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Closed Bug report MC-2160

MC.NET: AverageFC does NOT work when changing Length attribute along the way

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icon_info.png This issue has been closed with status "Not a bug" and resolution "Not determined".
Description

Usecase:

One might desire to change a moving average length along the way, as in the below:

if sky == blue then length = 10
if sky == dark then lengh = 20

One can see when doing this, that once length changed when CalcFunc() reaches Bar Number 1000, that the Moving Average value gets wrongly computed. Attahed picture with the proof:

1) Picture shows code to get this: simple dual moving average cross-over
2) When CurrentBar == 14000, I change the slow mov average length from 10 to 8
3) Immediately after Bar 14000, we can see the value of slow moving average jumps from 94.25 to 117.87. Looking at the Close price values on last 8 or 10 bars, we can see that mathematically it is INCORRECT: 117.87 CANNOT BE an average of last 8 Close prices.

4) Conclusion: when changing the length, of a moving average along the way, the mov average value is NOT CORRECTLY COMPUTED AFTERWARDS.

Obs: I think this also happens in MC powerlanguage if AverageFC is used ... I always use the simple Average function in easylanguage.

Steps to reproduce this issue

Phe proof is in the pudding, I mean attached picture.

Comments (1)
#1
user-offline.png  Alex MultiCharts (Alex MultiCharts)
Jan 18, 2017 - 09:49
That is expected behavior. You cannot change the length “along the way” as Moving Average is a series function, it preserves and utilizes its previous values for calculations.
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