Summation (SUM)

[jcash]

scope of problem

its interesting to see someone else is having the same issue i had. if this is a bug i think NT should address it.

if this is an issue with the type of data series being used in SUM, then there should be some additional notations made to the help page on SUM.

i can't imagine how many people are using SUM in a strategy and potentially getting results that are incorrect due to no fault of their own.

[NinjaTrader_JoshP]

Okay. Let us ensure that we are actually all talking about the same issue here.

I am thinking about a custom DataSeries where you set a value and then start changing the values, then the SUM will calculate differently. This is expected.

jcash,

Was your issue resolved?

saltminer,

If you could ensure you are on 6.5.1000.11 and provide me with your sample script that would be great.

[jcash]

not really. as i posted before, i had to use the actual formula from the SUM indicator within my strategy to get correct results.

sumnum.Set ( MyData[0] + (CurrentBar > 0 ? sumnum[1] : 0) - (CurrentBar >= 6 ? MyData[6] : 0) );

so, yes i got the results i wanted but not using SUM.

[NinjaTrader_JoshP]

Hmm. To revisit then, real-time or historical? CalculateOnBarClose = true or false? Issue on running SUM on custom DataSeries? On indicators? Or both?

[jcash]

real-time

false

custom DataSeries

[NinjaTrader_JoshP]

saltminer,

Same for you?

[saltminer]

Using NT 6.5.1000.11
Custom DataSeries
CalculateOnClose = true

I have written a strategy for you that illustrates the bug clearly. (attached)

saltminer

[NinjaTrader_JoshP]

Thank you. Will look into.

[NinjaTrader_JoshP]

Thank you for bringing this up. It has been resolved in NT7.

[saltminer]

I'm not sure that is good news. The release (non beta) version of NT7 is due about Christmas, according to the recent announcement.
Are there no interim bug-fixes for 6.5 any more? We just have to cope?
saltminer

[NinjaTrader_JoshP]

The interim solution is to just hard code a SUM in your code yourself as jcash has done.

[saltminer]

Is SUM() the only indicator affected, or are there others in there with this problem that we should know about?
I'd prefer not to be guessing throughout the next 6 months of professional NinjaScript development time.
Thanks,
saltminer

[NinjaTrader_JoshP]

SUM() is the only one we are aware of.

[saltminer]

This problem also affects LinReg, because the LinReg indicator calls SUM.

There probably are other indicators affected too.

[NinjaTrader_JoshP]

Thank you saltminer. For sure any dependent indicator will be influenced too.