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Date/Time: Sun, 19 Jan 2025 08:54:51 +0000



Post From: Potential ADX bug when HighChange == LowChange

[2018-02-02 16:25:52]
Usermb - Posts: 126

We added a small patch to solve this.

The problem does not appear to have been entirely fixed.
Given the following data for FGBL, which has a tick size of 0.01:

open high low close
bar1 125.11 125.11 125.11 125.11
bar2 125.11 125.13 125.09 125.13

SC computes the following values at bar2:
HighChange=0.020004 (2 ticks)
LowChange=0.019989 (2 ticks)
Positive = 0.020004
Negative = 0.000000

Correct would be:
Positive = 0.0
Negative = 0.0