Comparing successive values of an indicator.

[user1986]

Hello,

I am trying to compare 2 consecutive values of an indicator, to do different things if the value is constant than if the value is changing.

		if (AroonOscillator(period)[1] == AroonOscillator(period)[0])
			Diff[0] = 100;
		else
			Diff[0] = 0;

However, I am having the issue that I can only get a return value when several days are constant and not for every day that fulfills the condition.

Is there anything wrong in the way I am comparing or is this a result of the indicator I am using?

[NinjaTrader_ChelseaB]

Hello user1986,

The code doesn't show when this is being called, however, it would appear that it should work fine.

If you print the time with the values being checked in the condition (this is known as debugging), do you see a print at the time you are expecting it to be checked? Are the values the expected values?

Print(string.Format("{0} | AroonOscillator(period)[1]: {1} == AroonOscillator(period)[0]: {2}", Time[0], AroonOscillator(period)[1], AroonOscillator(period)[0]));

Please post the output from this print and also let us know on what bar you are expecting this to be checked and what you expect the indicator values to be.

[user1986]

It is being called OnBarUpdate.


03/05/16 11:30:00 p. m. | AroonOscillator(period)[1]: 92,8571428571429 == AroonOscillator(period)[0]: 78,5714285714286
04/05/16 11:30:00 p. m. | AroonOscillator(period)[1]: 78,5714285714286 == AroonOscillator(period)[0]: 78,5714285714286
05/05/16 11:30:00 p. m. | AroonOscillator(period)[1]: 78,5714285714286 == AroonOscillator(period)[0]: 64,2857142857143
06/05/16 11:30:00 p. m. | AroonOscillator(period)[1]: 64,2857142857143 == AroonOscillator(period)[0]: 64,2857142857143
09/05/16 11:30:00 p. m. | AroonOscillator(period)[1]: 64,2857142857143 == AroonOscillator(period)[0]: -42,8571428571429
10/05/16 11:30:00 p. m. | AroonOscillator(period)[1]: -42,8571428571429 == AroonOscillator(period)[0]: -42,8571428571429
11/05/16 11:30:00 p. m. | AroonOscillator(period)[1]: -42,8571428571429 == AroonOscillator(period)[0]: -42,8571428571429
12/05/16 11:30:00 p. m. | AroonOscillator(period)[1]: -42,8571428571429 == AroonOscillator(period)[0]: -42,8571428571429
13/05/16 11:30:00 p. m. | AroonOscillator(period)[1]: -42,8571428571429 == AroonOscillator(period)[0]: -42,8571428571429
16/05/16 11:30:00 p. m. | AroonOscillator(period)[1]: -42,8571428571429 == AroonOscillator(period)[0]: -42,8571428571429
17/05/16 11:30:00 p. m. | AroonOscillator(period)[1]: -42,8571428571429 == AroonOscillator(period)[0]: -42,8571428571429
18/05/16 11:30:00 p. m. | AroonOscillator(period)[1]: -42,8571428571429 == AroonOscillator(period)[0]: -42,8571428571429
19/05/16 11:30:00 p. m. | AroonOscillator(period)[1]: -42,8571428571429 == AroonOscillator(period)[0]: -100


As you see there are many cases when the sentence is true (bold) for many consecutive days, but I only see the value of 100 every other day (underlined) (one day 100, then it goes to 0 on the next day, and goes back up on the third day).

[NinjaTrader_ChelseaB]

Hello user1986,

Thank you for the output.

It looks like this is a daily chart.

The Diff value for the May 4th, should have a value of 100 and is not consecutive. Does this bar not have a value for 100?

After the value is set, print the value along with the bar time so that we can see what that bars value for Diff is holding.

[user1986]

04/03/16 11:30:00 p. m. | AroonOscillator(period)[1]: 100 == AroonOscillator(period)[0]: 92,8571428571429 | 0
07/03/16 11:30:00 p. m. | AroonOscillator(period)[1]: 92,8571428571429 == AroonOscillator(period)[0]: 92,8571428571429 | 100
08/03/16 11:30:00 p. m. | AroonOscillator(period)[1]: 92,8571428571429 == AroonOscillator(period)[0]: 100 | 0
09/03/16 11:30:00 p. m. | AroonOscillator(period)[1]: 100 == AroonOscillator(period)[0]: 85,7142857142857 | 0
10/03/16 11:30:00 p. m. | AroonOscillator(period)[1]: 85,7142857142857 == AroonOscillator(period)[0]: 85,7142857142857 | 0
11/03/16 11:30:00 p. m. | AroonOscillator(period)[1]: 85,7142857142857 == AroonOscillator(period)[0]: 100 | 0
14/03/16 11:30:00 p. m. | AroonOscillator(period)[1]: 100 == AroonOscillator(period)[0]: 85,7142857142857 | 0
15/03/16 11:30:00 p. m. | AroonOscillator(period)[1]: 85,7142857142857 == AroonOscillator(period)[0]: 85,7142857142857 | 0
16/03/16 11:30:00 p. m. | AroonOscillator(period)[1]: 85,7142857142857 == AroonOscillator(period)[0]: 78,5714285714286 | 0
17/03/16 11:30:00 p. m. | AroonOscillator(period)[1]: 78,5714285714286 == AroonOscillator(period)[0]: 71,4285714285714 | 0
18/03/16 11:30:00 p. m. | AroonOscillator(period)[1]: 71,4285714285714 == AroonOscillator(period)[0]: 64,2857142857143 | 0
21/03/16 11:30:00 p. m. | AroonOscillator(period)[1]: 64,2857142857143 == AroonOscillator(period)[0]: 57,1428571428571 | 0
22/03/16 11:30:00 p. m. | AroonOscillator(period)[1]: 57,1428571428571 == AroonOscillator(period)[0]: 50 | 0
23/03/16 11:30:00 p. m. | AroonOscillator(period)[1]: 50 == AroonOscillator(period)[0]: 42,8571428571429 | 0


Somehow, it seems it is only calculating every other day...

[NinjaTrader_ChelseaB]

Hi user1986,

You may be running into an issue with a double epsilon.

http://ninjatrader.com/support/forum/showthread.php?t=3929

try:

if (Math.Abs(AroonOscillator(period)[1] – AroonOscillator(period)[0]) < 0.0001)