Support Board
Date/Time: Sun, 19 Jan 2025 06:13:10 +0000
Potential ADX bug when HighChange == LowChange
View Count: 1009
| [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 |
| [2018-01-29 09:36:32] |
| |
|
We added a small patch to solve this.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [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 |
| [2018-02-07 19:31:02] |
| |
|
This is going to take some time to work out a solution for this.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2018-02-23 18:56:42] |
| |
|
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.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2018-03-23 11:29:40] |
| Usermb - Posts: 126 |
|
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. |
| [2018-03-23 17:41:32] |
| Usermb - Posts: 126 |
|
On Balance Volume is also pained by this problem, and for sure other studies as well that rely on comparing prices. A lower tick size (say 6J where it is 0.00005) leads to many errors :-( |
| [2018-03-23 21:48:32] |
| |
|
We recommend you implement a solution on your side. This is nothing that we can do anytime soon. We would be breaking compatibility with custom studies to solve this. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
To post a message in this thread, you need to log in with your Sierra Chart account: