Output differences at low levels
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- This topic has 8 replies, 3 voices, and was last updated 7 months ago by
PeterSt.
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01/30/2024 at 10:40 PM #227132
Hi,
When I run e.g. close[0]/close[1] on PRT as indicator and use the same in PRT ProOrder Trading, the results are different e.g. in the attached picture, middle panel is for the indicator (value is 1.00.1644) while when same is run in proOrder, value is 1.001640. Why is there a different even in the last decimal digit?
Sample Code123456timeframe(daily, updateonclose)myReturn = Close[0]/Close[1]timeframe(default)// for proder add belowgraph(myReturn)This is resulting in inconsistency of my manual and auto trading. I would like to know why there is such a difference in internal implementation. It must be fixed imho.
Regards,
Ash
01/31/2024 at 9:49 AM #22714501/31/2024 at 11:30 AM #227163Code is same as shown above.
In case of indicator, you can use
“return myreturn”
while in case of proOrder, you can use graph. This way you can compare the result.
I understand what you mean by updateOnClose. The above issue persists whether you use updateonclose or not. This is irrelevant in this case imho.
01/31/2024 at 11:32 AM #22716402/02/2024 at 9:52 AM #22729102/05/2024 at 3:24 PM #227423Yes, it’s just that the number of significant digits isn’t the same. In backtesting, it’s fixed at 10^-5, in indicators it’s variable depending on the floating point of the value.
There may be very rare cases where a resistance/support will not be touched/crossed, for example, but it’s very rare. If you encounter recurring differences, the problem must come from somewhere else, I think.
02/05/2024 at 7:58 PM #22743902/05/2024 at 8:02 PM #227440The code for indicator and auto trading is same, it is just that when run in auto trading or back testing, it results in different levels and is apparent when using graph() against the indicator levels I see on the chart. Eg today my breakout level on my indicator on nas was 17627 but auto trading had 17633 for the same code.
I have been thinking if there is a workaround I need to apply to make it work but why workarounds.
02/06/2024 at 9:31 AM #227455 -
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