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that is really weird

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    that is really weird

    I've tried to port a tradestation indicator to NT but I could not get close to what must be obtained.

    Here is a TS screenshot (click on the picture to zoom in):



    here is the NT screenshot :



    The transcription has been done by a certified NT consultant and is identical to TS one but for an unknown reason, every attempt to view it on short time frame results in whipsaws and erratic plot.
    We tried everything ( set the calculation on Bar close from true to false, take the open bar price, the close....) with no results.
    My guess is that there is some particularity in the way Ticks are dealt with on NT.

    Can someone here explain me how NT manage ticks ?
    If someone has any clues of what is going on, I would really appreciate.

    A bug maybe ???

    #2
    Here is what I personally do when I compare new indicators that we develop to other platforms for sanity checks -

    - Make sure the underlying data is equivalent --> In the case of TS, this is easy, just use our TS NTDataDownload strategy and export minute data of a particular instrument and import that into NT. Your questions on how ticks are managed is irrelevant in this situation. Create an NT chart to match bar for bar the TS chart based on the import TS data

    - Apply the indicator to NT and to TS
    - If there is a difference --> Then its a math issue meaning, the calculation logic is not the same. I then introduce Print() statements and print out calculation values at various steps in the indicator logic in both NT and TS. This will help you pin point exactly where in the calculation logic there is a difference
    RayNinjaTrader Customer Service

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      #3
      I have been working on EL scripts like this from MESA.com for the last month as a learning exercise.

      Another member here has also work on this.

      This is what I found. There are many versions of this type of indicator. Some really do look awful in NT.

      Others don't look so bad. If you go to the "Hilbert Sine Wave" posting, go to Matt's website. He has a couple posted there.

      Post the TS code your using. Maybe its been worked on it already.

      Anyway, I found another script the other day That I plan to try.

      If it looks any good I'll post it.

      RJay
      RJay
      NinjaTrader Ecosystem Vendor - Innovative Trading Solutions

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