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#45 APO/PPO Lookback bug.

closed-fixed
Bug (61)
7
2005-05-11
2005-02-07
No

E-mail from Andrew Atkinson:

Assuming the user uses the Lookback value to size the
output array, as the Lookback function uses the
optInSlowPeriod value, this results in an undersized
array.

I resolved in Java by choosing the lowest value between
optInSlowPeriod and optInFastPeriod, but not being
familiar with APO/PPO im not sure if this results in
incorrect output.

Discussion

  • Mario Fortier

    Mario Fortier - 2005-02-07
     
  • Mario Fortier

    Mario Fortier - 2005-02-07

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    Thanks Andrew.

    Fix is now in CVS and will be part of release 0.1.4

    The bug will happen only for user that call PPO/APO with
    optInSlowPeriod < optInFastPeriod

    Normally, slow period is expected to be >= than fast period.

    Fix was to change the Lookback functions as follow:

    return TA_MA_Lookback(
    max(optInSlowPeriod,optInFastPeriod), optInMAType );

    ta_regtest has been enhance to keep an eye on this.

    \Mario

     
  • Mario Fortier

    Mario Fortier - 2005-02-07
    • status: open --> open-fixed
     
  • Mario Fortier

    Mario Fortier - 2005-05-11
    • status: open-fixed --> closed-fixed
     

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