"robert a. schmied" wrote: > > aloha Oliver > > Oliver Bossert wrote: > > > > Hi ras, > > > > >i'm thinking it is caused by either plotting RSI or SMA curves on a log price > > >plot. > > after more closely looking at the graphic.conf file i wish to restate the above: > i'm thinking it is caused by plotting either SMA or BOL curves on a log price > plot > > > > > When you plot the SMA the value should never be nevative as the SMA is calculated on the price and a negative price is not possible. > > i agree. however, i suspect the situation was one of the boundary areas where > i was trying to access price data outside the range of the database and the > SMA calculation was generating garbage. > > the problem went away when i moved the graph start well past the beginning of > data. upon review however the database starts at 1998-12-28 and the failing > graphic.pl had a start of 2001-12-31 with a default end of 120 periods, so now > i'm not sure where the problem is coming from. (note this has occurred with a > number (3-6) of my securities, with the same graphic config file. there are > 3 sma curves, 200, 38 and 13 in the plot, plus a votingline that is using > a BBO indicator (that shouldn't be subject to graph scaling?) > > fyi -- one of the motivations for reporting this was my feeble attempt to > point out the apparent weaknesses of the data validation testing built into > the gt code. if i understood better how the modules are coded and operate > and how to debug oo-perl i'd be willing to help with corrective patches, but > at the moment i'm just a hacker poking at the code and watching it fail. > > > > > When plotting the RSI a logarithmic scale is normally not necessary because you use the log-scale to normalize the price-movement; but the RSI is already normalized by its formula so that it is between 0 and 100. > > interesting -- this might be a place to point out that documentation > of indicators should include the output value range (max limits) as well > as the default conditions and values if applicable. now watch that the RSI > docs to do just that! > > > > > Maybe you can isolate a single case where your negaitve number occurs. We can then look if it is a bug in the indicator or if the indicator is right but the number produces should not be displayed on a logarithmic chart... > > i can reproduce these occurrences with my real world data, but have yet to > attempt it with the test data set. if time permits ... > > > > > CU, Olf maybe the tarball would be of some use! attached file aloha ras
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