Pivots not working

[fskidd]

I try to plot daily, weekly and monthly pivot points on the chart and all show the same value. And I complie the pivots using NinjaScript editor. some errors occur. Please fix this bug!

[NinjaTrader_Ray]

Whose pivots indicator? NinjaTrader's or is this a custom indicator you developed? If yes, what errors do you refer to? Compilation errors or application exceptions?

[fskidd]

NinjaTrader's one. It works perfect on NT6.5 but not on NT7

[NinjaTrader_Ray]

What version of NT7 are you using? Help > About. Specifically, what issues do you see?

[Harry]

Pivots bug

I have already indicated this bug and exposed the reason. I have identified the offending code and suggested a modification. See #20 of the following thread.

http://www.ninjatrader-support2.com/vb/showthread.php?t=23344

[Harry]

Modified version attached

This is the same indicator with a small modification. It should work correctly.

[NinjaTrader_Dierk]

Harry, thanks for your contribution. Guess we missed that before. We'll look into and provide a fix with next update.

[Harry]

Bug replaced with several new bugs

Weekly and monthly pivots are now being displayed correctly. However, daily pivots are false for about 50% time due to flawed logic. This applies to both DailyBars and CalcFromIntradayData mode.

You just need to test with ES and write down all daily pivots for Janaury and will find that a good number of them is completely off!

Interesting, the solution with a separate thread, will try to understand it.

[NinjaTrader_Dierk]

To clarify: did you test on a complete fresh data setup as discussed on the other threads?

[Harry]

New data, ES 03-10.

If you want to see the bugs just take the NinjaTrader pivots indicator, apply it to an ES chart. Then please also apply the modified pivots indicator that I posted under #6 of this thread.

Leave both indicators in DailyPivots / DailyBars mode.

Wherever there is a difference, the new NinjaTrader pivot is wrong.

Takes a few seconds to test.

[NinjaTrader_Dierk]

Here is what I tried:
- deleted all (!) sub folders and files in <my documents>/NinjaTrader7/db
- switched to Berlin timezone
- started NT
- Tools->Options->Data: MergeBackAdjust
- connected IB
- opened 30min chart on ES 03-10, 28 days back, all default, no template
- added your indicator and standard NT pivot indicator to the chart: PivotRangeType=Daily, PriorDayHLC=CalcFromIntraDays, rest default
- pivots look the same to me on all January

Where do you see a difference based on setup above?

Thanks

[Harry]

I have to correct one detail. Whether the indicator plots correctly or not depends on the session template.

Session Template 24/7: false
Session Template CME US Index Futures ETH: false
Session Template CME US Index Futures RTH: correct

Please note: I am talking about DailyBars mode, so the daily data is taken from the data base / data supplier- and there is no reason that the values displayed deviate from those in the database!

Please, also add the CME US Index Futures ETH to your standard templates! It is an excellent template for testing.

[NinjaTrader_Dierk]

Thanks. I tried again setup below but changed:
- 24/7 session
- DailyBars

I now can see the differences. We'll look into. Thanks for pointing that out.

[higler]

Dierk
Please keep us updated on the Pivots indicator. I've also noted some "quirkiness" in the NT 7.0.0.7 pivots calculations/plots but I'm hoping that when you make the "fixes" to what Harry observed that it will fix everything.

Example of some of the things I've seen today on the NQ with Data Series initially set to 150 ticks, Load Data based on Days, Days to Load 10, Session Template = "Use Instrument Settings", PivotRange Type = Daily, PriorDayHLC = DailyBars, Width = 20.

Initial Pivot calculations/Plots were incorrect. Switched Data Series from 150 ticks to 1 minute bars and Pivot Calculations/Plots became correct. Switched Data Series back to 150 ticks and Pivots remained correct.

Earlier in the day when I was "playing" with the pivot indicator I had some incorrect pivots and switching the Maximum Bars look back to infinite corrected the calculations but this was not repeatable. Maybe it was just because I hit Apply button and recalculated.

Anyway there does appear to be some unexpected behavior with the Pivots indicator. Please keep us updated. Thanks.

[NinjaTrader_Dierk]

We'll keep you posted.