Unexpected result of Math.Round

Author: Starburst

Creation Date: 8/20/2013 6:40 PM

Wealth Lab » WealthScript (.NET) » Unexpected result of Math.Round

Starburst

8/20/2013 6:40 PM

Why am I having issues with this line? VarP = (int)Math.Round((VarNumBars / 5), 0 );
Thank you

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Why am I having issues with this line?  VarP = (int)Math.Round((VarNumBars / 5), 0 );
Thank you
[code]
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		protected override void Execute()
		{
			int NumBars = 0;
			int VarNumBars, VOpen, VHigh, VLow, LRange, VCPane, MPAv = 0;
			int VarP;
			int Bar = 0;
			double x = 0.0;
			
			//DataSeries HiVar = Highest.Series( High, VarP);
			//DataSeries LoVar = Lowest.Series( Low, VarP);

//VarB = (int)CreateSeries();
			DataSeries VarB = new DataSeries(Bars, "VarB Series");
			//VarC = (int)CreateSeries();
			DataSeries VarC = new DataSeries(Bars, "VarC Series");
			//VarD = (int)CreateSeries();
			DataSeries VarD = new DataSeries(Bars, "VarD Series");
			//VarE = (int)CreateSeries();
			DataSeries VarE = new DataSeries(Bars, "VarE Series");
			//Var0 = (int)CreateSeries();
			DataSeries Var0 = new DataSeries(Bars, "Var0 Series");
			//VarR1 = (int)CreateSeries();
			DataSeries VarR1 = new DataSeries(Bars, "VarR1 Series");
			//VarR2 = (int)CreateSeries();
			DataSeries VarR2 = new DataSeries(Bars, "VarR2 Series");
			//VarR3 = (int)CreateSeries();
			DataSeries VarR3 = new DataSeries(Bars, "VarR3 Series");
			//VarR4 = (int)CreateSeries();
			DataSeries VarR4 = new DataSeries(Bars, "VarR4 Series");
			//VarR5 = (int)CreateSeries();
			DataSeries VarR5 = new DataSeries(Bars, "VarR5 Series");
						
			/** Insure NumBars is between 2 and 1000 */ 
			if ((NumBars < 2)) VarNumBars = (int)2;
			/** Insure NumBars is between 2 and 1000 */ 
			if ((NumBars > 1000)) VarNumBars = (int)1000;
			if ((((NumBars >= 2)) && ((NumBars <= 1000)))) VarNumBars = (int)NumBars;
			VarP = (int)Math.Round((VarNumBars / 5), 0 );
			
			/**  VarA = Highest(H,VarP) - Lowest(L,VarP); */
			DataSeries VarA = Highest.Series( High, VarP) - Lowest.Series( Low, VarP);
			
			for (Bar = 0; Bar <= (Bars.Count - 1); Bar++) {
				if ((VarNumBars > 7)) {
					 
					/** If VarA = 0 and VarP = 1 then VarR1 = absvalue(C - C[VarP]) Else VarR1 = VarA; */ 
					//if ((((GetSeries(VarA)[Bar] == 0)) && ((VarP == 1)))) x = (double)Math.Abs((PriceClose(Bar) - PriceClose((Bar - VarP))));
					//else x = (double)GetSeries(VarA)[Bar];
					//SetSeriesValue(Bar, VarR1, x);
					if ((((VarA[Bar] == 0)) && ((VarP == 1)))) VarR1[Bar] = Math.Abs((Close[Bar] - Close[Bar - VarP]));
					else VarR1[Bar] = VarA[Bar];
				}
			}	
			for(int bar = 20; bar < Bars.Count; bar++)
			{
				if (IsLastPositionActive)
				{
					//code your exit rules here
				}
				else
				{
					//code your entry rules here
				}
			}
		}
	}
}
[/code]

LenMoz

8/20/2013 9:59 PM

Dividing integers truncates.

Try this little test...

CODE:
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I think you'll be surprised,

Eugene

8/21/2013 12:27 AM

1. FAQ: I'm trying to divide two numbers and the result is zero.

2. Next, another issue is incomplete initialization:

CODE:
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Could be:

CODE:
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3. Big performance hit is coming from this line:

CODE:
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Since VarP never changes, this should be defined as a DataSeries before the loop.

4. Finally, VarP is 0 so your script does nothing.

The complete script that doesn't work because of NumBars:

CODE:
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1. [b]FAQ:[/b] [link=http://www2.wealth-lab.com/WL5WIKI/kbFAQStrategy.ashx]I'm trying to divide two numbers and the result is zero.[/link]

2. Next, another issue is incomplete initialization:
[code]int VarNumBars, VOpen, VHigh, VLow, LRange, VCPane, MPAv = 0;[/code]
Could be:
[code]int VarNumBars = 0, VOpen = 0, VHigh = 0, VLow = 0, LRange = 0, VCPane = 0, MPAv = 0;[/code]

3. Big performance hit is coming from this line:
[code]Math.Abs((Close[Bar] - Close[Bar - VarP])[/code]
Since VarP never changes, this should be defined as a DataSeries before the loop.

4. Finally, VarP is 0 so your script does nothing.

The complete script that doesn't work because of NumBars:

[code]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		protected override void Execute()
		{
			int NumBars = 0, VarNumBars = 0, VOpen = 0, VHigh = 0, VLow = 0, LRange = 0, VCPane = 0, MPAv = 0, VarP;

DataSeries VarB = new DataSeries(Bars, "VarB Series");
			DataSeries VarC = new DataSeries(Bars, "VarC Series");
			DataSeries VarD = new DataSeries(Bars, "VarD Series");
			DataSeries VarE = new DataSeries(Bars, "VarE Series");
			DataSeries Var0 = new DataSeries(Bars, "Var0 Series");
			DataSeries VarR2 = new DataSeries(Bars, "VarR2 Series");
			DataSeries VarR3 = new DataSeries(Bars, "VarR3 Series");
			DataSeries VarR4 = new DataSeries(Bars, "VarR4 Series");
			DataSeries VarR5 = new DataSeries(Bars, "VarR5 Series");
                  
			/** Insure NumBars is between 2 and 1000 */ 
			if ((NumBars < 2)) VarNumBars = 2;
			if ((NumBars > 1000)) VarNumBars = 1000;
			if ((((NumBars >= 2)) && ((NumBars <= 1000)))) VarNumBars = NumBars;
			VarP = (int)Math.Round((VarNumBars / 5d), 0 );
         
			DataSeries VarA = Highest.Series( High, VarP) - Lowest.Series( Low, VarP);
			DataSeries VarR1 = DataSeries.Abs( Close - Close>>VarP );
         
			for(int bar = 0; bar < Bars.Count; bar++)
			{
				if ((VarNumBars > 7)) 
				{                
					if (VarA[bar] != 0 && VarP != 1)
						VarR1[bar] = VarA[bar];
				}
			}   
		}
	}
}[/code]

Wealth Lab » WealthScript (.NET) » Unexpected result of Math.Round