• 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 Tyler7498, Today, 07:34 PM
    0 responses
    4 views
    0 likes
    Last Post Tyler7498  
    Started by Woomera, Today, 07:24 PM
    1 response
    4 views
    0 likes
    Last Post NinjaTrader_ChrisL  
    Started by Newtrader101, Today, 12:31 PM
    2 responses
    13 views
    0 likes
    Last Post Newtrader101  
    Started by kweiss, Today, 06:42 PM
    0 responses
    2 views
    0 likes
    Last Post kweiss
    by kweiss
     
    Started by Newtrader101, Today, 06:31 PM
    0 responses
    4 views
    0 likes
    Last Post Newtrader101  
    Working...
    X