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Re: [GT] New EMA

Weigert, Thomas wrote:

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. 

seems to me that skipping until output can be found is the best approach
at least for graphic use. on the other hand if the series aborts and
outputs nothing some sort of indication (possibly multiple) should be
presented to the user other than just 'nothing'.

the possibly multiple means set the return code as well as any other
text message output to one of stdout or stderr. the return code to
indicate an error return condition, but that is beyond the control
of indicator class modules i think, besides none of the gt scripts
do anything like that.

ras



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.