Apparently, the greater than ">" operator for TimeSeries (see below) returns incorrect results when comparison values are close to boarder line cases; e.g. 93.5 and 94.5. I'm running WL8 Build 163.
Examples are highlighted in magenta in the screenshot below.

CODE:
TimeSeries smaHigh = sma > 95.0; //this operation is inaccurate
Examples are highlighted in magenta in the screenshot below.
CODE:
using WealthLab.Backtest; using WealthLab.Core; using WealthLab.Indicators; namespace WealthScript3 { public class MyStrategy : UserStrategyBase { IndicatorBase stochK; TimeSeries sma; public override void Initialize(BarHistory bars) { stochK = StochK.Series(bars,200); PlotIndicator(stochK, paneTag: stochK.Description); sma = SMA.Series(stochK,5); TimeSeries smaHigh = sma > 95.0; //this operation is inaccurate PlotTimeSeriesHistogramTwoColor(smaHigh,smaHigh.Description,smaHigh.Description); for (int bar = sma.FirstValidIndex; bar < sma.Count; bar++) SetBackgroundColor(bars, bar, smaHigh[bar]>0.0 ? WLColor.Orange : WLColor.Transparent, stochK.Description); } public override void Execute(BarHistory bars, int idx) { } } }
Rename
Definitely a bug - but yours.
If you plot the series you're comparing (instead of stochK), it will work out just fine. Try this:
If you plot the series you're comparing (instead of stochK), it will work out just fine. Try this:
CODE:
PlotTimeSeriesLine(sma, "SMA", paneTag: stochK.Description);
Thanks for pointing that out.
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