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indicator values for non-daily bars not consistent with daily bars?

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    #76
    Originally posted by joemiller View Post
    Red line indicator differences are shown in the attachments. I am having a heck of a time trying to get set up to back test the modified indicator file from post#62 [as I said I would do in my previous post]. I don’t understand the error descriptions I am getting so I just dig myself deeper into confusion. I am going to bag it for now and try the “add a daily data series via the Add() method” suggestion. Based on my foggy understanding of what that will do I’m thinking it will work simply and cleanly. Stand by, I may need some help [for which I will be eternally grateful].
    The attachments show red line indicators to be
    date 1 hr bars 1 day bars
    8/29 1.3374 1.3363
    8/28 1.3369 1.3369
    8/27 1.3375 1.3367
    8/26 1.3361 1.3362
    I do not know what a red line indicator is. If we want to find out about the differences, we need to know the session template and then directly check the input data, not the indicator values.

    There is no way around checking input data.

    If the indicator has been correctly coded, indicator values will be identical as long as input data is identical.

    Comment


      #77
      You said in post72 “I have read the entire thread…..” so I assumed you knew “red line”.
      The red line is the visual representation of the indicator value.
      The indicator is a function of yesterday’s day bar OHLC.
      If red line [the indicator] is different for day and non-day, then indicator values are not equal and red lines are not equal.
      I am using hourly bars for debugging, it is less cumbersome. Minute bars, to be used eventually, result in an even wider discrepancy between results for day and non-day bars.

      I have directly checked input data many times using detailed “print to output window” debug coding statements. All that is buried in previous posts [which you have read]. Of course there is no way around checking input data and I have done that, many times.

      “If the indicator has been correctly coded” is paramount. I will not be surprised if it has not been correctly coded. I will be surprised if it has.
      The session template is 24 hours x 5 days …. I will check on that.

      presently I am starting to work on the “add a daily data series via the Add() method” suggestion.

      I am fortunate to have your help. Much appreciated.

      3:32am? Where are you?

      Comment


        #78
        Originally posted by joemiller View Post
        You said in post72 “I have read the entire thread…..” so I assumed you knew “red line”.
        The red line is the visual representation of the indicator value.
        The indicator is a function of yesterday’s day bar OHLC.
        If red line [the indicator] is different for day and non-day, then indicator values are not equal and red lines are not equal.
        I am using hourly bars for debugging, it is less cumbersome. Minute bars, to be used eventually, result in an even wider discrepancy between results for day and non-day bars.

        I have directly checked input data many times using detailed “print to output window” debug coding statements. All that is buried in previous posts [which you have read]. Of course there is no way around checking input data and I have done that, many times.

        “If the indicator has been correctly coded” is paramount. I will not be surprised if it has not been correctly coded. I will be surprised if it has.
        The session template is 24 hours x 5 days …. I will check on that.

        presently I am starting to work on the “add a daily data series via the Add() method” suggestion.

        I am fortunate to have your help. Much appreciated.

        3:32am? Where are you?
        If you use a template 24/5, you will never make it anywhere, as Bars.GetDayBar() will only produce nonsense bars. It is absolutely necessary that you use the session template FOREX.

        Please use the test indicator attached and compare the values displayed for yesterday's HLC with the values for the daily bars. The test indicator does not show the open, but you can add it, if needed.

        Minute bars and hourly bars should produce the same result with the correct session template.

        I am 6 hours ahead of you in Central Europe.
        Attached Files
        Last edited by Harry; 09-01-2013, 05:29 AM.

        Comment


          #79
          turns out I am using session template Forex, see attached.

          thanks for the indicator. I will get on it later this morning.
          Attached Files

          Comment


            #80
            Harry,
            My apologies because I have not yet addressed the code and ideas you sent to me. Further, I probably won’t for another few weeks because of vacation, then personal business trip, then helping to repair houses of destitute people in Appalachia with a church team [even though I am not a church guy].
            I really appreciate your time and suggestions, and absolutely will respond.

            Comment


              #81
              Originally posted by joemiller View Post
              Harry,
              My apologies because I have not yet addressed the code and ideas you sent to me. Further, I probably won’t for another few weeks because of vacation, then personal business trip, then helping to repair houses of destitute people in Appalachia with a church team [even though I am not a church guy].
              I really appreciate your time and suggestions, and absolutely will respond.
              Just contact me via private message, if you need some further guidance. We can also set up a Skype session, if necessary.

              Comment

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