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Direct MessagesDate/Time: Sun, 19 May 2024 08:35:11 +0000
Post From: Possible incorrect study calcs
| [2015-05-22 16:23:42] |
| User911705 - Posts: 89 |
|
Hello, Before explaining the specific issue, let me tell you what I'm trying to do. I have a system currently coded on Investor RT and I have duplicated the system using the Spreadsheet Trading Study. Everything seemed to go okay until I started comparing signals. Some were spot on, others not so much. I expect this as it's something I've done many times. So I dug in, starting with comparing price bar data and the bid volume and ask volume data. Between Investor RT and Sierra, the difference were very small, negligible. So, next step was to start comparing the exact values of each indicator and each condition. The first item I check was a 50 period MA of Ask/Bid difference volume bars (close). I manually wrote down and compared the actual values. These were near identical between the two platforms. Then I divided by 50 to find the average. Investor RT's MA calc was accurate to 2 decimal places. Sierra was off quite far (actual values were something like 189 was correct and Sierra plotted 156). I then used the Sierra Spreadsheet for study to do an MA and the spreadsheet produced a correct answer, but that's hardly a fix. I am frustrated and disturbed by this. I have spent countless hours trying to sort this out. Something as basic as an MA shouldn't be off at all. I don't know what I can and can't trust in Sierra Charts now. If you want I can show you the exact scenario I reviewed, but I assure you I'm not making this up and I've triple checked my work. The really odd thing is that many bars of the MA calculation are spot on. I can't imagine how this sort of problem can even exist. I hope you can help, I was depending on this platform. |