difference between data box value and strategy calculations

[grany]

Hello,
I need help finding out what causes difference between indicator values displayed in data box and the way a strategy calculates it. When simplifying my strategy in order to find out why it doesn't behave the way I expected, it eventually came down to a single statement: buy when indicator value is rising. Surprisingly the strategy enters long even though the indicator value remains the same as it was bar ago. The strategy plots the indicator on the chart, the line is clearly flat and the data box shows the indicator value has not changed on those two adjacent bars yet the strategy enters long anyway. I tried using the "rising" function as well as comparing the values on current and previous bar but the same result. Does a strategy calculates the indicator value differently than the indicator function or with more decimal places than the data box displays so that the difference can be on third or fourth decimal place and therefore not displayed in the data box? The bar type is Renko but I don't think this would be the problem since the market order is based on a change of an indicator value. Any help is appreciated. Thanks in advance.

[NinjaTrader_JC]

Hello grany,

That depends on how the Indicator is programmed but yes, it is possible to have more decimal places inside of the Indicator plot values programmatically as the values displayed on a chart will be based on the Instruments size.

You can verify the values with the Print() statement and get the full values displayed in the Output window (under the Tools menu). Here is a thread to that goes over this that you may view.

http://www.ninjatrader.com/support/forum/showthread.php?t=3418

Let us know if this helps out.

[koganam]

... Does a strategy calculates the indicator value differently than the indicator function or with more decimal places than the data box displays so that the difference can be on third or fourth decimal place and therefore not displayed in the data box? ....

Yes. Such is the problem with floating point arithmetic in computers. Now you know why I always round my indicator values to the TickSize of the instrument, so that I have a result which has valid statistical meaning.