WMA with Filter.NO_FILTER does not match shifted WMA-values

I guess, the following is a bug?

I assume, calling WMA without a filter arguments should retrieve the same values as calling WMA with Filter.NO_FILTER.
I've done some tests and discovered a time-shift in the results of WMA-values, but maybe I also miss something here?

A) values retrieved through: wma(GBPUSD, FOUR_HOURS, BID, MEDIAN_PRICE, 27, NO_FILTER, 1, <time>, 0)[0];
B) values retrieved through: wma(GBPUSD, FOUR_HOURS, BID, MEDIAN_PRICE, 27, <shift>);
C) values retrieved through: wma(GBPUSD, FOUR_HOURS, BID, MEDIAN_PRICE, 27, <time>, <time>)[0];

results retrieved at ticktime=Mon 2009.06.22 00:00:02.490 (GMT):

A. <time=Mon 2009.06.22 00:00:00.000>: 1.646520634920635, B. <shift=0>: 1.6466242063492063, C: 1.6466242063492063
A. <time=Sun 2009.06.21 20:00:00.000>: 1.6462562169312167, B. <shift=1>: 1.6458127645502645, C: 1.6458127645502645
A. <time=Sun 2009.06.21 16:00:00.000>: 1.6458127645502645, B. <shift=2>: 1.6453016534391531, C: 1.6453016534391531
A. <time=Sun 2009.06.21 12:00:00.000>: 1.6453016534391531, B. <shift=3>: 1.6447636243386243, C: 1.6447636243386243
A. <time=Sun 2009.06.21 08:00:00.000>: 1.6447636243386243, B. <shift=4>: 1.6441974206349206, C: 1.6441974206349206
A. <time=Sun 2009.06.21 04:00:00.000>: 1.6441974206349206, B. <shift=5>: 1.6436144841269842, C: 1.6436144841269842
A. <time=Sun 2009.06.21 00:00:00.000>: 1.6436144841269842, B. <shift=6>: 1.6430177910052908, C: 1.6430177910052908

The values retrieved through the wma-function with the filter-argument match the values on the chart. That makes sense, as I guess you are using the wma.filter-function to populate the chart.

Could you please have a look into this and let me know your findings?
For the moment being, which function returns the correct the values - A) wma.filter OR B)wma.shift / C) wma.fromTo ?

Thanks and best regrads,
RR.

Hi,
how do you set time for these indicators?

I was using

long lBarStart = history.getBarStart(period, tick.getTime()) - nShift * period.interval;
as well as in other tests
long lBarStart = history.getStartTimeOfCurrentBar(period) - nShift * period.interval;

to retrieve the barstarts for the wma-calls.

We are not sure about the way you specify your time and shift parameters.
We prepared for you test sample, which demonstrates proper usage of all tree wma indicators.
Please compare yours shift and time parameters with parameters from sample.

package jforex;
import java.util.*;
import com.dukascopy.api.*;

public class WmaTest implements IStrategy {
    private IContext context;    
    private IIndicators indicators;
    private IHistory history;
    private IConsole console;
    
    public void onStart(IContext context) throws JFException {
        this.context = context;        
        this.indicators = context.getIndicators();
        this.history = context.getHistory();    
        this.console = context.getConsole();
    }

    public void onAccount(IAccount account) throws JFException {         
    }

    public void onMessage(IMessage message) throws JFException {
    }

    public void onStop() throws JFException {
    }

    public void onTick(Instrument instrument, ITick tick) throws JFException {
        if (instrument == Instrument.GBPUSD){
            long time = history.getPreviousBarStart(Period.FOUR_HOURS ,history.getLastTick(Instrument.GBPUSD).getTime());
            int i = 1;
            do {
                double[] a = indicators.wma(Instrument.GBPUSD, Period.FOUR_HOURS, OfferSide.BID, IIndicators.AppliedPrice.MEDIAN_PRICE, 27, Filter.NO_FILTER, 1, time, 0);
            
                double b = indicators.wma(Instrument.GBPUSD, Period.FOUR_HOURS, OfferSide.BID, IIndicators.AppliedPrice.MEDIAN_PRICE, 27, i);
            
                double[] c = indicators.wma(Instrument.GBPUSD, Period.FOUR_HOURS, OfferSide.BID, IIndicators.AppliedPrice.MEDIAN_PRICE, 27, time, time);
                    
                if (a.length > 0 && c.length > 0 && !Double.valueOf(b).isNaN()){            
                    console.getOut().print("A: "+a[0]);
                    console.getOut().print(", B: "+b);
                    console.getOut().println(", C: "+c[0]);
                }
                time = history.getTimeForNBarsBack(Period.FOUR_HOURS, time, 2);
                ++i;
            } while (i < 10);
            context.stop();
        }
    }
    
    public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {
    }
}