ParabolicSAR called from strategy does not plot

[ATI user]

I have 2 charts running ...both 1000 vol. One has only ParabolicSAR running and the other my strategy which adds ParabolicSAR with the same parameter settings.

When I start the charts in MarketReplay the PSAR plots do not match. When I refresh the strategy chart, they match.

Why does calling ParabolicSAR from the strategy make a difference to the plot?

[NinjaTrader_Ray]

We will check this out.

[ATI user]

thanks...in fact you do not need 2 charts

just put PSAR in the chart as an indicator and also call it from the strategy....plots are not even close...until you refresh...then they plot on top of each other

[ATI user]

only thing i can think of that might be different with my cs which might be a contributing factor to the problem is that i add a 1 min series which i use to pickup the opening price and set other flags for vol charts

[ATI user]

Nt 6.5.1000.7

I loaded the new .7 version of NT to test the new ParabolicSAR code to see if it would solve my problem

I edited SampleAtmStrategy by adding ParabolicSAR and changing the strategy to CalculateOnBarClose = false.

then added the strategy to the chart (red plot) and ParabolicSAR to the chart as an indicator (green dot).

the difference in the plots comes from the strategy calculating on each tick

my strategy requires calculation on each tick

is there a way to use/edit ParabolicSAR so it works with CalculateOnBarClose = false?

[NinjaTrader_JoshP]

ATI user,

Try creating a duplicate of ParabolicSAR on your end. Then edit it to remove the CalculateOnBarClose line from the indicator. Then try calling this one from your strategy. See if that does anything for you.

[ATI user]

thanks for the reply Josh

per your suggestion, I removed the CalculateOnBarClose line from my PSAR

I then called it from a strategy which calculates on every tick but does nothing but plot the PSAR (red dots)

I added the same indicator to the chart (green plots)

for historical bars you can see that they plot on top of each other...for new bars they do not

there seems to be no way to use the indicator when called from a strategy that calculates during the bar

is this a bug? is there a workaround? (perhaps plotting the value directly from the strategy on first tick of bar)

[NinjaTrader_JoshP]

Are you sure you are using the same CalculateOnBarClose for both the strategy and the indicator?

Edit: Add the indicator onto the chart. Set it to CalculateOnBarClose = false. Then add the strategy. You will see they move in step with each other.

[ATI user]

thought you said to remove the line from the indicator code ...which I did

in this pic, both the indicator and the strategy have false setting

difference still is the red dots (from the indicator as called from the strategy) are mostly wrong

what is it about the strategy call that changes the values?

[NinjaTrader_JoshP]

There is a known bug when you call indicators from strategies and they have differing CalculateOnBarClose settings.

On my end, they match up the same. Try adding the indicator with CalculateOnBarClose = false first. Then add your strategy. The dots overlap 100% historically and in real-time.

[ATI user]

ok...loaded 2 indicators with false setting

then an indicator with true setting

then strategy with false setting

the strategy plot overwrote the other 2 false setting plots...per your tip on adding order

unfortunately, the values of the false plots are not accurate when compared with the true setting plot...which is the plot I need to use....i.e. false setting values are all over the place for some reason

I assume at this point from our dialog that there is no way to receive true setting plots into a strategy that has a false setting ..correct?

if correct, then can you think of a workaround where I can get useful (true setting) values into my false setting strategy?

I should point out that I only need the closed bar value from the prior bar...not tick by tick values of the PSAR....i.e. the historical values are all on closed bars and are good values...and the PSAR with the true setting has good values....all the real time false values are useless

thanks

[NinjaTrader_JoshP]

I see what you are saying now ATI user. The whole time I thought you wanted both strategy and indicator with false settings.

To get true values for the indicator you can probably tweak up the code. Do something like an all-encompassing if-statement in the OnBarUpdate():

if (FirstTickOfBar)
{
     // Do the indicator
}

Remember that you will want to offset all [] back one when you do this method to mimic the CalculateOnBarClose = true setting.

[ATI user]

right..thanks.

they all stack now...I removed the cyan false setting plot

now the 2 false setting plots with the firsttickofbar code stack up with the true setting indicator plot...did not have to change [] back a bar

[NinjaTrader_JoshP]

Great. Glad you got it resolved.

[ATI user]

Josh

How about the opposite situation?

I have a different indicator which must calculate on bar close.

My strategy must calculate on each tick. So I have my cs getting the indicator value on the first tick of bar and I still get bad plots/values....even looking back one bar.

Is this because OnBarUpdate calls the indicator on each tick anyway? which then throws off the plots/values?

The indicator plots perfectly, and gives me perfect values, if I set my strategy to calculate on bar close (of course my cs then does not perform a lot of functions which must be done mid-bar)

Any ideas on work-around for this one?

Thanks.