Rounding differences

• 04/13/2019 at 2:56 PM #96349
  robertogozzi

  I found out that there are differences between the rounding of numbers by ProOrder and the same done by ProBuilder.

  The following test was made on the indicator “Wilder’s Accumulative Swing Index (ASI)” and the same code turned into a strategy with embedded code, though some slight differences show also if I CALL it.

  Indicator:

  ASI indicator

  DEFPARAM CalculateOnLastBars = 3000 //commenting this will not work it out dailylimit=1 if barindex>0 then //definition SwingIdx parameters AbsHighClose = abs(high - close[1]) AbsLowClose = abs(low - close[1]) AbsCloseOpen = abs(close[1] - open[1]) AbsMaxMin = abs(high-low) CloseClose = close-close[1] CloseOpenToday = close - open CloseOpenYesterday = close[1] - open[1] //computation K k = max(AbsHighClose,AbsLowClose) //Computation R partialR = max(AbsHighClose,max(AbsLowClose,AbsMaxMin)) if AbsHighClose = partialR then r= AbsHighClose - 0.5 * AbsLowClose + 0.25 * AbsCloseOpen else r= AbsMaxMin + 0.25 * AbsCloseOpen endif if AbsLowClose=partialR then r= AbsLowClose-0.5*AbsHighClose+ 0.25 * AbsCloseOpen endif //main formula if r<>0 then SwingIdx = 50*(( CloseClose + 0.50 * CloseOpenToday + 0.25 * CloseOpenYesterday ) / R ) *( K / DailyLimit ) endif AccumulativeSwingIdx=AccumulativeSwingIdx+SwingIdx endif return AccumulativeSwingIdx AS "ASI"

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  DEFPARAM CalculateOnLastBars = 3000  //commenting this will not work it out dailylimit=1 if barindex>0 then    //definition SwingIdx parameters    AbsHighClose       = abs(high - close[1])    AbsLowClose        = abs(low - close[1])    AbsCloseOpen       = abs(close[1] - open[1])    AbsMaxMin          = abs(high-low)    CloseClose         = close-close[1]    CloseOpenToday     = close - open    CloseOpenYesterday = close[1] - open[1]    //computation K    k                  = max(AbsHighClose,AbsLowClose)    //Computation R    partialR           = max(AbsHighClose,max(AbsLowClose,AbsMaxMin))    if AbsHighClose = partialR then       r= AbsHighClose - 0.5 * AbsLowClose + 0.25 * AbsCloseOpen    else       r= AbsMaxMin + 0.25 * AbsCloseOpen    endif    if AbsLowClose=partialR then       r= AbsLowClose-0.5*AbsHighClose+ 0.25 * AbsCloseOpen    endif    //main formula    if r<>0 then       SwingIdx = 50*((  CloseClose + 0.50 * CloseOpenToday + 0.25 * CloseOpenYesterday  ) / R ) *( K / DailyLimit )    endif    AccumulativeSwingIdx=AccumulativeSwingIdx+SwingIdx endif return AccumulativeSwingIdx AS "ASI"

  Strategy:

  ASI strategy

  DailyLimit = 1 if BarIndex > 0 then //definition SwingIdx parameters AbsHighClose = abs(high - close[1]) AbsLowClose = abs(low - close[1]) AbsCloseOpen = abs(close[1] - open[1]) AbsMaxMin = abs(high-low) CloseClose = close-close[1] CloseOpenToday = close - open CloseOpenYesterday = close[1] - open[1] //computation K k = max(AbsHighClose,AbsLowClose) //Computation R partialR = max(AbsHighClose,max(AbsLowClose,AbsMaxMin)) if AbsHighClose = partialR then r= AbsHighClose - 0.5 * AbsLowClose + 0.25 * AbsCloseOpen else r= AbsMaxMin + 0.25 * AbsCloseOpen endif if AbsLowClose=partialR then r= AbsLowClose-0.5*AbsHighClose+ 0.25 * AbsCloseOpen endif //main formula if r<>0 then SwingIdx = 50*(( CloseClose + 0.50 * CloseOpenToday + 0.25 * CloseOpenYesterday ) / R ) *( K / DailyLimit ) endif AccumulativeSwingIdx=AccumulativeSwingIdx+SwingIdx endif graph AccumulativeSwingIdx buy at -close limit //dummy line

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  DailyLimit = 1 if BarIndex > 0 then    //definition SwingIdx parameters    AbsHighClose       = abs(high - close[1])    AbsLowClose        = abs(low - close[1])    AbsCloseOpen       = abs(close[1] - open[1])    AbsMaxMin          = abs(high-low)    CloseClose         = close-close[1]    CloseOpenToday     = close - open    CloseOpenYesterday = close[1] - open[1]    //computation K    k                  = max(AbsHighClose,AbsLowClose)    //Computation R    partialR           = max(AbsHighClose,max(AbsLowClose,AbsMaxMin))    if AbsHighClose = partialR then       r= AbsHighClose - 0.5 * AbsLowClose + 0.25 * AbsCloseOpen    else       r= AbsMaxMin + 0.25 * AbsCloseOpen    endif    if AbsLowClose=partialR then       r= AbsLowClose-0.5*AbsHighClose+ 0.25 * AbsCloseOpen    endif    //main formula    if r<>0 then       SwingIdx = 50*((  CloseClose + 0.50 * CloseOpenToday + 0.25 * CloseOpenYesterday  ) / R ) *( K / DailyLimit )    endif    AccumulativeSwingIdx=AccumulativeSwingIdx+SwingIdx endif graph AccumulativeSwingIdx buy at -close limit    //dummy line

  Pics outline differences, even when CALLing the indicator, rather than embed it into my strategy.

   

   

   

  

  robertogozzi

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  04/13/2019 at 3:02 PM #96355
  robertogozzi

  Inserting this line just after the calculation of SwingIdx worked it out (I multiplied it by 100, rounded to always the lowest integer, then divided it by 100, I just truncated after the 2nd decimal digit) :

  patch

  SwingIdx = round((SwingIdx * 100) - 0.5) / 100

  1	SwingIdx = round((SwingIdx * 100) - 0.5) / 100

  but is not a real solution. Rounding should be always done the same way, no matter whether by ProOrder, ProBuilder, ….

   

  

  robertogozzi

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  04/13/2019 at 4:17 PM #96359
  Nicolas

  I replicate the same problem. I made a technical report too.

  

  Nicolas

  Keymaster

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  04/15/2019 at 3:05 PM #96518
  Nicolas

  It has been identified and will be fixed in a next update.

  3 users thanked author for this post.

  Vonasi, GraHal, robertogozzi

  

  Nicolas

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  07/08/2019 at 4:15 PM #102181
  Nicolas

  I had confirmation today that it has been fixed for IG and PRT software version.

  1 user thanked author for this post.

  robertogozzi

  

  Nicolas

  Keymaster

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