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Discrepancy of MACD between Ninja and eSignal

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    Discrepancy of MACD between Ninja and eSignal

    Hello,

    I have 2 data feeds connected with Ninja: Patsystems (#1) and eSignal(#2)

    On the screenshot you can see that on Ninja's chart MACD has not crossed yet (the Diff > 0 at 16:45 on Ninja chart), while on eSignal's chart there is a cross at that bar (16:40 on esignal chart). Note, the difference in bar time is due to different ways of timestamping: eSignal uses open's time, while Ninja - close (but that's not the point).

    The question is: why is there such a big inconsistency?

    I am guessing that Ninja uses Pats feed thus a discrepancy.

    Please advise.

    Thank you.
    Attached Files

    #2
    Hi alex.nt,

    Thanks for your post.

    This may be related to a difference in data. Is NinjaTrader using only the PATSystems feed or does NinjaTrader also connect to eSignal in your case?
    KyleNinjaTrader Customer Service

    Comment


      #3
      Hey Kyle,

      As I mentioned, Ninja is connected to both feeds, Pats and eSignal. Pats is the first feed though.

      Comment


        #4
        Hi,

        Reversing your connection order will ensure that all data originates with the eSignal connection - this should cause the charts and the indicators in those charts to more closely match.
        KyleNinjaTrader Customer Service

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          #5
          Unfortunately, I cannot work this way.

          Comment


            #6
            Hello,

            We spoke via phone on this issue.

            Let me know if any questions after speaking on skype.

            -Brett
            BrettNinjaTrader Product Management

            Comment


              #7
              Originally posted by alex.nt View Post
              Hello,

              I have 2 data feeds connected with Ninja: Patsystems (#1) and eSignal(#2)

              On the screenshot you can see that on Ninja's chart MACD has not crossed yet (the Diff > 0 at 16:45 on Ninja chart), while on eSignal's chart there is a cross at that bar (16:40 on esignal chart). Note, the difference in bar time is due to different ways of timestamping: eSignal uses open's time, while Ninja - close (but that's not the point).

              The question is: why is there such a big inconsistency?

              I am guessing that Ninja uses Pats feed thus a discrepancy.

              Please advise.

              Thank you.
              Did you try to set the NinjaTrader indicator to CalculateOnBarClose = false?. Otherwise the indicator value will not plot for the last bar, which has not yet completed.

              Comment

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