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Re: [GT] Problem with display_indicator/EMA/revision 599



I think I found out why you and I were getting different results
earlier.  The problem as to do with how much data is available in the
database.  The csv file you sent earlier has 3897 items of data, while
my database only had 385.

I'll just re-post step-by-step instructions and ask you to try to
reproduce it please.

This is using the ~/.gt/options file you sent earlier and the attached
SPY_SMALL.csv file which is the similar to the one you sent earlier
but with less data (270 data items).  I'm also attaching your options
file again just so that everything needed to reproduce this problem is
contained in this message.

To reproduce:

Create a suitable test environment
------------------------------------------------------------------------
mkdir ~/gttest
cd ~/gttest
svn co --revision 652 https://devel.geniustrader.org:8082/svn/trunk/GT
svn co --revision 652 https://devel.geniustrader.org:8082/svn/trunk/Scripts
export PATH=~/gttest/Scripts:$PATH
export PERL5LIB=~/gttest:$PERL5LIB
------------------------------------------------------------------------

run:
------------------------------------------------------------------------
display_indicator.pl I:EMA SPY_SMALL 20
------------------------------------------------------------------------

This should return no results even though there is enough data in the
csv file to produce valid results.


So the real problem here i believe is what i described earlier as
point #2, and before I try to fix that I'd like to ask you again if
you have already fixed it, since you correctly described that problem
quite some time ago.


point #1 is still a problem when dealing with intra day data and i'd
like to change that to the previous behavior unless you or someone has
a good reason not to.
Open,High,Low,Close,Vol,Date
147.27,148.26,146.08,146.87,232014400,06/25/2007
147.24,147.49,145.35,145.36,198445700,06/26/2007
145.20,147.60,145.14,147.43,213638000,06/27/2007
147.41,148.42,146.71,147.41,157705000,06/28/2007
147.92,148.66,146.21,147.46,199701800,06/29/2007
147.89,148.92,147.79,148.79,103357000,07/02/2007
149.17,149.49,148.99,149.33,54048400,07/03/2007
149.39,149.54,148.63,149.17,89279000,07/05/2007
149.37,150.15,148.93,149.96,81109000,07/06/2007
150.14,150.33,149.61,150.08,72348100,07/09/2007
149.28,149.60,147.79,147.94,180362600,07/10/2007
147.77,149.05,147.55,148.99,175607600,07/11/2007
149.36,151.69,149.33,151.34,133882500,07/12/2007
151.52,152.39,151.34,151.79,111794300,07/13/2007
151.93,152.46,151.52,151.77,98378700,07/16/2007
151.87,152.41,151.62,151.69,126201300,07/17/2007
151.18,151.74,150.27,151.42,237887400,07/18/2007
152.14,152.46,151.70,152.01,145212700,07/19/2007
151.83,151.93,149.81,150.47,245502500,07/20/2007
151.14,151.67,150.27,150.93,121183900,07/23/2007
150.09,151.23,147.78,148.31,256732400,07/24/2007
149.01,149.37,147.28,148.61,265214500,07/25/2007
147.23,147.83,143.50,145.10,467592500,07/26/2007
145.28,145.93,142.18,142.24,422987600,07/27/2007
143.05,144.89,142.42,144.47,283017500,07/30/2007
145.40,146.51,142.17,142.84,316976700,07/31/2007
142.31,144.11,141.11,143.54,467670000,08/01/2007
143.86,144.84,142.39,144.68,294758400,08/02/2007
144.37,144.67,140.37,140.96,359398200,08/03/2007
141.36,143.93,139.71,143.32,324980000,08/06/2007
143.06,146.06,142.36,144.85,232568700,08/07/2007
145.48,146.01,144.43,146.87,273889500,08/08/2007
144.52,146.01,142.42,142.52,357622100,08/09/2007
141.54,143.60,140.29,141.85,411018400,08/10/2007
143.60,143.99,142.15,142.36,181917200,08/13/2007
142.82,143.17,139.90,140.18,264134500,08/14/2007
139.90,141.60,137.84,138.25,323834000,08/15/2007
137.03,140.11,134.29,139.29,546743700,08/16/2007
142.62,142.93,138.60,141.85,388218100,08/17/2007
142.30,142.59,140.46,141.78,187320400,08/20/2007
141.75,143.09,141.30,142.07,157066400,08/21/2007
143.12,143.90,142.46,143.75,173156700,08/22/2007
144.43,144.74,142.74,143.63,203915300,08/23/2007
143.59,145.40,143.39,145.40,128901900,08/24/2007
144.93,145.40,143.83,144.05,113024300,08/27/2007
143.27,143.36,140.63,140.88,219790700,08/28/2007
141.51,143.84,141.11,143.64,207654200,08/29/2007
142.57,144.28,142.44,143.26,191817300,08/30/2007
144.73,145.56,143.93,144.67,185477500,08/31/2007
144.53,147.01,144.48,146.13,120062000,09/04/2007
145.27,145.43,144.10,144.87,166261800,09/05/2007
145.02,145.67,144.21,145.20,127878400,09/06/2007
143.58,143.98,142.39,143.18,235447600,09/07/2007
143.63,143.82,141.48,142.91,192305900,09/10/2007
143.35,144.79,143.25,144.58,162081900,09/11/2007
144.38,145.51,144.08,144.95,149554600,09/12/2007
145.62,146.50,145.27,145.97,154079000,09/13/2007
145.04,146.15,144.82,145.96,121911000,09/14/2007
145.38,145.71,144.71,145.17,109870800,09/17/2007
145.89,149.49,145.21,149.45,263759500,09/18/2007
150.38,151.34,149.69,150.33,193779900,09/19/2007
150.31,150.40,149.10,149.27,175186800,09/20/2007
150.40,150.80,149.44,149.67,141457500,09/21/2007
150.12,150.51,149.07,149.40,139450200,09/24/2007
148.53,149.37,148.19,149.10,142289900,09/25/2007
149.95,150.46,149.10,149.89,135547000,09/26/2007
150.60,150.79,149.89,150.78,102713300,09/27/2007
150.55,150.88,149.69,150.28,133372100,09/28/2007
150.30,152.41,150.20,151.97,148162300,10/01/2007
152.27,152.31,151.48,151.76,112978800,10/02/2007
151.49,152.08,150.70,151.46,119055900,10/03/2007
151.78,151.93,151.27,151.69,76864400,10/04/2007
152.69,153.75,152.30,153.50,134579700,10/05/2007
153.04,153.14,152.43,152.68,71280400,10/08/2007
153.25,154.14,152.69,154.12,94054300,10/09/2007
153.68,154.08,153.06,153.86,101711100,10/10/2007
154.56,155.14,152.20,153.12,233529100,10/11/2007
153.11,153.99,152.93,153.97,124546700,10/12/2007
153.91,154.00,151.62,152.67,161151900,10/15/2007
152.08,152.19,151.15,151.46,166525700,10/16/2007
152.64,152.75,150.17,151.92,216687300,10/17/2007
151.13,151.86,150.77,151.37,148367500,10/18/2007
150.78,154.12,147.40,147.41,297169900,10/19/2007
146.62,148.49,146.42,148.27,261989800,10/22/2007
149.17,149.66,147.98,149.47,180085100,10/23/2007
148.92,149.45,146.59,149.19,326694200,10/24/2007
149.36,149.99,147.62,149.55,237374500,10/25/2007
150.75,151.30,149.61,151.30,176484000,10/26/2007
151.60,152.11,151.23,151.80,106841000,10/29/2007
151.13,151.43,150.56,150.75,132981600,10/30/2007
151.65,152.92,150.53,152.31,220954400,10/31/2007
150.98,151.09,148.32,148.75,333040800,11/01/2007
149.25,149.71,146.96,148.92,331228200,11/02/2007
147.38,148.87,146.72,147.78,226841000,11/05/2007
148.58,149.81,147.63,149.77,177800500,11/06/2007
148.17,148.85,145.33,145.68,306639700,11/07/2007
145.76,146.16,142.88,144.94,374509900,11/08/2007
143.49,145.31,142.70,142.95,277745100,11/09/2007
143.02,144.40,141.53,141.53,243087800,11/12/2007
143.17,146.07,143.02,145.84,191117400,11/13/2007
146.97,147.14,144.56,145.44,230558800,11/14/2007
144.35,145.26,142.34,143.34,263111100,11/15/2007
144.10,144.26,142.39,143.59,308770600,11/16/2007
143.09,143.17,141.03,141.59,267746000,11/19/2007
141.85,143.34,139.97,142.46,414767500,11/20/2007
140.92,141.74,139.53,139.54,259012400,11/21/2007
140.91,142.16,140.54,141.95,77688400,11/23/2007
142.25,142.69,138.53,138.82,214232000,11/26/2007
139.60,141.07,138.82,140.42,293897900,11/27/2007
142.01,145.24,141.97,144.91,258596900,11/28/2007
144.41,145.49,143.90,144.96,199409900,11/29/2007
146.78,147.60,145.10,146.41,222908000,11/30/2007
145.95,146.21,145.07,145.45,146430400,12/03/2007
144.45,145.31,144.10,144.15,136533900,12/04/2007
145.69,146.94,145.59,146.56,171130000,12/05/2007
146.38,148.93,146.33,148.66,154457400,12/06/2007
149.13,149.21,148.28,148.63,148980100,12/07/2007
148.99,149.95,148.58,149.78,123914300,12/10/2007
149.85,150.58,145.60,145.68,250346400,12/11/2007
148.77,149.47,144.97,147.11,322435600,12/12/2007
146.08,147.14,145.08,146.81,237551300,12/13/2007
145.70,146.85,144.88,144.95,159152900,12/14/2007
144.40,144.65,142.67,142.88,177269400,12/17/2007
143.90,144.27,141.79,143.68,245569300,12/18/2007
143.74,144.67,142.75,143.68,198917200,12/19/2007
144.62,144.64,142.98,144.58,214813800,12/20/2007
145.92,146.96,145.64,146.67,146084400,12/21/2007
147.35,148.01,147.02,147.76,45601400,12/24/2007
147.18,148.20,147.03,148.07,67093100,12/26/2007
147.55,147.56,145.86,146.21,122981700,12/27/2007
147.07,147.14,145.44,145.84,116398100,12/28/2007
145.65,146.16,144.62,144.77,108126800,12/31/2007
145.08,145.54,142.46,143.50,204935600,01/02/2008
143.48,144.05,142.65,143.43,125133300,01/03/2008
141.92,142.02,139.51,139.91,232330900,01/04/2008
140.41,140.83,138.72,139.80,234991000,01/07/2008
140.68,141.49,137.07,137.54,326365700,01/08/2008
137.71,139.40,136.34,138.98,301824900,01/09/2008
138.30,141.39,137.99,139.89,335701200,01/10/2008
139.39,140.50,137.63,138.77,267076600,01/11/2008
139.76,140.45,139.01,139.88,170365500,01/14/2008
138.41,140.10,136.54,136.81,239940100,01/15/2008
136.01,137.75,134.94,135.63,378802600,01/16/2008
136.45,136.52,131.61,132.11,397892600,01/17/2008
133.41,133.69,129.81,130.76,348561500,01/18/2008
125.95,131.12,124.76,129.43,435923700,01/22/2008
125.84,132.87,125.59,132.54,511913000,01/23/2008
133.16,134.13,132.00,133.66,259949300,01/24/2008
135.17,135.41,131.29,131.73,269603900,01/25/2008
131.94,134.18,130.75,133.90,217934600,01/28/2008
134.76,135.10,133.55,134.57,168968300,01/29/2008
134.24,137.17,133.27,133.58,334939200,01/30/2008
132.08,137.17,131.88,136.01,343680800,01/31/2008
136.58,138.23,136.16,138.20,206843600,02/01/2008
137.84,137.93,136.28,136.46,124694300,02/04/2008
134.59,134.90,132.34,132.80,286882500,02/05/2008
133.25,133.92,131.11,131.74,250792900,02/06/2008
130.50,133.46,130.43,132.61,297368100,02/07/2008
131.78,132.90,130.80,131.76,221643500,02/08/2008
131.79,132.91,130.74,132.43,188576300,02/11/2008
133.58,134.97,132.66,133.66,256654400,02/12/2008
134.66,135.70,133.80,135.02,181967800,02/13/2008
135.59,135.64,133.45,133.83,215108500,02/14/2008
133.17,133.88,132.58,133.80,154110300,02/15/2008
135.37,135.54,133.28,134.18,145190000,02/19/2008
132.67,135.20,132.44,134.58,220085700,02/20/2008
135.31,135.66,132.75,133.46,201051200,02/21/2008
133.64,134.51,131.55,134.28,205491000,02/22/2008
134.20,136.29,133.45,135.97,190107000,02/25/2008
135.40,137.57,135.15,136.99,212420700,02/26/2008
136.20,137.76,136.05,136.85,168395800,02/27/2008
135.89,136.60,135.20,135.52,170831100,02/28/2008
134.26,134.34,131.47,132.50,252715200,02/29/2008
131.82,132.49,130.93,132.18,189483500,03/03/2008
130.93,132.09,129.70,131.68,282513100,03/04/2008
132.10,133.44,131.03,132.51,270681400,03/05/2008
131.67,131.91,129.27,129.77,247911700,03/06/2008
128.49,130.44,127.31,128.43,326434600,03/07/2008
128.56,128.65,126.33,126.74,235683300,03/10/2008
129.43,131.41,127.68,131.29,341440600,03/11/2008
131.43,132.45,129.86,130.06,229161100,03/12/2008
128.33,131.33,127.33,130.35,351504200,03/13/2008
131.46,131.50,126.52,128.33,484687800,03/14/2008
125.32,127.98,124.82,127.03,405311100,03/17/2008
129.33,132.37,128.70,132.31,334416600,03/18/2008
132.81,133.32,128.75,129.03,345971600,03/19/2008
129.40,132.25,128.61,131.42,245320700,03/20/2008
132.65,135.13,132.58,134.05,208977300,03/24/2008
134.19,134.88,133.11,134.18,192947200,03/25/2008
133.79,134.42,132.45,132.54,196934300,03/26/2008
133.53,133.77,131.70,132.12,225153200,03/27/2008
132.33,132.70,130.41,130.86,180896100,03/28/2008
130.63,132.07,130.43,131.31,166692100,03/31/2008
132.94,136.16,132.85,135.93,254547300,04/01/2008
136.37,136.99,135.30,136.02,210910800,04/02/2008
135.29,136.76,135.04,136.36,175884800,04/03/2008
136.44,137.27,135.44,136.21,204446800,04/04/2008
137.19,137.88,136.06,136.28,154245500,04/07/2008
135.51,136.24,135.27,136.14,148937300,04/08/2008
135.93,136.12,134.21,135.15,195610600,04/09/2008
134.74,135.99,134.23,135.34,192967800,04/10/2008
133.82,134.45,132.35,132.72,222973300,04/11/2008
132.53,132.88,131.89,132.27,160522000,04/14/2008
132.92,133.03,131.67,132.58,172389200,04/15/2008
133.87,136.23,133.85,136.17,189268900,04/16/2008
135.35,136.57,134.99,136.37,179665700,04/17/2008
138.25,138.86,137.57,137.79,218530600,04/18/2008
137.54,138.29,137.16,137.86,118587400,04/21/2008
137.50,137.62,136.22,137.25,162166100,04/22/2008
137.40,138.08,136.43,137.03,193309000,04/23/2008
137.39,139.04,136.36,137.63,229381300,04/24/2008
138.71,139.20,137.23,138.91,190788100,04/25/2008
139.19,139.56,138.69,138.94,105610200,04/28/2008
138.70,139.04,137.92,138.39,125514100,04/29/2008
138.59,139.89,137.57,137.57,208395900,04/30/2008
137.69,140.42,137.58,140.42,187279500,05/01/2008
141.64,141.67,139.86,140.81,181585500,05/02/2008
140.35,140.91,139.71,140.13,118504500,05/05/2008
139.32,141.49,138.99,141.34,179339800,05/06/2008
141.19,141.34,138.44,138.83,199267300,05/07/2008
139.05,139.62,138.29,138.47,178321200,05/08/2008
137.91,138.70,137.76,138.21,152588200,05/09/2008
138.56,139.86,138.04,139.76,147865900,05/12/2008
140.10,140.19,139.03,139.78,159132200,05/13/2008
140.37,141.49,139.76,140.07,181910800,05/14/2008
140.34,141.92,140.13,141.82,166927000,05/15/2008
142.15,142.16,140.91,141.95,204236800,05/16/2008
142.10,143.58,141.59,142.34,165664400,05/19/2008
141.56,141.63,140.29,141.18,178552100,05/20/2008
141.11,141.42,138.31,138.80,252724800,05/21/2008
138.74,139.48,138.31,138.82,170820400,05/22/2008
138.35,138.96,136.83,136.95,181376400,05/23/2008
137.11,138.31,136.85,137.97,168322900,05/27/2008
138.48,139.31,137.32,138.61,181288100,05/28/2008
138.43,140.23,138.38,139.30,173927200,05/29/2008
139.77,140.04,139.24,139.65,117362000,05/30/2008
139.14,139.17,137.31,138.21,181069900,06/02/2008
138.60,138.92,136.54,137.40,271965700,06/03/2008
137.01,138.46,136.77,137.33,246637700,06/04/2008
137.89,140.19,137.63,140.08,237867100,06/05/2008
138.85,139.10,135.54,135.61,384077400,06/06/2008
136.18,136.82,134.74,135.94,228263900,06/09/2008
134.99,136.41,134.67,135.26,260138500,06/10/2008
135.29,135.58,133.26,133.27,283890100,06/11/2008
133.93,135.19,132.85,133.78,252791800,06/12/2008
134.49,135.84,133.75,135.47,244726900,06/13/2008
134.87,136.25,134.78,135.55,185832500,06/16/2008
136.39,136.44,134.70,134.90,191707700,06/17/2008
134.02,134.84,133.04,133.58,265893000,06/18/2008
133.48,134.57,132.83,133.75,304204900,06/19/2008
132.84,133.09,131.22,131.58,289275700,06/20/2008
132.09,132.23,131.32,131.45,165096400,06/23/2008
131.05,132.44,130.19,131.19,267300600,06/24/2008
131.72,133.40,131.24,131.81,287853900,06/25/2008
130.57,131.42,128.08,128.23,297775000,06/26/2008
128.28,128.86,127.04,127.53,303423400,06/27/2008
127.89,128.91,127.30,127.98,258842600,06/30/2008
126.52,128.47,125.93,128.38,388622000,07/01/2008
128.79,129.16,125.95,126.18,288064600,07/02/2008
127.11,127.11,124.99,126.31,239352500,07/03/2008
126.79,127.34,123.92,125.02,372386700,07/07/2008
124.99,127.39,124.20,127.24,375973700,07/08/2008
127.50,127.74,124.39,124.79,336729400,07/09/2008
124.43,125.79,123.58,125.30,436434900,07/10/2008
123.97,125.90,122.49,123.84,481035000,07/11/2008
125.26,125.50,122.40,122.72,322617000,07/14/2008
121.80,123.49,120.02,120.99,502429000,07/15/2008
121.45,124.57,121.10,123.96,371580600,07/16/2008
125.14,126.26,124.09,125.20,375465000,07/17/2008
126.17,126.42,125.15,125.98,266992400,07/18/2008

Attachment: options
Description: Binary data