CrossAbove(), CrossBelow() precision

[cutzpr]

Could you please enlighten me on the precision that CrossAbove(), CrossBelow() uses?

In testing I am comparing the values of two EMAs and I see that they are triggering both a CrossAbove and CrossBelow. The difference between the two ema is approximately "0.00002465761999". I know there are some issues comparing doubles/floating numbers because of rounding. That is why I am asking.

From Strategy - Calculate.OnEachTick 1 Min Heiken-Ashi 12:00:00 AM Current Bar #: 6177 EMA_A: 1.13646432653814
From Strategy - Calculate.OnEachTick 1 Min Heiken-Ashi 12:00:00 AM Current Bar #: 6177 EMA_B: 1.13650664140247
Crossed Above
Crossed Below
From Strategy - Calculate.OnEachTick 1 Min Heiken-Ashi 12:01:00 AM Current Bar #: 6178 EMA_A: 1.13643699773493
From Strategy - Calculate.OnEachTick 1 Min Heiken-Ashi 12:01:00 AM Current Bar #: 6178 EMA_B: 1.13647664982387
Crossed Above
Crossed Below
From Strategy - Calculate.OnEachTick 1 Min Heiken-Ashi 12:02:00 AM Current Bar #: 6179 EMA_A: 1.13653677702276
From Strategy - Calculate.OnEachTick 1 Min Heiken-Ashi 12:02:00 AM Current Bar #: 6179 EMA_B: 1.13652887766036
Crossed Above
Crossed Below
From Strategy - Calculate.OnEachTick 1 Min Heiken-Ashi 12:03:00 AM Current Bar #: 6180 EMA_A: 1.13660114789647
From Strategy - Calculate.OnEachTick 1 Min Heiken-Ashi 12:03:00 AM Current Bar #: 6180 EMA_B: 1.13656480732913
Crossed Above
Crossed Below
From Strategy - Calculate.OnEachTick 1 Min Heiken-Ashi 12:04:00 AM Current Bar #: 6181 EMA_A: 1.13659371596549
From Strategy - Calculate.OnEachTick 1 Min Heiken-Ashi 12:04:00 AM Current Bar #: 6181 EMA_B: 1.13656987155275
Crossed Above
Crossed Below
From Strategy - Calculate.OnEachTick 1 Min Heiken-Ashi 12:05:00 AM Current Bar #: 6182 EMA_A: 1.13660901643294
From Strategy - Calculate.OnEachTick 1 Min Heiken-Ashi 12:05:00 AM Current Bar #: 6182 EMA_B: 1.13658435881295
Crossed Above
Crossed Below
From Strategy - Calculate.OnEachTick 1 Min Heiken-Ashi 12:06:00 AM Current Bar #: 6183 EMA_A: 1.13664078325543
From Strategy - Calculate.OnEachTick 1 Min Heiken-Ashi 12:06:00 AM Current Bar #: 6183 EMA_B: 1.13661068365307
Crossed Above
Crossed Below

                    string t = string.Format("{0:T}", Time[0]);
                    Print("From Strategy - Calculate." + Calculate.ToString() + " " + Bars.BarsPeriod + " " + t + " Current Bar #: " + CurrentBar + "  EMA_A: " + ema_a[0]);
                    Print("From Strategy - Calculate." + Calculate.ToString() + " "  + Bars.BarsPeriod + " " + t + " Current Bar #: " + CurrentBar + "  EMA_B: " + ema_b[0]);


                if(CrossAbove(ema_a,ema_b,1));
                {
                        Print("Crossed Above");
                        EnterLong(0,DefaultQuantity,"TestLong");
                }

                if(CrossBelow(ema_a,ema_b,1));
                {
                    Print("Crossed Below");
                    EnterShort(0,DefaultQuantity,"TestShort");

                } 

[cutzpr]

Ok So I found something really weird, or maybe its just me going crazy. I thought I could just multiply the decimal by a large number to get away from round but that didn't work. I cannot explain this but I took the difference between the two ema's and multiplied it by a large number

diff = (ema_a[0]-ema_b[0])*100000000; 

and I am checking to see if the difference is negative or positive for the criteria of a cross over.

But the comparison still passes for both above zero and below zero. That should not be the case. It should either be above, or below, impossible for it to be both. Look at my prints below. I have attached a test strategy to duplicate.

Diff Before Comparison :-7610.283771875
Diff > 0 :-7610.283771875
Crossed Above
Diff < 0 :-7610.283771875
Crossed Below
From Strategy - Calculate.OnEachTick 1 Min Heiken-Ashi 12:51:00 AM Current Bar #: 4787 EMA_A: 1.13652736148614
From Strategy - Calculate.OnEachTick 1 Min Heiken-Ashi 12:51:00 AM Current Bar #: 4787 EMA_B: 1.13660346432386
Diff Before Comparison :-7610.283771875
Diff > 0 :-7610.283771875
Crossed Above
Diff < 0 :-7610.283771875
Crossed Below
From Strategy - Calculate.OnEachTick 1 Min Heiken-Ashi 12:51:00 AM Current Bar #: 4787 EMA_A: 1.1365340281528
From Strategy - Calculate.OnEachTick 1 Min Heiken-Ashi 12:51:00 AM Current Bar #: 4787 EMA_B: 1.13660679765719
Diff Before Comparison :-7276.9504385839
Diff > 0 :-7276.9504385839
Crossed Above
Diff < 0 :-7276.9504385839
Crossed Below
From Strategy - Calculate.OnEachTick 1 Min Heiken-Ashi 12:52:00 AM Current Bar #: 4788 EMA_A: 1.13652689827316
From Strategy - Calculate.OnEachTick 1 Min Heiken-Ashi 12:52:00 AM Current Bar #: 4788 EMA_B: 1.13658008732702
Diff Before Comparison :-5318.90538584268
Diff > 0 :-5318.90538584268
Crossed Above
Diff < 0 :-5318.90538584268
Crossed Below
From Strategy - Calculate.OnEachTick 1 Min Heiken-Ashi 12:52:00 AM Current Bar #: 4788 EMA_A: 1.13652689827316
From Strategy - Calculate.OnEachTick 1 Min Heiken-Ashi 12:52:00 AM Current Bar #: 4788 EMA_B: 1.13658008732702
Diff Before Comparison :-5318.90538584268
Diff > 0 :-5318.90538584268
Crossed Above
Diff < 0 :-5318.90538584268
Crossed Below
Disabling NinjaScript strategy 'Test/152893863'

[NinjaTrader_Jesse]

Hello cutzpr,

I looked at the tests but the conditions you have made are not valid.

in C# you cannot use a semi colon with an if statement, you have effectively just ignored the if statements:

if(CrossAbove(ema_a,ema_b,1))[B];[/B]

should be

if(CrossAbove(ema_a,ema_b,1))

if(diff>0)[B];[/B]

should be:

if(diff>0)

Placing braces around code just scopes that code so it will still be run even if the if statement is being omitted:

if(CrossAbove(ema_a,ema_b,1))[B]; [/B]// this is ignored

{ // will always run this code, does not apply to the above condition

}

I look forward to being of further assistance.

[cutzpr]

Jesse,

That makes absolute sense. I cant believe I missed that. Thank you so much for clarifying.