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DataSeries data discrepancy

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  • NinjaTrader_Bertrand
    replied
    lawrence124, that could be the case in realtime - as NT is an event driven framework, the missing update from instrument 2 for example could mean the calculation is running with the last known tick only.

    I would recommend looking into KDoren's spread indicator works from the sharing, it's offering a concept to sync datapoints as in your case needed as well -

    Leave a comment:


  • lawrence124
    started a topic DataSeries data discrepancy

    DataSeries data discrepancy

    Hi, I've a strategy which use multi-instruments and i will but a dataseries like this, say

    CloseDiff.Set( Closes[0][0]*2-Closes[1][0]*1); (time frames are the same)

    the problem is, strategy is triggered by instrument #0 by end of bar but seems like end of bar of instrument #1 has not been triggered, ie, the calculation was completely off in real-time

    when I load the strategy again (using Print statement so i can know what is going on step by step), there wont be any problem as all the bars were built properly

    how to prevent the data/bar discrepancy in real time? Thanks

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