Information or an example?

[ETFVoyageur]

I just saw the MA errors again. I wish I knew how to reproduce them.

Once again, it was some ETFs that have declined strongly showing major positive CAGR instead of a negative CAGR, while all other tickers showed the correct values.

There were three that had sorted to the top on that basis. When I brought up the Columns dialog, looked to see that the back data was long enough, made no changes, and then clicked OK all got recalculated, but only the first one got corrected. Then I did F5 and the other two I had noticed also got corrected.

I wish I knew what triggers the bad values, but I am very worried that I cannot trust what I see in MA -- in all cases, the value of the indicator on the chart is OK and most things in MA are OK. I guess that, for any I really care about, I just need to cross-check the MA values against the same indicator on a chart.

This unreliability of the values in MA is a pretty serious concern. I do not understand it, and therefore I do not know either how to prevent it or what (if anything) I am doing wrong. I find it alarming that F5 fixes it. I find it alarming that only a few values are wrong (and they all have one obvious thing in common -- they are all in a serious downtrend). If the only problem was that it was showing yesterday's values and had to be updated to show the latest bar I could understand -- but the wrong value is big-time wrong, not just off by a bar or two.

Frustrated,
EV

[NinjaTrader_Austin]

EV, I will have Bertrand get back to you tomorrow.

[ETFVoyageur]

EV, I will have Bertrand get back to you tomorrow.

OK -- thanks.

I don't know that there is anything anyone can do, though -- I do not know how to force the problem to happen, so it will be tough to figure out anything constructive to do about it.

I'm reporting it mainly to get it on the record.

--EV

[koganam]

OK -- thanks.

I don't know that there is anything anyone can do, though -- I do not know how to force the problem to happen, so it will be tough to figure out anything constructive to do about it.

I'm reporting it mainly to get it on the record.

--EV

It sounds as if there may be some hidden debug options that can be enabled to log stuff for examination.

[snaphook]

EV - I strongly support your position that the NT modal dialogs are a Royal PITA. I absolutely abhor the way they interrupt debugging.

[NinjaTrader_Bertrand]

Thanks for your feedback as well here snaphook.

EV, I suggest then to really simplify things in order to facilitate understanding what might be going on - are you seeing discrepancies on NT's standard indicators as well? Do you load any additional series in your custom code? Is it a matter of instrument list size? Could it be COBC setting related?

[ETFVoyageur]

> Are you seeing discrepancies on NT's standard indicators as well?

I do not have any standard indicators in use (other than mine being based on standard indicators).

> Do you load any additional series in your custom code?

No

> Is it a matter of instrument list size?

I doubt it. I have a few hundred, but less than if I were using the S&P500, which you support. Besides, why would that make just a few show the wrong values?

> Could it be COBC setting related?

No -- I just double checked. Also, if that were the problem then it would affect all tickers, not just a few. Furthermore, if that were the problem, my data would just be off by one day. In fact, it is grossly wrong -- instead of a reasonable negative CAGR, it shows things like +260,000 when it is having the problem.

-----

Not showing the problem just now -- have not seen it since my last posting about it.

--EV

[ETFVoyageur]

How do I give Market Analyzer a date to analyze as of?

I would like to be able to do things like take a list of stocks that performed best over a period of time, and then see what my Market Analyzer setup looked like at t he start of that time.

The hope, of course, is to see whether I can find anything predictive. Not to mention verifying whether the columns I do have are helpful or just noise.

--EV

[ETFVoyageur]

Market Analyzer suggestion:

I would like to be able to have tabs -- to be able to switch between Market Analyzer setups by clicking on a tab.

This would give the same capability as with multiple Market Analyzer windows (today) but be more convenient.

--EV

[NinjaTrader_Austin]

EV, the only way I know of to get the MA to display a certain date is to load up the Market Replay connection, go to the date, run it, and then bring up your MA. As for your tabs suggestion, I will pass it along.

[ETFVoyageur]

nm ... sorry ... I misread the reply

[ETFVoyageur]

I would like to try a column in Market Analyzer that shows today's gain in percent -- i.e. how today's close compares to yesterday's close percentage-wise. How do I do that?

I have tried several of the built-in columns, but no luck. My most recent attempt is NetChange, but that does not get filled in. What is NetChange? Why not getting filled in -- I did not see how to set daily data -- perhaps that is the problem?

--EV

[koganam]

I would like to try a column in Market Analyzer that shows today's gain in percent -- i.e. how today's close compares to yesterday's close percentage-wise. How do I do that?

I have tried several of the built-in columns, but no luck. My most recent attempt is NetChange, but that does not get filled in. What is NetChange? Why not getting filled in -- I did not see how to set daily data -- perhaps that is the problem?

--EV

Would that not be the (misdescribed by NT) ROC(1) indicator series?

[ETFVoyageur]

I'm missing something here -- I agree that a one bar change is what I am looking for, but I specified that it needs to be displayed in percentage. Is there a way to get ROC in percentage (without writing a custom wrapper)?

Help page says ROC measures percent change, but Intellisense says it is just delta price. I can give it a try and see, but do you know off the top of your head which is right?

--EV

[ETFVoyageur]

Thanks for the suggestion. It works.

I always thought ROC was delta price, as Intellisense says it is.

Evidently I was wrong -- the value being presented is percent, as Help page says it is. A cursory Google finds that other places on the Web agree that ROC is in percent.

Suggestion: please fix the wording in Intellisense.

--EV