Aurimas wrote:
> Yes I wrote inside spreadsheet what kind of test this was.
oh that was the file i couldn't do anything with. guess i could
look at it with hexdump, but it's not that important, unless it
happens again ;-)
I'm now testing
> the same thing except with ATR_T2.
>
> Could you send me any revision you have made on SnR_c and SnR_ci ?
files attached -- here are my notes:
after changing out the two instances of switch in each
and disabling debug
% gdiff -u `! display_indicator.pl --start 1jan09 --end yesterday I:SnR_c JPM ` `! display_indicator.pl --start 1jan09 --end yesterday I:SnR_ci JPM `
display_indicator.pl: interval: 2262 .. 2354
display_indicator.pl: interval: 2262 .. 2354 interval too large
last valid data at 2353
first valid data at 2263
display_indicator.pl: interval: 2263 .. 2353
--- /tmp/bang9360 Mon May 18 14:04:11 2009
+++ /tmp/bang9368 Mon May 18 14:04:12 2009
@@ -1,11 +1,9 @@
-Indicator I:SnR_c has 2 values ... all values selected
- I:SnR_c/1 <=> Support[10, 7, { I:Prices HIGH}, { I:Prices LOW}]
- I:SnR_c/2 <=> Resistance[10, 7, { I:Prices HIGH}, { I:Prices LOW}]
+Indicator I:SnR_ci has 2 values ... all values selected
+ I:SnR_ci/1 <=> Support[10, 7, { I:Prices HIGH}, { I:Prices LOW}]
+ I:SnR_ci/2 <=> Resistance[10, 7, { I:Prices HIGH}, { I:Prices LOW}]
timeframe day, time periods 2262 .. 2354
Calculating all 2 indicators ...
-Support[10, 7, { I:Prices HIGH}, { I:Prices LOW}][2009-01-02] = 28.6500
-Resistance[10, 7, {hi}, {lo}][2009-01-02] = 31.9400
Support[10, 7, { I:Prices HIGH}, { I:Prices LOW}][2009-01-05] = 28.6500
Resistance[10, 7, {hi}, {lo}][2009-01-05] = 31.9400
Support[10, 7, { I:Prices HIGH}, { I:Prices LOW}][2009-01-06] = 28.6500
@@ -188,5 +186,3 @@
Resistance[10, 7, {hi}, {lo}][2009-05-13] = 38.9400
Support[10, 7, { I:Prices HIGH}, { I:Prices LOW}][2009-05-14] = 14.9600
Resistance[10, 7, {hi}, {lo}][2009-05-14] = 38.9400
-Support[10, 7, { I:Prices HIGH}, { I:Prices LOW}][2009-05-15] = 14.9600
-Resistance[10, 7, {hi}, {lo}][2009-05-15] = 38.9400
so I:SnR_c handles the actual first day (time period) 2009-01-02
but I:SnR_ci doesn't
conversely I:SnR_ci handles the actual last day (yesterday is 15may09 when
today is 18may) when I:SnR_c doesn't
so right off there's an off-by-one in some index calculation someplace
not a big big deal, just hard to ferret out
but other than that the data looks identical -- you do know that the
indicator should (i think should is correct) provide both the calculate
and the calculate_indicator methods, especially if there is a performance
gain to be had with the calculate_indicator method.
with just a 30 second side-by-side editor comparison looks to me like
the methods are identical (or nearly so) just with a different name
that isn't what yow really want to do according to thomas weigerts
findings from the indicator cookbook.
tkdiff indicates a couple of aspects of calculate_indicator may
have been attempted.
what i'm considering is firing up acroread with the cookbook and
using snr_c as a the new baseline seeing if i can hack in the
calculate_indicator method using the cookbook methodology
no -- that isn't the current mission
i'm trying to look at contents of the prior value stores
... determining if there's anything in Support1 or Support2 ...
humm well
I:Snr_c and I:Snr_ci --start 1jan09 --end yesterday seem identical
over this time period for jpm
graphic.pl --start "2003-09-01" --end="2004-04-30" -timeframe day \
--add=curve'( I:SnR_c/2, blue)' --add=curve'( I:SnR_c/1, red)' \
--add=curve'( I:SnR_ci/2, darkblue)' --add=curve'( I:SnR_ci/1, orange)' \
JPM > /tmp/JPMsnr_c-comp.png
and this seems to validate that
it also corrects the right most support area at the 35.00 value
small (3) sample of
timex graphic.pl --start "2003-09" --end=2009-05 -timeframe week \
--add=curve'( I:SnR_c/2, blue)' --add=curve'( I:SnR_c/1, red)' \
JPM > /tmp/JPMsnr_c-comp.png
yields
real 6.06
user 5.61
sys 0.21
same sample size with I:SnR_ci
yields
real 4.10
user 3.69
sys 0.20
so there is a bit of gain with the calc_interval
now lets try to vary the defaults arguments of 10 and 7
don't really understand the purpose for the first two args
note that SnR_c and SnR_ci have very different dependencies
for the 2nd parameter in each of the $self->add_indicator_dependency
statements in the initialize methods.
that looks to be significantly amiss? but i really don't see
it makes a difference, but then i don't know where to look for it.
graphic.pl --start "2003-08-01" --end="2004-05-15" -timeframe day \
--add=curve'( I:SnR_c/2 12 9, blue)' --add=curve'( I:SnR_c/1 12 9, red)' \
--add=curve'( I:SnR_ci/2, darkblue)' --add=curve'( I:SnR_ci/1, orange)' \
--add=curve'( I:SnR_c/2 8 5, darkgreen)' --add=curve'( I:SnR_c/1 8 5, firebrick)' \
JPM > /tmp/JPMsnr_c-comp.png
graphic.pl --start "2003-08-01" --end="2004-05-15" -timeframe day \
--add=curve'( I:SnR_ci/2 12 9, blue)' --add=curve'( I:SnR_ci/1 12 9, red)' \
--add=curve'( I:SnR_c/2, darkblue)' --add=curve'( I:SnR_c/1, orange)' \
--add=curve'( I:SnR_ci/2 8 5, darkgreen)' --add=curve'( I:SnR_ci/1 8 5, firebrick)' \
JPM > /tmp/JPMsnr_c-comp.png
i'll just throw these things back over the pond and let you ponder things
aloha
ras
>
> On Mon, May 18, 2009 at 10:14 PM, Robert A. Schmied <ras@...> wrote:
>
>
>>Aurimas wrote:
>>
>>
>>>Here it goes. the files that I used. text inside. check the market2
>>>
>>>On Mon, May 18, 2009 at 9:32 PM, Robert A. Schmied <ras@...> wrote:
>>>
>>>
>>> Aurimas
>>>
>>>>what is the symbol(s) for the two chart images?
>>>>
>>>>just so i can target the crazy time periods ...
>>>>
>>>>
>>>>thanks
>>>>
>>>>ras
>>>>
>>>>
>>>>
>>>
>>>
>>i'm missing something. market2 looks like the dow industrial members
>>with four omissions?
>>
>>the two png images, one of which was named snr_calc_beginning_loooong.png.
>>looks to me like a daily chart but it's too much for my feeble eol system
>>to handle.
>>
>>that particular chart is the one that has the 'crazyness' about 2/3s from
>>the start. (looks like just before a stock split happened). humm that could
>>be the first att (t) breakup in 1984 ... i don't have data that far back.
>>
>>just that one symbol would be good ...
>>
>>ras
>>
>>
>>
>>
>>
>
>
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