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Result Discrepency between Indicator and Strategy

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  • cbadr
    started a topic Result Discrepency between Indicator and Strategy

    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

  • cbadr
    replied
    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.

    Leave a comment:

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