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Jeff Brown

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25
Posts: 31

Joined: 1/29/2008

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Subject : RE: ATM Micro States Method
Posted : 3/5/2018 8:14 PM
Post #29927 - In reply to #29926

Jim,
I agree with you that the logic of the iif should have ZERO impact on the calculation and the Trade Ranking with it should be exactly the same as without it. However, the results are clearly different.

Mach 5 uses VTY_PRICE(4,1).
Mach 5 v2 uses iif or ATR.

See the difference?

Results run with iif:


The Trade Ranking code:


Results run without iif:


The Trade Ranking code:


Also note that neither iif, nor ATR, when directly used instead of VTY_PRICE produce the exact same results (as Mach 5). If our formula is the same, then all 3 should agree. I'll dig into the Temp directory and see if I can see the difference in the code that actually gets compiled. But I think I'm going to end up concluding that "something's happening under the hood that I can't see that is creating the different results."


[Edited by Jeff Brown on 3/5/2018 8:19 PM]

Attached file : Screenshot_20180305_200617.png (47KB - 1121 downloads)
Attached file : Screenshot_20180305_200659.png (12KB - 1061 downloads)
Attached file : Screenshot_20180305_200923.png (44KB - 1106 downloads)
Attached file : Screenshot_20180305_200745.png (12KB - 1078 downloads)

Deleting message 29927 : RE: ATM Micro States Method


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