Hello Support,
I created a trivial indicator called COPY, that copies indicator's Input data to the Output (Open, Close, High, Low, Volume).
When I compare this indicator's output to the caller strategy's BID bar OCHLV, I observe the following:
Period=15min : all of them are equal to bidBar.getClose().
Period=10secs:
Indicator's Close is "often" equal to strategy's Close (bidBar.getClose()) - no longer systematic
Discrepancies appear amongst the other indicator's input, and they are still different from their equivalent in the strategy.
Note that the indicator's graph is correct, so there seem to be a pb with the transfer of the indicator's output back to the strategy (or with my code ...). The pb is the same whether the input type is PRICE or BAR (the attached code supports both).
Attached the code for you to reproduce.
Please advise,
Thanks.
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Attachment:
TPStrategy.java [6.69 KiB]
Downloaded 309 times
Attachment:
Copy.java [6.33 KiB]
Downloaded 323 times