Market analyzer not updating last close or net change

[JParker]

For many months, on both NT 6.5 and 7 up to and including beta 14, the market analyzer is displaying inaccurate information regarding the last close and net change. I have a number of students in my trading room using Ninja, and all (6.5 and 7 users alike) match the attached screenshot.

I highlighted just one row, but all instruments are experiencing the same behavior. As the attached pic shows, the analyzer is displaying a net change that is over 120 ticks off, yet this is at prices that haven't traded in three weeks.

This has been an issue for quite some time, and trying to figure out the fix or at least figure out where you are pulling your last close price from, as it is clearly not coming from any recent price data. It has grown disconcerting, as many of us use the net change column to be aware of when we are nearing a limit move, and it is frequently showing a limit (or near limit) condition when in fact the price is actually within a few ticks of yesterday's settlement price.

A secondary problem seems to be the calculation of indicators in the market analyzer - they will never match the same indicator applied to a chart, even though all settings are the same. Don't use the indicators in the MA myself, but it is replicable every time I try.

Thanks in advance for your help!

[NinjaTrader_ChristopherJ]

Hello JParker,

Thank you for your post.

Can you please tell me what data provider you are connected to within NinjaTrader. Also when adding an idicator to the Market Analyzer please confirm you have the same Data Series selected to match the time interval being used within your chart as well as additional parameters.

[JParker]

Christopher,
Using Zenfire datafeed. I have checked the settings on the indicators numerous times to make sure that the data series and time align with the indicator on the chart.

[NinjaTrader_ChristopherJ]

I have tested this on my end and receive the same Last Price within both NinjaTrader 6.5 and 7 when connected to Zen-Fire. Unfortunately this is the information being provided through the Zen-Fire API.

Can you please tell me what indicator you are applying to your chart and Market Analyzer? Also please attach screen shot of all the settings being used so I may attempt to reproduce on my end. I have tested the SMA on my end and was able to view the same values.

[JParker]

Talked with Zenfire, they confirm they are receiving the bad prices from CME - they are trying to run this down and find out why they quit giving a daily close price. They are carrying a net feed from the exchange, but obviously you are calculating your own based on last close which is creating the problem and rendering the market analyzer useless for net change. Bummer, as this is how most of us who use you for charting find out how close we are to a limit move or how far we have advanced/declined on the day.

As regards the indicator, suddenly a new problem is exposed. I go to the analyzer > column > Indicator > RSI > Data Series - at this point a new dialog box opens up under the columns properties window - you cannot access the new dialog box or even see it, and it prevents the columns parent window from being moved aside.

Therefore, I cannot change the data series now as I could in Beta 13, so unable to get you an accurate screenshot. I was using an RSI 14 period on 89 tick data series - comparing this with 89 tick chart and RSI 14, the value varied as much as 15 points (ie chart shows RSI of 70 and MA shows RSI of 55).

[JParker]

Okay, finally figured out how to access the input series popup, just had to shrink my columns properties window down tiny prior to clicking on data series.

Weird discrepancy here: when all that is in the column is the RSI, it matches the chart fine. When I add a color condition to the cell, as shown in the attached file, the RSI no longer matches.

[NinjaTrader_JoshP]

JParker,

What is the CalculateOnBarClose setting for your indicator?

[JParker]

Both are set to false

[NinjaTrader_JoshP]

JParker,

For your RSI in the Market Analyzer whats the number of bars back you have set for it? Can you please try setting it to 256 to match what the chart uses?

[JParker]

It was initially set to two, but after that did not match set it to 256 to match the chart. That was around two months ago when I gave up on it, but still set to 256.

It is unusual that it only shows the discrepancy when the cell condition is added. Seems like that would only color the cell, but wondering if it is causing a delay in the calculation of RSI...

[NinjaTrader_ChristopherJ]

Unfortunately I have not been able to reproduce this on my end with Cell Conditions applied.

Please confirm you have both "# of bars to look back" and "Maximum bars look back" set to 256 as referenced in the attached screen shot.