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indicator differences between ZF & IQ

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    indicator differences between ZF & IQ

    Hi,

    do you have any idea why certain indicators show completely different values on a chart with ZF and a chart with IQfeed. I do have two identical charts with a strategie open, but with different datafeed.

    All indicators should show the same value, or at least very similar, correct?

    Rgds,

    Rob

    #2
    Hello Rob,

    Indicators are calculated on the historical data loaded in the chart. This means historical data is different, which is possible upon using different data feeds. You can experience difference in data when comparing different data sources. See the link below under 'Understanding the variables involved in building chart bars'.




    Discrepancies Between Different Data Feeds
    Different data feeds produce different charts, especially when using tick based intervals vs time based intervals. Market data vendors each employ various methods for tick filtering, throttling and time stamping. As a result, no data stream is 100% identical and thus can cause subtle differences in charts. Since NinjaTrader supports many of the leading brokerage and data feed technologies, it is highly likely that two traders using NinjaTrader on different data feeds will have minor differences when plotting the same market and time interval.

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      #3
      Hi Jason,

      thanks. But my problem is that the differences are not subtle.
      They are huge sometimes.

      For example a long position has a StopLoss based on an indicator. In one chart the SL is 3 points S&P and in the other 14 points. Thta's not subtle anymore, do you agree.

      Rgds

      Comment


        #4
        The subtle differences refer to the data. Are there huge differences in data? If so, please right click in both charts and select 'Reload All Historical Data'. Check again.

        I do not know how the indicator calculates its values. Could it be a subtle difference in data causes the indicator to calculate this way?

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