RE: [GT] DSS [fixed]

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

RAS,

Comments below....

Cheers, Th.

> -----Original Message-----
> From: Robert A. Schmied [mailto:ras
AT
acm.org]
> Sent: Tuesday, March 11, 2008 9:59 PM
> To: devel
AT
geniustrader.org
> Subject: Re: [GT] DSS [fixed]
> 
> array @NAMES does not include the last 3 indicator series
> (e.g {I:Prices HIGH}, {I:Prices LOW}, {I:Prices CLOSE} as ,#4,#5,#6).
> as a result
> 
> was that omission intentional?

This was done on purpose to shorten the output. Typically, the series
used rarely deviate from the default, while the smoothing parameters
change. So this provides a good compromise between volume and
information.

> i don't think this pod sentence provides any useful information and
> recommend it be removed or re-written to be useful (it is likely a
> cut/copy/paste hold-over):
> "The handling and the calculations of signals is similar to the
> Stochastic-Indictor."
> 
This sentence was from the original pod before kw and I updated it.
> 
> 
> topic for general ta discussion. the question of 'which data point' to
use
> in an indicator comes up from time to time, as it has here and again
in
> the aroon indicator. in the aroon case the user is able to alter the
> default
> values by specifying alternatives, in this instance, unfortunately the
> user
> has no option (that i can see), the algorithm is fixed.
> 
> so the questions include:
> is there a place for an alternate dss that implements the alternate
> algorithm?
> or can on dss module easily accommodate the two different algorithms?

I am sorry to say I do not understand what you are asking. What "data
point" are you referring to? Do you mean the difference in who one
believes with respect to algorithms for indicators when there is a
disagreement as to e.g., which smoothing function to choose, or when to
apply the smoothing, etc.?

In this case, using the other interpretation (first divide then smooth)
is just SMA[p3, SMA[p2, STO[p1, 1, 1, 1]]]
which can easily be done in line, or by writing another indicator. I
don't think it makes much sense to allow selection of the algorithm, as
this would increase the computation time needlessly (due to the way
indicators are built from series, many intermediate series are computed
whether used or not).