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Date/Time: Sun, 19 Jan 2025 09:07:34 +0000



Post From: Potential ADX bug when HighChange == LowChange

[2018-01-28 14:40:22]
Usermb - Posts: 126
IMHO DirectionalMovementTrueRangeSummation contains a potential bug when HighChange == LowChange:

Example values:
HighChange = 0.040009
LowChange = 0.039993

For a symbol with a tick size of 0.01 both of them are 4 ticks, but internally they are different as seen above.
The above values lead to Pos = 0.040009 and Neg = 0.0
This is the potential bug, imho they should both be 0.0

Even a small thing like can lead to a fluctuation of 4-5% in the computed ADX some number of bars later.
When unfortunate, it may result in alerts being triggered when they should not be triggered or vice versa.

Potential fix: use FormattedEvaluate