Strange values

[TJohn]

Hi,

FGBL has tick of 0.01. Now, when I backtested a strategy, High[0] - Low[0] equals to 0.06000000000023. How is this even possible?

[eDanny]

This shouldn't be possible with standard bars or candles. Are you using a 3rd party bar? Not all developers of bar types will use Round2Ticksize (NT7) and you may need to add code that to your strategy.

Dan

[TJohn]

No, I am using a standart 3 minute chart, nothing else. It works normally most of the time, this is the only case I found. It seems to be a bug.

[NinjaTrader_ZacharyG]

Hello TJohn,

Thank you for your inquiry.

The reason why this is occurring is because you are subtracting two doubles. Doubles are a floating binary point datatype.

I suggest reading this particular question on Stack Overflow that goes in-depth with this: http://stackoverflow.com/questions/9...45000000000001

Please, let us know if we may be of further assistance.

[TJohn]

So a cast like this should solve the problem?

(decimal)(High[0] - Low[0])

[eDanny]

Instrument.MasterInstrument.Round2TickSize(High[0] - Low[0]);

[NinjaTrader_ZacharyG]

So a cast like this should solve the problem?

(decimal)(High[0] - Low[0])

A cast will not fix the issue as you are essentially just changing the already erroneous value to a decimal type.

eDanny has provided an excellent solution that will solve the problem for you:

Instrument.MasterInstrument.Round2TickSize(High[0] - Low[0]);