Diferent value between M-Analyzer and IB

[michi08]

i will verify this with the IB suport, lets see what they have to say.

Thanks for everthing
Michael

[michi08]

I talked with a IB suport person and they can't find a problem. What i saw in the last days are the diferent between IB and NT are biger with higher value, also a ADX with 20 the diferent are only 5, but a ADX with 60 the diferent are up to 28!

what i found ist the IB calculation of the ADX, can you conirm me that NT uses the same.
Apply ADX/DMI Indicator

The ADX/DMI is represented by three lines +DM, -DM and ADX.
The Directional movement
If today's High is higher than yesterday's High then:
+DM = today's High - yesterday's High
If today's Low is lower than yesterday's Low then:
-DM = yesterday's Low - today's Low
If +DM is greater than -DM then: -DM = 0
If +DM is less than -DM then: +DM = 0
The true range
True range is the largest of:

• |today's High - today's Low|
• |today's High - yesterday's Close|
• |yesterday's Close - today's Low|

Moving average of +DM, -DM and True Range

• +DMMA = exponential moving average of +DM
• -DMMA = exponential moving average of -DM
• TRMA = exponential moving average of True Range

The Directional Indicators

• +DI = +DMMA / TRMA
• -DI = -DMMA / TRMA

Directional Index

• DX = |(+DI - (-DI))| / (+DI + (-DI))

The Average Directional Movement Index

• ADX = the exponential moving average of DX
• ADX = SUM[(+DI-(-DI))/(+DI+(-DI)), N]/N

Thank you very much
Michael

[NinjaTrader_RyanO]

Hi michi08,

You can compare how the indicators are calculated. If within NinjaTrader you go to Tools-->Edit NinjaScript-->Indicators-->ADX. In the programming window are the calculations that NinjaTrader uses for that indicator.

Also, can you please clarify if you are using NinjaTrader 7 or 6.5 because you will want to make sure you are loading the same times on both charts.

In IB please make sure you have the same number of bars loaded. In NinjaTrader you can set the bars back to equal what you load in an IB chart.