Jeff Brown Member  Posts: 31 Joined: 1/29/2008  User Profile | Jim, thanks for the suggestion. The interesting results, running with iif( C = 0, 0, ATR(4)/C ) produced poor results. Final Equity around $350k vs $700k. Getting rid of the iif and only having the ATR(4)/C, the results return closer to the expected value although it was still not equal. $677k vs $700k. So, close. I then added the SMA function: SMA(ATR(4)/C, 1) and got the same result: $677k vs $700k. Changing the smoothing number from 1 to 2 caused the final equity to end up at $640k. So, the logic from the OL VTY_PRICE code must function slightly different than the VTY_PRICE indicator or perhaps the order of execution is slightly different. I didn't try taking that OL code and introducing it and running it side by side the official indicator to prove this out -- maybe tomorrow. Right now all I can say is that the VTY_PRICE indicator seems to produce slightly different results for the Trade Ranking function than stripping down the function. | |
