Why is the script calculating wrong?

Question

I'm writing a script that compares the evolution of % difference between two symbols but I can't figure out why it gets the calculation wrong.

Here is the script :

//@version=4
study(title="Compare", shorttitle="Compare")
rocPeriod = input(1, minval = 1)
Max = input(defval = 5, type = input.float)
Min = input(defval = -5, type = input.float)
showLines = input(true)
showDelta = input(true)
sym1 = input(defval = "BINANCE:BTCUSDT", type = input.symbol)
sym2 = input(defval = "BINANCE:ETHUSDT", type = input.symbol)

perc_change = roc(close, rocPeriod)
res = ""

s1 = security(sym1, res, perc_change)
s2 = security(sym2, res, perc_change)
delta = s1 - s2

var float cumulativeDelta = 0.0
if barstate.isfirst
    cumulativeDelta == delta
else
    cumulativeDelta := cumulativeDelta + delta

plot(showLines ? s1 : na, "s1", color.orange)
plot(showLines ? s2 : na, "s2", color.blue)
hline(0)
plot(showDelta ? delta : na, "delta", delta > 0 ? color.lime : color.red, 1, plot.style_columns)
plot(cumulativeDelta, title = "CD", color= color.fuchsia)

bgcolor(cumulativeDelta >= Max ? color.red : na, transp=50)
bgcolor(cumulativeDelta <= Min ? color.green : na, transp=50)

At first, things work very well and the script identifies the first bar and sets the value "cumulativeDelta" = "delta" then performs its first calculations correctly. However, after a few bars, the result of "cumulativeDelta" starts to be slightly wrong (example: 0.31 + 0.20 = 0.52) and then, as the bars follow one another, the discrepancy only becomes more pronounced until it causes major differences between the final result and reality.

Where's the error? Thanks in advance for your help

How could I do that ? By increasing the precision value of the script ? — FIreRavage, Jun 24 '23 at 02:22

score 0 · Answer 1 · answered Jun 24 '23 at 02:45

0

I solved the problem by rounding the s1 and s2 values and then doing the calculations based off these rounded values

answered Jun 24 '23 at 02:45

FIreRavage

21
1

As it’s currently written, your answer is unclear. Please [edit] to add additional details that will help others understand how this addresses the question asked. You can find more information on how to write good answers [in the help center](/help/how-to-answer). – Community Jun 28 '23 at 10:14

Why is the script calculating wrong?

1 Answers1