Wrong Calculation with TRADEPRICE?

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  • 05/14/2020 at 6:41 PM #131698 quote
    Pietro Fontana
    Participant
    Average

    Greetings all,

    maybe i’m missing something, but it seems that there’s a wrong calculation done in ProRealTime.

    I have a first value (close-tradeprice)/tradeprice =  0.05005

    I have a second value incdecfact/2 = 0.11831

    ProRealTime says the that first value is greater than the second one, see the screenshot.

    I’m making some mistakes?

    Thanks.

    Best regards.

    H7pv83xK3M.png H7pv83xK3M.png
    05/14/2020 at 8:10 PM #131706 quote
    Vonasi
    Moderator
    Master

    Are you resetting the value to zero between bars?

    05/15/2020 at 8:33 AM #131738 quote
    Nicolas
    Keymaster
    Master

    Are you using multiple timeframes in your code? How are graphed your variables please?

    (Topic moved into the ProOrder forum for automated trading related questions).

    05/15/2020 at 2:35 PM #131779 quote
    Pietro Fontana
    Participant
    Average

    Hi,


    @Vonasi    : no, i’m not resetting it to 0, but i should not, because close and tradeprice are builtin variables and incdectfact is calculated each time: HistoricVolatility[60](close) * 1.5


    @Nicolas    : i’m not using multitimeframe (i still don’t have tried it), the code for graph is this:

    graph (close-tradeprice)/tradeprice > incdectfact/2
graph incdecfact/2
graph (close-tradeprice)/tradeprice

     

    Let me know if you need more information.

    05/15/2020 at 3:19 PM #131782 quote
    Vonasi
    Moderator
    Master

    Please use the ‘Insert PRT Code’ button when posting code – even if it is only a few lines of code. 🙂

    Pietro Fontana thanked this post
    05/15/2020 at 3:55 PM #131787 quote
    Nicolas
    Keymaster
    Master

    Variable “incdecfact”, what is all about? CALLed from an indicator or?

    05/15/2020 at 3:57 PM #131789 quote
    Pietro Fontana
    Participant
    Average

    Hi Nicolas,

    it store an built in indicator value.

    incdecfact = HistoricVolatility[60](close) * 1.5
    05/16/2020 at 1:07 PM #131867 quote
    Pietro Fontana
    Participant
    Average

    Hi,

    i’ve found the error, it was the variable that a certain point of the code was named differently.

    Thanks for the support!

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Wrong Calculation with TRADEPRICE?


ProOrder: Automated Strategies & Backtesting

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Pietro Fontana @pietro_fontana Participant
Summary

This topic contains 7 replies,
has 3 voices, and was last updated by Pietro Fontana
5 years, 9 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 05/14/2020
Status: Active
Attachments: 1 files
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