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Indicators look different after reload

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    Indicators look different after reload

    Indicator lines look different after reloading with F5. The following chart images show the difference at how the same indicator looks before and after pressing F5 to reload. This can mean the difference between a winning and losing trade. I trade divergence visually on the chart. I may think I see a trade setup, take the trade trade, reload the chart, and realize there was not trade! Is there anyway to make the indicators consistent across re-loads?
    Attached Files

    #2
    Hello Monpere,

    One thing is that chart data can look different after a reload. See the following link, then:
    Understanding why a chart can look different after reloading historical data from the server


    Scripts also function differently on real time compared to historically, especially when you are running with CalculateOnBarClose = false. If your indicator is currently set to false, try changing to true and see if that aligns better the real time compared to historical plot for you.
    Ryan M.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_RyanM View Post
      Hello Monpere,

      One thing is that chart data can look different after a reload. See the following link, then:
      Understanding why a chart can look different after reloading historical data from the server


      Scripts also function differently on real time compared to historically, especially when you are running with CalculateOnBarClose = false. If your indicator is currently set to false, try changing to true and see if that aligns better the real time compared to historical plot for you.
      My indcators are CalculateOnbarClose=false. My data provider is ZenFire, I believe they timestamp the data, correct?. If that is so why would the historical data be different?

      Comment


        #4
        Yes, Zenfire is time stamped natively at their servers. The data can still be different after a reload. When you reloading data, there can be a minor gap for the time it takes to deliver historical data from when you initially made the data request. This is usually only a couple seconds but can impact the chart display on tick chart like you are using.

        The differences you're seeing though are most likely related to running the indicator tick by tick in real time, compared to only on bar close historically. Changing to COBC = true will align these better for you.
        Last edited by NinjaTrader_RyanM1; 04-26-2011, 11:44 AM.
        Ryan M.NinjaTrader Customer Service

        Comment


          #5
          Originally posted by NinjaTrader_RyanM View Post
          The data can still be different after a reload with Zenfire. As real time data comes in, it's time stamped according to your PC clock. When you reload historical data, the time stamp of bars is according to the PC clock of the historical data provider - NinjaTrader, in this case.

          The differences you're seeing though are most likely related to running the indicator tick by tick in real time, compared to only on bar close historically. Changing to COBC = true will align these better for you.
          I am thinking of getting a new broker using TT data feed. Is the data feed from Trading Technologies timestamped?

          Comment


            #6
            Data received using Trading Technologies connection will be time stamped according to your local PC clock.
            Ryan M.NinjaTrader Customer Service

            Comment


              #7
              Updating here, as I corrected post #4, that Zenfire time stamps natively.
              Ryan M.NinjaTrader Customer Service

              Comment


                #8
                Originally posted by NinjaTrader_RyanM View Post
                Data received using Trading Technologies connection will be time stamped according to your local PC clock.
                With my current Zenfire timestamped data feed, CalculateOnBarClose=true seems to have alleviated the problem. Will this solution still work once I switch to the TT datafeed?

                Comment


                  #9
                  Hello,

                  The indicator will still calculate on bar close only when you set to this. This would do the same on the TT connection as it would for the zenfire connection.

                  Let me know if I can be of further assistance.

                  Comment


                    #10
                    Originally posted by monpere View Post
                    With my current Zenfire timestamped data feed, CalculateOnBarClose=true seems to have alleviated the problem. Will this solution still work once I switch to the TT datafeed?
                    The underlying historical data feed is different that the real time data from TT. Thus, there could be differences in the feed. This can result in subtle different charts that are based on tick data and as such, can result in different indicator values since the underlying series is different.
                    RayNinjaTrader Customer Service

                    Comment

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