Can price != price ? - page 9

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I decided the most precise solution as is already common practise would be comparing the integer values of price as those are deterministic to computer. The threshold value for tick should also be an integer and you will use that at your discretion (whether it should be median value, whether you want to round up or down etc.). You only have to compare the prices up to the digit after the minimum tick size as William pointed and cut out the rest which are not meaningful as they don't represent values the instrument, per its specification should trade at.

   double price1=1.0043278006;
   double price2=1.0043224;
   
   //round threshold for decimal system
   int threshold=5;

   /*int32 word size should be capable of handling mantissa of 5 decimal accuracy(which seems to be max
   for instruments) for faster calc, but free to use long if this is not case*/
   int price1_precise=(int)MathFloor(price1*MathPow(10,_Digits+1));
   int price2_precise=(int)MathFloor(price2*MathPow(10,_Digits+1));

   //Anything more than or equal to 5 is tick in this case
   bool price_delta_is_tick=MathAbs(price1_precise-price2_precise)>=threshold;
   
   PrintFormat("Result of %d minus %d is %d which is a tick? %s",
               price1_precise,price2_precise,
	       price1_precise-price2_precise,
               (string)(price_delta_is_tick));
//=========================================================
//Result of 1004327 minus 1004322 is 5 which is a tick? true
 
William Roeder #:
except with zero never compare doubles for equality 
if (a > b)
 
if (a - b > Point / 2.)
 
if (a >= b)
 
if (a - b > -Point)
 
if (a != b)
 
if (MathAbs(a - b) > Point / 2.)

The fact that this old post kept going for 8 pages after William posted his solution is a bit odd. If there's anything wrong with this please let me know because that's the method I'm currently using every time I compare doubles.

 
IMHO, MQL has __,no concept__ of (fixed maximum/minimum) real number's significant digits built-in the programming language, as commonly known and familiar to most programmers using most other programming language.

Therefore it is easily to make calculation and logic comparisson errors (BUGs).

Thus, __always__ use NormalizeDouble() and double check your codes' expexted result.

Good luck with doubles.

 
Soewono Effendi #: Thus, __always__ use NormalizeDouble() a

NormalizeDouble, It's use is usually wrong.

  1. Floating point has an infinite number of decimals, it's you were not understanding floating point and that some numbers can't be represented exactly. (like 1/10.)
              Double-precision floating-point format - Wikipedia, the free encyclopedia

    See also The == operand. - MQL4 programming forum (2013)

  2. Print out your values to the precision you want with DoubleToString - Conversion Functions - MQL4 Reference.

  3. SL/TP (stops) need to be normalized to tick size (not Point) — code fails on non-currencies.
              On 5Digit Broker Stops are only allowed to be placed on full pip values. How to find out in mql? - MQL4 programming forum #10 (2011)

    And abide by the limits Requirements and Limitations in Making Trades - Appendixes - MQL4 Tutorial and that requires understanding floating point equality Can price != price ? - MQL4 programming forum (2012)

  4. Open price for pending orders need to be adjusted. On Currencies, Point == TickSize, so you will get the same answer, but it won't work on non-currencies. So do it right.
              Trailing Bar Entry EA - MQL4 programming forum (2013)
              Bid/Ask: (No Need) to use NormalizeDouble in OrderSend - MQL4 programming forum (2012)

  5. Lot size must also be adjusted to a multiple of LotStep and check against min and max. If that is not a power of 1/10 then NormalizeDouble is wrong. Do it right.
              (MT4 2013)) (MT5 2022))

  6. MathRound() and NormalizeDouble() are rounding in a different way. Make it explicit.
              MT4:NormalizeDouble - MQL5 programming forum (2017)
              How to Normalize - Expert Advisors and Automated Trading - MQL5 programming forum (2017)

  7. Prices you get from the terminal are already correct (normalized).

  8. PIP, Point, or Tick are all different in general.
              What is a TICK? - MQL4 programming forum (2014)

 
It is specific MQL issues.
Choosen  implementation with its limitations (and maybe runtime speed advantages on older CPU)

Thus, just be careful with doubles.

Good luck
 

@William Roeder, is the following correct?

#define _greaterOrEqual(a, b) ((a) - (b) > -halfTickSize)
#define _lessOrEqual(a, b) ((a) - (b) < halfTickSize)

I use half the tick size instead of half the point. A variable named "halfTickSize" is declared in the code where these macros are used.

'_lessOrEqual' I came up with myself, but I see that my way is different from what is here:

I still can’t logically prove to myself that my method and the method from the post I quoted are equivalent

 
Vladislav Boyko #:
is the following correct

This is how I tested my method and everything seems to be correct

#define _greaterOrEqual(a, b) ((a) - (b) > -halfTickSize)
#define _lessOrEqual(a, b) ((a) - (b) < halfTickSize)

input double tickSize = 0.5;

double halfTickSize = tickSize / 2.0;

void OnStart()
  {
   test(1.0, 1.0 + halfTickSize);
   test(1.0, 1.0 + halfTickSize / 2);
  }

#define _boolToStr(a) (a ? "true" : "false")
#define _print(a, b) PrintFormat("%.2f >= %.2f: %s | %.2f <= %.2f: %s", a, b, _boolToStr(_greaterOrEqual(a, b)), a, b, _boolToStr(_lessOrEqual(a, b)));
void test(double x1, double x2)
  {
   _print(x1, x2);
   _print(x2, x1);
   _print(-x1, -x2);
   _print(-x2, -x1);
   _print(x1, -x2);
   _print(x2, -x1);
   _print(-x1, x2);
   _print(-x2, x1);
  }
 

If these expressions are equivalent (for <=):

#define _first(a, b) ((a) - (b) < halfTickSize)
#define _second(a, b) ((b) - (a) > -halfTickSize)

Then the expression for >= can also be written in two ways:

#define _first(a, b) ((a) - (b) > -halfTickSize)
#define _second(a, b) ((b) - (a) < halfTickSize)
But it looks like I need some sleep😄
 

If '>' can be expressed like this:

#define _greater(a, b) ((a) - (b) > x)

And '<=' can be expressed like this:

#define _lessOrEqualWay1(a, b) ((a) - (b) < x)
#define _lessOrEqualWay2(a, b) ((b) - (a) > -x)

Does this mean that the expression (!_greater(a, b)) is equivalent to _lessOrEqualWay1(a, b) and is equivalent to _lessOrEqualWay2(a, b)?

[EDIT]

This question can be answered using school mathematics, I just forgot this part of mathematics a little. Is there anyone here who knows school math?

 
Vladislav Boyko #:
Does this mean that the expression (!_greater(a, b)) is equivalent to _lessOrEqualWay1(a, b) and is equivalent to _lessOrEqualWay2(a, b)?

It seems that from a mathematical point of view this is not true.

a 0.00810000, b 0.00510000, x 0.00300000, lessOrEqualWay1 false, lessOrEqualWay2 false, notGreater true
a 0.00840000, b 0.00540000, x 0.00300000, lessOrEqualWay1 false, lessOrEqualWay2 false, notGreater true
a 0.00870000, b 0.00570000, x 0.00300000, lessOrEqualWay1 false, lessOrEqualWay2 false, notGreater true
a 0.00900000, b 0.00600000, x 0.00300000, lessOrEqualWay1 false, lessOrEqualWay2 false, notGreater true
a 0.00930000, b 0.00630000, x 0.00300000, lessOrEqualWay1 false, lessOrEqualWay2 false, notGreater true
a 0.00960000, b 0.00660000, x 0.00300000, lessOrEqualWay1 false, lessOrEqualWay2 false, notGreater true
a 0.00990000, b 0.00690000, x 0.00300000, lessOrEqualWay1 false, lessOrEqualWay2 false, notGreater true
a 0.01020000, b 0.00720000, x 0.00300000, lessOrEqualWay1 false, lessOrEqualWay2 false, notGreater true
a 0.01050000, b 0.00750000, x 0.00300000, lessOrEqualWay1 false, lessOrEqualWay2 false, notGreater true
a 0.01080000, b 0.00780000, x 0.00300000, lessOrEqualWay1 false, lessOrEqualWay2 false, notGreater true
---
a 0.00099000, b 0.00009000, x 0.00090000, lessOrEqualWay1 false, lessOrEqualWay2 false, notGreater true
a 0.00108000, b 0.00018000, x 0.00090000, lessOrEqualWay1 false, lessOrEqualWay2 false, notGreater true
a 0.00198000, b 0.00108000, x 0.00090000, lessOrEqualWay1 false, lessOrEqualWay2 false, notGreater true
---
a 0.00027000, b 0.00000000, x 0.00027000, lessOrEqualWay1 false, lessOrEqualWay2 false, notGreater true
a 0.00029700, b 0.00002700, x 0.00027000, lessOrEqualWay1 false, lessOrEqualWay2 false, notGreater true
a 0.00032400, b 0.00005400, x 0.00027000, lessOrEqualWay1 false, lessOrEqualWay2 false, notGreater true
a 0.00054000, b 0.00027000, x 0.00027000, lessOrEqualWay1 false, lessOrEqualWay2 false, notGreater true
a 0.00056700, b 0.00029700, x 0.00027000, lessOrEqualWay1 false, lessOrEqualWay2 false, notGreater true
a 0.00059400, b 0.00032400, x 0.00027000, lessOrEqualWay1 false, lessOrEqualWay2 false, notGreater true
a 0.00062100, b 0.00035100, x 0.00027000, lessOrEqualWay1 false, lessOrEqualWay2 false, notGreater true
a 0.00064800, b 0.00037800, x 0.00027000, lessOrEqualWay1 false, lessOrEqualWay2 false, notGreater true
a 0.00067500, b 0.00040500, x 0.00027000, lessOrEqualWay1 false, lessOrEqualWay2 false, notGreater true
a 0.00070200, b 0.00043200, x 0.00027000, lessOrEqualWay1 false, lessOrEqualWay2 false, notGreater true
---
x = 0.00008100: No such values found in the given range.
---
a 0.00003888, b 0.00001458, x 0.00002430, lessOrEqualWay1 false, lessOrEqualWay2 false, notGreater true
a 0.00004131, b 0.00001701, x 0.00002430, lessOrEqualWay1 false, lessOrEqualWay2 false, notGreater true
---
Combinations analyzed: 1847338041
#define _lessOrEqualWay1(a, b) ((a) - (b) < x)
#define _lessOrEqualWay2(a, b) ((b) - (a) > -x)
#define _greater(a, b) ((a) - (b) > x)
#define _notGreater(a, b) (!_greater(a, b))
#define _toStr(a) (a) ? "true" : "false"

long combinations = 0;

void OnStart()
  {
   double X = 0.01;
   for(int i = 0; i < 5; i++)
     {
      X *= 0.3;
      findValues(X);
      Print("---");
     }
   Print("Combinations analyzed: ", combinations);
  }

void findValues(double x) {
    int numOfPrints = 0;
    double step = x / 10.0;
    for (double a = 0.0; a <= 0.1; a += step) {
        for (double b = 0.0; b <= 0.1; b += step) {
                        combinations++;
            bool lessOrEqualWay1 = _lessOrEqualWay1(a, b);
            bool lessOrEqualWay2 = _lessOrEqualWay2(a, b);
            bool notGreater = _notGreater(a, b);

            if (lessOrEqualWay1 != lessOrEqualWay2 || lessOrEqualWay2 != notGreater) {
                PrintFormat("a %.8f, b %.8f, x %.8f, lessOrEqualWay1 %s, lessOrEqualWay2 %s, notGreater %s",
                            a, b, x, _toStr(lessOrEqualWay1), _toStr(lessOrEqualWay2), _toStr(notGreater));
                numOfPrints++;
                if(numOfPrints > 9)
                   return;
            }
        }
    }
 if(numOfPrints < 1)
   PrintFormat("x = %.8f: No such values found in the given range.", x);
}
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