* Sorry, I was writing my message when you replied - here is what I have found.

I have create copy of AverageFC and SummationFC to put my own logs into TS and MC.

This is the log code into my own FXSummationFC.

Code: Select all

`Sum = Sum[1] + Price - Price[Length] ;`

Print (Date," ",Time," In SummationFC Price : ",Price:0:5, " Sum: ", Sum:0:5, " Sum[1]: ", Sum[1]:0:5, " Price [Lenght] : ", Price[Length]:0:5);

Here is the result for TS on the 20/05/2009:

1090505.00 2259.00 In SummationFC Price : 1.33291 Sum: 13.20733 Sum[1]: 13.16884 Price [Lenght] : 1.29442

1090506.00 2259.00 In SummationFC Price : 1.33315 Sum: 13.24000 Sum[1]: 13.20733 Price [Lenght] : 1.30048

1090507.00 2259.00 In SummationFC Price : 1.33882 Sum: 13.26441 Sum[1]: 13.24000 Price [Lenght] : 1.31441

1090508.00 2259.00 In SummationFC Price : 1.36389 Sum: 13.30425 Sum[1]: 13.26441 Price [Lenght] : 1.32405

1090511.00 2259.00 In SummationFC Price : 1.35806 Sum: 13.35883 Sum[1]: 13.30425 Price [Lenght] : 1.30348

1090512.00 2259.00 In SummationFC Price : 1.36489 Sum: 13.40891 Sum[1]: 13.35883 Price [Lenght] : 1.31481

1090513.00 2259.00 In SummationFC Price : 1.35993 Sum: 13.44172 Sum[1]: 13.40891 Price [Lenght] : 1.32712

1090514.00 2259.00 In SummationFC Price : 1.36390 Sum: 13.48288 Sum[1]: 13.44172 Price [Lenght] : 1.32274

1090515.00 2259.00 In SummationFC Price : 1.34940 Sum: 13.50548 Sum[1]: 13.48288 Price [Lenght] : 1.32680

1090518.00 2259.00 In SummationFC Price : 1.35609 Sum: 13.52104 Sum[1]: 13.50548 Price [Lenght] : 1.34053

1090519.00 2259.00 In SummationFC Price : 1.36308 Sum: 13.55121 Sum[1]: 13.52104 Price [Lenght] : 1.33291

1090519.00 2259.00 In SummationFC Price : 1.36308 Sum: 13.55121 Sum[1]: 13.52104 Price [Lenght] : 1.33291

0.00 1.36308 1.35512

1090519.00 2259.00 In SummationFC Price : 1.36308 Sum: 13.55121 Sum[1]: 13.52104 Price [Lenght] : 1.33291

100.00 1.36308 1.35512

1090519.00 2259.00 In SummationFC Price : 1.36308 Sum: 13.55121 Sum[1]: 13.52104 Price [Lenght] : 1.33291

200.00 1.36308 1.35512

1090519.00 2259.00 In SummationFC Price : 1.36308 Sum: 13.55121 Sum[1]: 13.52104 Price [Lenght] : 1.33291

300.00 1.36308 1.35512

1090519.00 2259.00 In SummationFC Price : 1.36308 Sum: 13.55121 Sum[1]: 13.52104 Price [Lenght] : 1.33291

400.00 1.36308 1.35512

1090519.00 2259.00 In SummationFC Price : 1.36308 Sum: 13.55121 Sum[1]: 13.52104 Price [Lenght] : 1.33291

500.00 1.36308 1.35512

1090519.00 2259.00 In SummationFC Price : 1.36308 Sum: 13.55121 Sum[1]: 13.52104 Price [Lenght] : 1.33291

-------------------------------------------------------------------------------

And here is the same result for MC (small variations on the Price is only due to the ref hour for daily change - 22h59 into TS and 00:00 into MC, it's not significant).

1090519.00 1500.00 In SummationFC Price : 1.35557 Sum: 95.93048 Sum[1]: 95.91650 Price [Lenght] : 1.34159

1090519.00 1600.00 In SummationFC Price : 1.35557 Sum: 95.94446 Sum[1]: 95.93048 Price [Lenght] : 1.34159

1090519.00 1700.00 In SummationFC Price : 1.35557 Sum: 95.95844 Sum[1]: 95.94446 Price [Lenght] : 1.34159

1090519.00 1800.00 In SummationFC Price : 1.35557 Sum: 95.97242 Sum[1]: 95.95844 Price [Lenght] : 1.34159

1090519.00 1900.00 In SummationFC Price : 1.35557 Sum: 95.98640 Sum[1]: 95.97242 Price [Lenght] : 1.34159

1090519.00 2000.00 In SummationFC Price : 1.35557 Sum: 96.00038 Sum[1]: 95.98640 Price [Lenght] : 1.34159

1090519.00 2100.00 In SummationFC Price : 1.35557 Sum: 96.01436 Sum[1]: 96.00038 Price [Lenght] : 1.34159

1090519.00 2200.00 In SummationFC Price : 1.35557 Sum: 96.02834 Sum[1]: 96.01436 Price [Lenght] : 1.34159

1090519.00 2300.00 In SummationFC Price : 1.35557 Sum: 96.04232 Sum[1]: 96.02834 Price [Lenght] : 1.34159

1090520.00 0.00 In SummationFC Price : 1.36273 Sum: 96.07398 Sum[1]: 96.04232 Price [Lenght] : 1.33107

0.00 1.36273 9.60740

1090520.00 100.00 In SummationFC Price : 1.36273 Sum: 96.10564 Sum[1]: 96.07398 Price [Lenght] : 1.33107

100.00 1.36273 9.61056

1090520.00 200.00 In SummationFC Price : 1.36273 Sum: 96.13730 Sum[1]: 96.10564 Price [Lenght] : 1.33107

200.00 1.36273 9.61373

1090520.00 300.00 In SummationFC Price : 1.36273 Sum: 96.16896 Sum[1]: 96.13730 Price [Lenght] : 1.33107

300.00 1.36273 9.61690

1090520.00 400.00 In SummationFC Price : 1.36273 Sum: 96.20062 Sum[1]: 96.16896 Price [Lenght] : 1.33107

400.00 1.36273 9.62006

1090520.00 500.00 In SummationFC Price : 1.36273 Sum: 96.23228 Sum[1]: 96.20062 Price [Lenght] : 1.33107

500.00 1.36273 9.62323

1090520.00 600.00 In SummationFC Price : 1.36273 Sum: 96.26394 Sum[1]: 96.23228 Price [Lenght] : 1.33107

---------------------------------------------------------------

So the results shows that the difference is on how Sum [1] reference is managed:

In TS, Sum [1] uses the data of the previous data2 bar, not of the previous data1 bar. So even if TS compute SummationFC on each data1 bar, he do it on the same setof data, so he always get the same result on each 1 hour bar.

In MC, Sum [1] uses thedata of the previous data1 bar (1 hour), so Sum is modified on every data1 bar.