Need help with XAverage and so on...

April 12th, 2014, 10:59 PM

Hi all,

I program XAverage in my TradeStation. However, some strange things happened:
(1) XAverage(Close, 3) is not what the chart shows EMA(3).
(2) Second, XAverage(Close,3)[1] gives me "0", also for [2][3]...

In addition, similar things happen when I want to code for some indicators turning up or turning down:
Average(ADX(25), 3) is ok, but Average(ADX(25), 3)[1] is 0.

I have some training in programing, but I am new to TradeStation syntax.

Can you give me some help insights?

Thank you very much!

ABCTG · April 13th, 2014, 05:51 AM

OperaMask,

I am not exactly sure what is happening on your end, but this code

Code

Plot1(XAverage(Close, 3));
Plot2(XAverage(Close, 3)[1]);

produces two EMAs where the second one is returning the previous bar's value from the first XAverage.

What do you mean with " XAverage(Close, 3) is not what the chart shows EMA(3)."?

Regards,
ABCTG

November 24th, 2020, 03:24 PM

ABCTG

OperaMask,

I am not exactly sure what is happening on your end, but this code

Code

Plot1(XAverage(Close, 3));
Plot2(XAverage(Close, 3)[1]);

produces two EMAs where the second one is returning the previous bar's value from the first XAverage.

What do you mean with " XAverage(Close, 3) is not what the chart shows EMA(3)."?

Regards,
ABCTG

I am having an issue that sounds like it's related to OP's:

Using this code to produce a 21 EMA:

Code

ema = XAverage(close,21);

I print the variable "ema" on a daily chart, and the value printed doesn't match the value shown on the chart.

I noticed this when trades were being placed that looked wrong, and started troubleshooting with the print function.

Is this an issue with the daily bars, or is it some sort of known issue, or am I just missing something very obvious?

ABCTG · November 25th, 2020, 02:23 AM

ReximusMaximus,

keep in mind that some indicators like EMAs have a starting point dependency. When you compare strategy calculations to indicator results that use starting point dependent calculations you will want to make sure that they both start on the same bar. By default the "MaxBarsBack" feature might cause them to start at different points and in turn the values on a given bar can be different due to that. Therefore, it can make sense to manually set the indicator to the same "MaxBarsBack" value as the strategy.
You can read more about this here in the Tradestation wiki:

Starting Point Dependence
The surprising MACD indicator
Understanding MaxBarsBack

Regards,

ABCTG

ReximusMaximus

I am having an issue that sounds like it's related to OP's:

Using this code to produce a 21 EMA:

Code

ema = XAverage(close,21);

I print the variable "ema" on a daily chart, and the value printed doesn't match the value shown on the chart.

I noticed this when trades were being placed that looked wrong, and started troubleshooting with the print function.

Is this an issue with the daily bars, or is it some sort of known issue, or am I just missing something very obvious?

Need help with XAverage and so on...

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Need help with XAverage and so on...