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Date/Time: Sat, 23 Nov 2024 08:56:52 +0000

[Programming Help] - Spreadsheet for trading routinely misses entry triggers

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[2024-08-30 03:41:35] #1 [Go To First Post]
User745789 - Posts: 313
Please see attached image. The value in cell O3 is rounded using =round(AA3, 2). It is exactly -0.05 in value. Yet K3 had a value of zero, no entry triggered. This trade was triggered only when cell O3 == -0.06. What is going wrong? Why was the value of -0.05 ignored? Date Time Of Last Edit: 2024-08-30 04:11:48
0x Thank you
SC image.png / V - Attached On 2024-08-30 03:41:45 UTC - Size: 5.84 KB - 42 views

[2024-08-30 14:19:35] #2 [Go To First Post]
Sawtooth - Posts: 4118
Why was the value of -0.05 ignored? Does =O3=-0.05 return TRUE/1 in your example? This thread might explain why: When comparing a FRACTIME to a TIMEVALUE, the >= operator ignores the =
0x Thank you

[2024-09-02 04:16:27] #5 [Go To First Post]
User745789 - Posts: 313
Does =O3=-0.05 return TRUE/1 in your example? Yes, while =O3<=-0.05 does not. It seems that thread relates very much to what I am seeing. All I am doing is counting the number of ticks, how can there be a floating-point error? I am not doing any calculation to derive -0.05 other than the difference between two prices.
0x Thank you

[2024-09-02 04:29:38] #6 [Go To First Post]
Sawtooth - Posts: 4118
All I am doing is counting the number of ticks, how can there be a floating-point error? Some symbol prices have floating point errors, especially if the tick size is small. This is what I do: First, remove any floating point errors in the tick size Then reference the new tick size to remove any floating point errors in the price. Spreadsheet Example Formulas and Usage: Removing Floating Point Imprecision I take it a step further, and use columns AB-AE, (relative to columns B-E) so that it's easier to remember the MROUNDed prices.
0x Thank you

[2024-09-02 04:51:41] #7 [Go To First Post]
User745789 - Posts: 313
Thank you. You are right, rather than 0.01, the tick size in J21 is 0.009999999776482582.
0x Thank you

[2024-09-02 13:31:19] #8 [Go To First Post]
Sawtooth - Posts: 4118
You can also avoid using H21 and do this, in columns AB-AE: =MROUND(B3,1/ROUND(1/$J$21,0)) =MROUND(C3,1/ROUND(1/$J$21,0)) =MROUND(D3,1/ROUND(1/$J$21,0)) =MROUND(E3,1/ROUND(1/$J$21,0))
0x Thank you

[2024-09-03 00:14:53] #9 [Go To First Post]
User745789 - Posts: 313
Thank you. In my use case I am not sure rounding in H21 for J21 will help. My simple system is operating on a swing value, and I have already been rounding that using =ROUND(), but that was not accomplishing what I thought it was I will try =MROUND, as it rounds to tick size, which I did not previously know.
0x Thank you

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