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Date/Time: Tue, 24 Jun 2025 01:03:29 +0000



Post From: Rounding error on spreadsheet?

[2022-02-07 19:41:30]
User104854 - Posts: 458
I use a spreadsheet for trading and I am noticing that one of my rules triggers live that doesn't trigger on replay and I think it might have to do with rounding.

The rule in question includes "D3<J$9" where D3 is the low of the current bar and J$9 is the position price. The symbol I'm trading is ZBH22_FUT_CME. I have both cells in 1/32 format. This morning the rule triggered when D3 actually equaled J$9. I only had 1 contract on at the time so it is not due to scaling in. This leads me to believe that this might have to do with rounding of either D3 or J$9 and there is a slight difference between the 2 when they are actually at the same price.

This has happened more than once and it only happens live, never on replay. Are you aware of this being the case and is there something I can do to fix it?