Announcement

Collapse

Looking for a User App or Add-On built by the NinjaTrader community?

Visit NinjaTrader EcoSystem and our free User App Share!

Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less

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 DJ888, 04-16-2024, 06:09 PM
    6 responses
    18 views
    0 likes
    Last Post DJ888
    by DJ888
     
    Started by Jon17, Today, 04:33 PM
    0 responses
    1 view
    0 likes
    Last Post Jon17
    by Jon17
     
    Started by Javierw.ok, Today, 04:12 PM
    0 responses
    6 views
    0 likes
    Last Post Javierw.ok  
    Started by timmbbo, Today, 08:59 AM
    2 responses
    10 views
    0 likes
    Last Post bltdavid  
    Started by alifarahani, Today, 09:40 AM
    6 responses
    41 views
    0 likes
    Last Post alifarahani  
    Working...
    X