-pocus.  The function call is "pulled out" of your code, 
and executed on each bar regardless of what your code does.  They 
save the function return and use that in the point in your code 
where you think you called the function.  At least that's the way 
it worked in TS4.

> How would TS know what parameters to pass to the function inputs, if
> they change every time the function is called? 

Um.  You *would* ask the hard question.  :-)

I understood this in TS4, but that was a simpler world.  TS4 DID 
NOT allow you to pass variables to series functions.  It would 
only allow series variables (like price series) so it knew ahead 
of time what you were passing to the function.

That changed somewhat in TS2k and later, though I've never seen 
any written description of it.  It appears that TS2k DOES allow 
you to pass variables to series functions.  It's a very good 
question how they could "pull out" the function call, when you 
may be computing the parameter values and they aren't known until 
the point where you call the function -- and in fact may not be 
computed at all unless your code calls the function.

> I think the old TS4 way of doing it had the potential to break less
> things.  At least then the behavior was predictable.  From what you
> say above, I can no longer predict what values my series functions
> should return if I don't call them on every bar.

See http://www.jurikres.com/down/simpser.pdf for some examples of 
how Simple and Series functions can behave differently.  Mark 
wrote that for TS4, and he says TS2k has changed it -- but he 
doesn't say how it changed.  Maybe he's sat down and figured out 
what's different, but I haven't.

Gary