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Backtest MACD is different than Chart MACD

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    Backtest MACD is different than Chart MACD

    I am back testing a strategy that is dependent on MACD values. I have both my normal chart open and the backtest chart open along with the MACD indicator on both charts. I have triple checked settings on both the charts and the indicators. Everything is the same. I am getting different values for the MACD on the bars. The only thing I can think of is that the charts have different amounts of data loaded. If this is the case how can I ensure that I have the same amount of data loaded on each chart? I've tried running the backtest back to the number of days that I have loaded data in my normal chart but this doesn't seem to work.

    I'm lost.

    #2
    Hello BReal,

    Thank you for your post.

    Because of the way that bars are built, it is entirely possible for there to be discrepancies between real-time and backtesting. Please see the link below for more information about these discrepancies.



    Please let me know if I can be of any further assistance.
    Zach S.NinjaTrader Customer Service

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      #3
      Thanks Zach. Not the answer I wanted but something I'll have to work around.

      Comment


        #4
        Hi, there is a similar situation between macd values in a backtest and and open chart of historical daily data. Presumably the historical daily bars are fixed and not "built", and I've checked the OHLC of the bars and they are the same, so how is this occurring?
        Thanks.

        Comment


          #5
          Stem,

          Any bars that are loaded upon starting of the chart are going to be historical data being loaded.

          Anything after that are bars from live data.

          What kind of data type are you using? Day, Tick, Minute?
          Cal H.NinjaTrader Customer Service

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            #6
            Daily Kinetic end of day data.
            Thanks

            Comment


              #7
              I just checked the Stochastic(fast) & Bollinger and they don't seem to have the same problem. How is this possible?
              Thanks

              Comment


                #8
                I think I just found the answer, the MACD in the strategy needed about 10 months of daily bars prior to the commencement of trading in the backtest in order to produce the same values as the indicator version.
                Thanks

                Comment

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