• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Result Discrepency between Indicator and Strategy

Collapse
X
  • Filter
  • Time
  • Show
Clear All
new posts

    Result Discrepency between Indicator and Strategy

    Hi, i have an issue here as i have the same logic on both an indicator and on the strategy but the result are completely different.

    In the strategy i have in Onbarupdate() the following:
    Code:
    int ATR_zero        =     (int)(Math.Round(ATR(1)[0]/TickSize,1));
    This result gives an integer representing a number a ticks.

    But if i code that into a custom indicator like this:

    Code:
     protected override void Initialize()
            {
                Overlay                = false;
                 Add(new Plot(Color.Lime, "AtrZero"));
             }
     
            protected override void OnBarUpdate()
            {
               int     Range     = (int)(Math.Round(ATR(Period)[0]/TickSize,1));
               ATR_Zero.Set(Range); 
            }

    Then call this custom indicator in the Strategy with a Print function in OnBarUpdate():
    Code:
    Print(CustumIndicator(1).ATR_Zero[0]);

    The result is completly different than the previous one


    Code:
    Print(ATR_zero);

    Is there any rationale explantion??


    Thanks
    Chris

    #2
    At the end i found the issue, i didnt put the same lookback period between the two test.


    So results are the same. No problem.

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by dariuszszyc, Today, 12:07 AM
    1 response
    6 views
    0 likes
    Last Post login_dejavu  
    Started by KennyK, Yesterday, 09:28 PM
    1 response
    10 views
    0 likes
    Last Post NinjaTrader_ChelseaB  
    Started by vindiou, Yesterday, 02:37 AM
    1 response
    24 views
    0 likes
    Last Post NinjaTrader_ChelseaB  
    Started by login_dejavu, Yesterday, 10:55 AM
    2 responses
    27 views
    0 likes
    Last Post NinjaTrader_ChelseaB  
    Started by joemiller, Yesterday, 03:30 AM
    3 responses
    11 views
    0 likes
    Last Post joemiller  
    Working...
    X