RE: [GT] New EMA

["Weigert, Thomas" <weigert AT mst.edu>]

Yes, as usual in GT, when you try to get the value of an indicator
before the dependencies are satisfied, it will complain. This indicator
is available only from 1993-1-29 on for EMA(20).

I put an additional test in that causes the indicator to abort in these
cases. Thus data will only be returned if the dependencies are
satisfied.

That raises the interesting question: How should one handle requests for
data where dependencies are not satisfied.

In GT in general the series is aborted (if calculate_interval is used)
or the data is skipped until legal data is found (if calculate is used).
Of course, often one could make calculate_interval be more forgiving, as
in this case, but we should decide on a consistent pattern. 

Th.

> -----Original Message-----
> From: Robert A. Schmied [mailto:ras
AT
acm.org]
> Sent: Thursday, February 28, 2008 9:14 PM
> To: devel
AT
geniustrader.org
> Subject: Re: [GT] New EMA
> 
> when operating at the start of data it complained:
> ras [ 5148 ] %    ./display_indicator.pl --start 1993-01-04 --end
1993-07-
> 01 I:EMA 13000
> Indicator I:EMA has 1 value ... all values selected
>         I:EMA/1  <=> EMA[20,{I:Prices CLOSE}]
> 
>         timeframe day, time periods 0 .. 123
> Calculating indicator ...
> Use of uninitialized value in subtraction (-) at
../GT/Indicators/EMA.pm
> line 126.
> Use of uninitialized value in addition (+) at ../GT/Indicators/EMA.pm
line
> 126.
> EMA[20,{I:Prices CLOSE}][1993-01-05 00:00:00] = 1.9978
> EMA[20,{I:Prices CLOSE}][1993-01-06 00:00:00] = 3.7676
> EMA[20,{I:Prices CLOSE}][1993-01-07 00:00:00] = 5.3456
> 
> so i hacked around and came up with
> 
>     my $ema;
>     for (my $i = $first+1; $i <= $last; $i++) {
>         my $oldema = $indic->get($name, $i - 1);
>         ( defined($oldema) )
>           ? $ema = $alpha * ($self->{'args'}->get_arg_values($calc,
$i, 2)
> - $oldema) + $oldema
>           : $ema = $alpha * ($self->{'args'}->get_arg_values($calc,
$i,
> 2));
>         $indic->set($name, $i, $ema);
>     }
> 
> you may have a better option, but it solves the issue noted above and
i
> think
> the answers remain the same.