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RE: [GT] New EMA and backup SEMA



This time attached....

> -----Original Message-----
> From: Weigert, Thomas
> Sent: Friday, February 29, 2008 10:00 AM
> To: 'devel
AT
geniustrader.org'
> Subject: RE: [GT] New EMA and backup SEMA
> 
> I should give a word of caution regarding the reimplemented EMA.
> 
> While I tested it and compared it with TA_lib regarding output, and
found
> it to work, both when used inside of indicators and when used from the
> command line, I found one situation where it does not work as it
should:
> 
> When I use it inside of the SMI I recently wrote (a rather complex use
of
> nested indicators) I find that for some reason I don't understand the
SMA
> that starts of the EMA is not recorded properly, and so the EMA fails.
I
> cannot see what causes that but am exploring. (If I change the
computation
> of the starting point to just use the current value rather than the
n-day
> SMA, then there are no problems.) Note that while having many other
> problems, the original EMA did not have this difficulty.
> 
> I imagine it has to do with the nesting of indicators and dependencies
and
> the I:Generic:ByName, that somewhere some update gets lost. I will
explore
> further and hopefully uncover another important insight re GT which I
am
> obviously still missing....
> 
> I am attaching SEMA.pm, which is the EMA starting with the actual
value of
> the data series.
> 
> Th.
> 
> > -----Original Message-----
> > From: Robert A. Schmied [mailto:ras
AT
acm.org]
> > Sent: Friday, February 29, 2008 1:38 AM
> > To: devel
AT
geniustrader.org
> > Subject: Re: [GT] New EMA
> >
> >
> > But currently
> > > that is what is happening.... I could try to make the EMA work
like
> SMA
> > > as one need not do the check on the interval (it just uses the
> > > dependencies to compute the SMA for the starting value.
> > >

Attachment: SEMA.pm
Description: SEMA.pm