Indicator not returning the same value when used in a strategy

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04/28/2021 at 10:53 AM #168267 quote
Mattias
Participant

Senior
Sorry if this is a frequently asked question, I tried to search but couldn’t find the answer.

So if I for example do the following line in a indicator and in a strategy, and output the result,
```
myATR = AverageTrueRange[14](close)
```
I don’t get the same value in my indicator as outputted in my strategy with the graph command.

However, if I do an average,
```
myMA = Average[20](close)
```
and output it as above, I do get the same value in the indicator as in my strategy. Why is this?

Thanks!
04/28/2021 at 11:44 AM #168268 quote
robertogozzi
Moderator

Master
I am returned the same values, both for ATR and SMA, using these snippets:
```
Avg = Average[10](close)
buy at -close limit      //does nothing but preventing an error message
graph Avg
```
```
myATR = AverageTrueRange[14](close)
buy at -close limit      //does nothing but preventing an error message
graph myATR
```
there can be some negligible differences, at times, due most likely to different rounding procedures, but they should not affect strategies.

Mattias thanked this post

x1.jpg x2.jpg xDifference.jpg
04/28/2021 at 11:54 AM #168274 quote

Nicolas
Keymaster

Master

Make sure you are not using custom trading hours on the current chart and with weekend data enabled.

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Indicator not returning the same value when used in a strategy

ProOrder: Automated Strategies & Backtesting

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Mattias @mattias Participant

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This topic contains 2 replies,
has 3 voices, and was last updated by Nicolas
4 years, 10 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	04/28/2021
Status:	Active
Attachments:	3 files

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