Calculation differences

[ThePatientOne]

I am experiencing some weird calculation differences between an indicator and a strategy.

I have an indicator and a strategy with identical calculation logic programmed into both of them. Both are applied to the same chart. I have both printing out calculation data to the output window. When I compare the data between the two, I find that the values are sometimes as much as 0.02 off. I am printing up to 5 sig digits so I know rounding is not causing this large of difference.

If the bar data is the same, doesn't it stand to reason that identical code would produce the same results?

I am really stumped here. This differential is causing my strategy to miss some entries and exits by a tick or two here and there. The indicator is programmed like a strategy and places my buys and sells on the chart. It matches up to my TradeStation strategy perfectly. However, the NT strategy does *not* line up with the indicator. Sometimes it does match and sometimes it doesn't. I've compared each line of code *numerous* times and they match.

Any ideas? Anybody else experience this?

Thanks

[NinjaTrader_Dierk]

- for sure bar series (and bar values) are the same for strategy and indicators
- please make sure you are running strategy/indicator on same time frame, session begin/end, exclude weekedn etc.
- if problem persists: please post a simple-as-possible strategy and indicator exposing the problem, so we can reproduce