Bug with the Min function?

[tradingGary]

Not sure if I am doing something wrong here, but here's my problem:

In the OnBarUpdate I have set the following:
myBidSeries.Set(GetCurrentBid());

in one of my methods, I set the following variables:
iMax = MAX(myBidSeries, iBars)[0];
iMin = MIN(myBidSeries, iBars)[0];

My output however is inconsistent:
for iMax I always get a proper value, for iMin however, for the same set of ranges, I get a 0.

This problem is only resolved when I substitue myBidSeries with Close price. Why doesn't this work with my Bid Price Data Series??? Interestingly, when I print out the myBidSeries[i], and Close[i] in a for loop, I get the same values, but when used with the Min function it does not work...

Please help, btw, I am using market replay to test this function.
Thanks,
Gary

[NinjaTrader_Bertrand]

Gary, welcome to the forums here! Which NinjaTrader version are you using currently? You can check this under Help > About.

Do you get the same printouts if used on a live data stream?

For which product and timeframe(s) are you testing this?

Please keep in mind there's no historical bid / ask data available so instead in a backtest the Close would be substituted then.

[Baruch]

Maybe the iBars =0? You know that minimum of 0 and positive number equals ZERO.

Baruch

[tradingGary]

Bug with the Min Function?

Hi Guys,

I am using version 6.5.1000.11 LIVE
Looking at 1 second chart of the EUR/GBP pair. I have a full days worth of data.

I have verified that iBars >0, moreover, the MAX function works with the same exact parameters, that's why it is soo confusing to me.

I am doing market replay as I know this test would not work if I would be backtesting, however with market replay, to my understanding, the getCurrentBid() function should work -- and does as I get the print out for every bar available.

Also, just tried in live, get same results.
Thanks for your help guys.

[NinjaTrader_Bertrand]

Gary, can't reproduce this here, both min and max of the bidseries return proper values after the needed startup time to fill the bidseries...on which broker / feed are you testing this?

[tradingGary]

Bug with the Min Function?

Using forex.com

Also, I made sure for bidseries to be full before I start debugging.

Anything else I can try to see where the issue is?

[NinjaTrader_Bertrand]

Which Pip setting are you using for Gain / Forex.com? For simulation, please set this to 'Pip'. I was testing on the same connection this morning and it worked as expected, so perhaps you can post your full code so I can let exactly the same code run on my end to compare.

[tradingGary]

Here's the partial code, I have defined all variables...
#region Variables
DataSeries myBidSeries;
#endregion
protected override void Initialize()
{
//Bid Prices Array
myBidSeries = new DataSeries(this);
int iBars = 300;
}
protected override void OnBarUpdate()
{
// Bid Price array
myBidSeries.Set(GetCurrentBid());

iMax = MAX(myBidSeries, iBars)[0];
iMin = MIN(myBidSeries, iBars)[0];

Print("iMin = MIN(myBidSeries, iBars)[0] " + MIN(myBidSeries, iBars)[0] );
Print("iMin = MIN( Close, iBars)[0] " + MIN(Close, iBars)[0] );
}

This should show you that when I use myBidSeries in the Min function I get a 0, and when I use Close, I get a value.

Thanks,
Gary

[NinjaTrader_Austin]

Hi there Gary, I just tested this on my end with YM on the Simulated Data Feed and this is the output from your script:

iMin = MIN(myBidSeries, iBars)[0] 9318
iMin = MIN( Close, iBars)[0] 9318

It isn't reporting 0 for a min value, is that what you get?

[tradingGary]

This is what I get: (as you can see I have printer myBidSeries and Close and they are equal, as soon as I use the min function, I get a 0.

Interesting, eh??? I am sure it is something silly, just want to make sure I understand it!

myBidSeries 0.8512
Close price 0.8512
iMin = MIN(myBidSeries, iBars)[0] 0
iMin = MIN( Close, iBars)[0] 0.8512

Thanks!

[NinjaTrader_Austin]

If you get a 0 for a Min function, that means your data series has a 0 in it somewhere. Can you send me the full script so I can try to reproduce this behavior? If that isn't possible, can you try it with the script attached to this post?

[tradingGary]

Your indicator works fine.

Okay, I will spend more time on this before bugging you guys. Must be something else in my code that screws it up.
thank you!
-Gary