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Re: Problem with simple moving average plotting incorrectly for TS2000i


  • To: LScharpen@xxxxxxx
  • Subject: Re: Problem with simple moving average plotting incorrectly for TS2000i
  • From: Roger Shepherd <mailrs@xxxxxxxxxx>
  • Date: Wed, 19 Oct 2005 11:21:13 -0500

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Hello  LScharpen,  Check  and make sure the max bars back settings are
the  ame for both indicators and also that the scaling of both are set
to same as the symbol.

Wednesday, October 19, 2005, 11:01:34 AM, you wrote:

Lac> I've been using TS products for a number of years and TS2000i for the last  
Lac> 5.  A few days ago I noticed some 'strange' behavior in the charting of a  
Lac> Simple Moving Average.  It was significant enough that I thought I'd check  to see 
Lac> if anybody else may have seen this or might see it in the future.   Let me 
Lac> explain.

Lac> Let me first give the specifics of the chart.   I don't think these 
Lac> 'specifics' matter much but they at least provide a concrete  starting point.  My chart 
Lac> was a 1 min. bar of ES Z5.  On this I  had  Bollinger Bands (20, 2 stdev) and 
Lac> a 20 period SMA.   I then  happened to notice that it appeared that the 20 
Lac> period SMA was NOT in the middle  of the upper and lower Bollinger Bands.  This  
Lac> was confirmed in  several ways.  The 'visual' method was done by putting 
Lac> ANOTHER 20 sma  indicator on the chart and observing that the two different 20 sma 
Lac>  did NOT  overlay each other.  However, if I then turned the sma status OFF 
Lac> and then  back ON, the discrepancy 'went away'.  Over the course of time, the  
Lac> discrepancy would then slowly drifrt back into the chart.   

Lac> It's a real pain in the ass to not be able to trust something  simple like a 
Lac> moving average.  I've given enough detail so that it would be  relatively 
Lac> simple for somebody else to try to reproduce what I've seen.   I'd sure appreciate 
Lac> hearing form anybody who tries the experiment and, more  important, from 
Lac> anybody who  has seen this problem and understands how to  'make it go away'!

Lac> Thanks.

Lac> Lee Scharpen  



-- 
Best regards,
 Roger                            mailto:mailrs@xxxxxxxxxx