Pivots not working

[FatCanary]

This seems very similar to the problems I was having here:

http://www.ninjatrader-support2.com/vb/showthread.php?t=23642&page=2

specifically post #17

[higler]

I deleted my old data and loaded new data. The problems I described went away, at least for now. I'm going to have to take more time to get familiar with NT 7 before I post. I am just not familiar enough with it yet. I can say that I like it a lot.

[higler]

I kept close track of the NT Pivots indicator today with NQ live. When I hit Reload Ninjacript (F5) sometimes it would calculate the correct daily pivots, sometimes it would not. I then installed Harry's PivotsModified indicator and ran them both simultaneously. Harry's modification calculated the daily pivot correctly every time I hit F5 while the NT Pivots indicator would sometimes get it correct and other times not. This was on a minute based intraday chart. I have not compared them on tick chart or anything else.

[NinjaTrader_Dierk]

Thanks for reporting your findings. We'll post an update as he have changed the implementation.

[NinjaTrader_Dierk]

Guys, we overhauled the Pivots implementation. Please:
- copy attached to <my documents>/NinjaTrader7/bin/Custom/Indicator
- start NT
- Tools->Edit NinjaScript->Indicator->Pivots
- press F5 to compile

Please let us know how it goes. Thanks

Edit: This is the same version as the one in our latest NT7B8 which we just released. So you may skip steps above as you have NT7B8 installed.

[Harry]

First findings with NT 7.0.0.7 custom build

I am testing it now, so I will post my findings here. It seems to work most of the time, but as I am malicious (or maybe eager to improve NinjaTrader) I will only post, when it does not work as expected.

First findings for daily pivots:

Observed on a 5 min chart ES 03-10, session template US Index Futures RTH, mode DailyBars, connected to Interactive Brokers

After adding pivots (DailyBars), value displayed was 1094.33
After refreshing via F5 the value changed to 1093.58
In CalcFromIntraday mode value was again 1094.33

Conclusion: Indicator sometimes does not catch DailyBars and then calculates pivots in CalcFromIntradayData mode without notifying the user. Only after refreshing daily data is used.

Please see screenshots below. Left chart was displaed first. Right chart after refreshing via F5 a few seconds later. On the upper left corner of the chart, you will notice that both shots were taken in DailyBars mode!

In this particular case, the difference is small. This is only accidental, as the Dailybars mode uses daily data (= 24 hour session, as provided by data provider), while the CalcFromIntradayData uses day session as defined by the session template (here instrument setting). So in case that the night session produces a hihger high or lower low than the day session, these values can deviate by a significant gap.

[NinjaTrader_Dierk]

To clarify: You had applied the Pivots.cs file as per my post to your installation correct? You had NOT been using the Pivots.cs of NT7B7 or the custom build I provided to you no?

[Harry]

Next findings

Observed with NT 7.0.0.7 Custom Build on a 30 min chart.

EURUSD with Session Template FOREX
ES 03-10 with Session Template US Index Futures ETH (added, because still missing)

In DailyBars mode yesterday's pivots are displayed as today's pivots.

I do not want to conlude anything, but make an educated guess: If the session starts prior to midnight local time, the indicator catches the prior DailyBar and displays all pivot lines one day late, i.e. after they have expired.

[NinjaTrader_Dierk]

Could you please apply the version provided in post #20 or upgrade to NT7B8 to see if that makes a difference? Thanks

[FatCanary]

I've applied the version posted in #20 to 7.0.0.7 with DailyBars and 24/5 session template, connected to Zenfire. I still get the issue where pressing F5 alternates between two seperate sets of values.

The first screenshot shows the levels almost as I would calculate them manually based on previous day's HLC.
The second screenshot levels are way off.

[NinjaTrader_Dierk]

Thanks for reporting. We'll look into.

[Harry]

New pivots

Yes. I have manually deleted the file @Pivots.cs in my folder Own Documents\NinjaTrader7\bin\Custom\Indicator. Then I have copied the new file into that directory. I checked this: The date of the new indicator is today, the other ones are about 2 weeks old. I then edited the indicator from within NinjaTrader and compiled via F5, to be sure.

To clarify: You had applied the Pivots.cs file as per my post to your installation correct? You had NOT been using the Pivots.cs of NT7B7 or the custom build I provided to you no?

[NinjaTrader_Dierk]

Thanks for clarification.

[higler]

I'm trying 7.0.0.8 with live NQ Barchart.com data. I deleted my old db files to start fresh. Tried it on NQ 150 tick chart, Days to load = 3, Session template "Use instrument settings". Got the same phenomenon as FatCanary. Repeatedly pressing F5 alternates between 2 values, one of which is correct. Often gets the correct value, but not always.

Also tried it on a 1 minute chart. Same type of resuts. Pressing F5 repeatedly alternates between 2 values with the most common value being correct.

[NinjaTrader_Dierk]

Thanks for your feedback.