Indicator Values changes in Market Analyzer vs Chart

[jdrobinson81]

Hi,

I have developed an indicator that requires 30 monthly bars worth of daily data to work so I can add a data series of 1000 daily bars to get results.

When I add the indicator to a daily chart with 1000 bars, it works fine and I get the value plotted back. However, when I add the same indicator with the same exact setup into Market Analyzer, I don't get any results back (zeroes plotted throughout). Interestingly, when I make the "number of bars to lookback" = 10,000, the indicators start plotting in Market Analyzer. Even then, some of the indicator values don't match what I get plotting it on the daily chart with 10,000 bars included.

Is there some difference between the Market Analyzer and the chart view? Why would my indicator work fine on a daily chart with 1000 bars, but not in Market Analyzer with a setup of 1000 for number of bars to look back?

The attached picture is how my indicator set up looks in Market Analyzer. On my chart, I have the same exact setup, 1000 bars of data, calculate on bar close = false, etc.

By the way, I'm finding a lot of bugs in the new version compared to the prior release. Just as an example, the optimizer is pretty much useless. Does not execute the strategies properly at all. Also, the market analyzer randomly changes indicator values even when there's no data streaming. Not sure what's going on.

[NinjaTrader_AdamP]

jdrobinson,

The market analyzer would have the same need for historical data as your regular indicator if applied to a chart. As such you would need to ensure the bars to lookback was sufficient. If you change it to something like 1021 does it work?

As far as the strategy analyzer, there are known discrepancies between backtesting and live trading, and these are present on all platforms. You can partially remedy this by using our intrabar granularity reference sample, by using market replay, or by constructing strategies that have "calculate on bar close" set to true.

Discrepancies : http://www.ninjatrader.com/support/h...ime_vs_bac.htm

Reference sample for intra-bar granularity : http://www.ninjatrader.com/support/f...ead.php?t=6652

Please let me know if I may assist further.

[jdrobinson81]

jdrobinson,

The market analyzer would have the same need for historical data as your regular indicator if applied to a chart. As such you would need to ensure the bars to lookback was sufficient. If you change it to something like 1021 does it work?

As far as the strategy analyzer, there are known discrepancies between backtesting and live trading, and these are present on all platforms. You can partially remedy this by using our intrabar granularity reference sample, by using market replay, or by constructing strategies that have "calculate on bar close" set to true.

Discrepancies : http://www.ninjatrader.com/support/h...ime_vs_bac.htm

Reference sample for intra-bar granularity : http://www.ninjatrader.com/support/f...ead.php?t=6652

Please let me know if I may assist further.

Thanks. I think you've explained it, and that makes sense.