Bug: Darvas Boxes look different in real-time and historical

[AgeKay]

Hello NinjaTrader Development Team,

I have noticed that the boxes of the build-in 'Darvas' indicator look different in real-time than drawn based on historical data (e.g. after refreshing the chart). Specifically, the historical Darvas Boxes determine support/resistance levels 'better' than real-time Darvas Boxes. It seems as if the Darvas Boxes based on historical data use future data that when drawing the box that is not available at the time of the current bar, e.g. the historical Darvas Box knows that there is going to be a new low in 6 bars so it draws the lower line there while the real-time Darvas Box obviously doesn't.

Might this be due to caching or something? How can I prevent this? Thanks!

[NinjaTrader_Ray]

Thanks, we will check into this.

[AgeKay]

Maybe this will help. I have worked around this problem by wrapping the original Darvas indicator in a custom indicator where I just set the plot values to the Upper and Lower values of the original Darvas indicator like so:

         protected override void Initialize()
        {
            Add(new Plot(Color.IndianRed, PlotStyle.Square, "Upper"));
            Add(new Plot(Color.RoyalBlue, PlotStyle.Square, "Lower"));

            
            CalculateOnBarClose    = true;
            Overlay                = true;
            PriceTypeSupported    = false;
        }

        protected override void OnBarUpdate()
        {
            Upper.Set(Darvas().Upper[0]);
            Lower.Set(Darvas().Lower[0]);
        }

And now seems to look the same on historical data as on real-time data. I have to check this tomorrow though with real-time data.

[NinjaTrader_Dierk]

This is weird one. We are still researching, this could take a while. We will come back to you.

[AgeKay]

Ok, thanks for looking into this. I've found out today that my workaround doesn't work so well, so I am back to using the original.

[NinjaTrader_Christian]

Hi AgeKay !

This is a bug which will be fixed with the next update of NinjaTrader.

Thanks for reporting,
Christian

[max-td]

seemes to be done - any experiences ?

NinjaTrader Version 6.5.1000.4 Production Release - June 19, 2008

Fixed 2412: Indicators - Darvas buy and sell signal properties were not set correctly when embedded in another indicator or strategy

Fixed 2362: Indicators - Darvas indicator did not work as expected in real-time