MultiTimeFrame indicator DataSeries problem

[mrlogik]

Hi Guys,

I am having an issue using a DataSeries in a multi time frame indicator. This doesn't occur when I don't have a second or more time frame.

I am using NT 7.0.1000.1

In the attached indicator I have two plots.

MA1 - Plots an SMA of the BarClose directly

MA1.Set(SMA(Closes[0], 13)[0]);

MA2 - Plots an SMA of the BarClose through a DataSeries

sMA.Set(Closes[0][0]);
MA2.Set(SMA(sMA, 13)[0]);

To test, load a 5 second chart of any instrument, and put this indicator on it. As new bars form, you will see the two plots diverge. I chose a 5 second chart because it updates quickly and you won't have to wait to see it.

If I am doing something wrong please let me know.

Another unrelated nuance, when exporting an indicator that uses the default BollingerBands indicator, you have to manually add the @Bollinger indicator to the export, otherwise NT will give an export error stating its missing it. This isn't a big deal, but I have only found this issue when using Bollinger in my custom indicators.

As always, thanks
Anthony

[NinjaTrader_Bertrand]

Thanks for the report Anthony, will take a look and test here on our end.

[NinjaTrader_Bertrand]

I could reproduce the issue, we will look into - for the export error message you get - yes this can be unfortunately the case - http://www.ninjatrader.com/support/h...t_problems.htm

[NinjaTrader_Bertrand]

Anthony, thanks again for raising this one and reporting in to us with the sample - we applied a code change addressing the issue spotted, please restest in NT7 R2 and report back should you see any issues still.

Thanks for the support,

[mrlogik]

Hey Bertrand,

Any time.

I'm assuming NT7 R2 will be released soon? The website shows RC 1 for me. I may need to clear my browser.

[NinjaTrader_RyanM1]

Hi Anthony,

R1 (7.0.1000.1) is the latest version available. Unfortunately no time frame yet on R2, but there should be notification message in the platform when this is available.

[mrlogik]

Okay, when RC2 is released I will upgrade and test.

Thanks

[Trader.Jon]

..and life was so SO simple with an acubus

Anthony, thanks again for raising this one and reporting in to us with the sample - we applied a code change addressing the issue spotted, please restest in NT7 R2 and report back should you see any issues still.

Thanks for the support,

Bertrand and Anthony,

Just for clarification, and my peace of mind (what is left of it) I put this up on 5 sec $EURUSD historical chart and there is no difference in the plotting.

In as much as I use a similar calculation in a strategy, which should be considered accurate to use.

TIA!
Jon

[mrlogik]

Did you let this run real-time yet? That is when the problem shows itself.

[Trader.Jon]

????

Did you let this run real-time yet? That is when the problem shows itself.

Anthony,

No, I didnt ... will try on Monday with FX ... btw, which version is accurate and which is the version that is giving incorrect output? My guess is that indicator.x.dataseries is faulty but dont want to assume.

Perhaps NT Support will post a workaround for until R2 appears with a fix? {hint}

Thanks
Jon

[mrlogik]

Trader,

The work around is don't use a DataSeries as an input for a NT function.

MA2 is what doesn't work. MA1 works fine.