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discrepencies between IIndicators and what's shown on chart
[quantisan]
 Post subject: discrepencies between IIndicators and what's shown on chart Post rating: 0   New post Posted: Fri 23 Apr, 2010, 01:27 

User rating: 1
Joined: Fri 26 Mar, 2010, 19:19
Posts: 116
Location: Canada
I am finding that the returned values of 
indicators.ema(instrument, period, OfferSide.BID, IIndicators.AppliedPrice.MEDIAN_PRICE, 200, 1)

to be more than 30 pips different than what I am seeing on the chart (SMA at 200) when running the historical tester. I also tried EMA but the problem is the same.

Is there any reason for the huge offset between an IIndicators method and what's shown on the chart?
 
[quantisan]
 Post subject: Re: discrepencies between IIndicators and what's shown on chart Post rating: 0   New post Posted: Sat 24 Apr, 2010, 03:38 

User rating: 1
Joined: Fri 26 Mar, 2010, 19:19
Posts: 116
Location: Canada
There appears to be round-off error in the moving average indicators.sma/ema. The longer the period, the bigger the error. Anyone else noticed this problem?
 
[NextTry]
 Post subject: Re: discrepencies between IIndicators and what's shown on chart Post rating: 0   New post Posted: Sat 24 Apr, 2010, 11:19 

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Joined: Fri 16 Apr, 2010, 10:09
Posts: 3
Hello quantisan

This may be caused by different Flat Filters.

Calculating the indicator like you do, means: NO_FILTER
If you have in the preferences of the platform selected WEEKENDS or ALL_FLAT
then the values of the indicator will be different.

Do these differences still appear if you have choosen NO_FILTER on your platform?
Or is this proposal only 'old cheese' for you?

Best Regards
NextTry
 
[quantisan]
 Post subject: Re: discrepencies between IIndicators and what's shown on chart Post rating: 0   New post Posted: Sat 24 Apr, 2010, 13:49 

User rating: 1
Joined: Fri 26 Mar, 2010, 19:19
Posts: 116
Location: Canada
That seems to have been the problem! Although it is still off by a few pips. But it's good enough for me. Thanks a lot, NextTry!
 
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