Backtest Results Differ when using >=11 vs >12???

[CoopGeko]

Hi-

Under a (BarsInProgress == 1) line, I have the following line:
if (High[0] >= Position.AvgPrice + 12 * TickSize

But if I change that line to:
if(High[0] > Position.AvgPrice + 11 * TickSize

Then I get very slightly different backtest results....

Granted it only impacted 2 of 200 trades, nonetheless shouldn't the two lines return the same trades?

[marcow]

Position.AvgPrice + 12 * TickSize
is not equal to
Position.AvgPrice + 11 * TickSize


So why are you expecting the same results?

[CoopGeko]

One is >=, while the other is simply >.

[marcow]

One is >=, while the other is simply >.

oops, sorry

My guess is what you are experiencing is probably a rounding issue.
Are you trading multiple contracts with differenty entries, so Position.AvgPrice can become a value in between 2 tick values ?

[CoopGeko]

oops, sorry

My guess is what you are experiencing is probably a rounding issue.
Are you trading multiple contracts with differenty entries, so Position.AvgPrice can become a value in between 2 tick values ?

Good point marcow, but no backtest it is only using a single lot, so either way it should be an interger....but I'll have to remember that distinction if I were trading multiple contracts.....

[marcow]

to exactly find out, you could also put a print statement inside the if-condition, which substracts the 2 and divides them by TickSize. As you stated, this theoretically should always be 1. But since it goes wrong 2 out of 200, the print statement should return something like 0.99 in these instances in the OutputWindow.
That would explain why the > 11 TickSize is triggerd, but the >=12 Ticksize not.

like

 
if (High[0] >= Position.AvgPrice + 12 * TickSize)
PrintWithTimeStamp("" + ( (Position.AvgPrice + 12 * TickSize) -( Position.AvgPrice + 11 * TickSize ) ) / TickSize );

[CoopGeko]

Thanks marcow.....how do I access the output of the print statement?

And here probably is an easy question for you....

How would I tell a strategy that the setup bar can't be an outside bar...the below code works great to require the last bar to BE an outside bar, but i don't know the correct way to specify that the last bar NOT be an outside bar.

You can tell I'm pretty new at this, eh??!!!

&& High[0] > High[1]
&& Low[0] < Low[1]

[marcow]

Thanks marcow.....how do I access the output of the print statement?

Control panel / Tools / OutputWindow


Outside bar :
( High[0] > High[1] && Low[0] < Low[1] ) == true

NOT Outside bar :
( High[0] > High[1] && Low[0] < Low[1] ) == false