Support Board
Date/Time: Sun, 19 Jan 2025 09:14:55 +0000
Post From: Potential ADX bug when HighChange == LowChange
| [2018-03-23 11:29:40] |
| Usermb - Posts: 126 |
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We have worked out a solution to this. It will be out in the next release (1707) and you can have a look at that. Unfortunatelly it doesn't work as expected. Sorry guys, I know you are really busy. Example: HighChange=0.010010 (1 tick) LowChange=0.009995 (1 tick) PercentDifference = 0.001527 (which is >= 0.001) Positive = 0.010010 Negative = 0.000000 Correct would be: Positive = 0.0 Negative = 0.0 Please note that this is for a product with a tick size of 0.01, image what happens for a product with a much smaller tick size (say 6J where it is 0.00005). I somewhat have my doubts that this solution can work reliably, but I am open to any solution that works :-) I guess you don't want to change the signature of DirectionalMovementTrueRangeSummation, otherwise by passing SCStudyInterfaceRef instead of SCBaseDataRef you would have access to TickSize. |