In doubt about the results of the indicators

[johannes]

Hi,

I've got a strategy written in an other software package, I try to rewrite it into NT. I use two timeframes the 1 minute and 3 minute. When I compare the signals generated with those from my other package they aren't compatible with the results from NT.

The values generated by the MACD for example, I can't say they are comparible. And I am in big doubt if the values from the stochastic are comparible, they always change a little bit. But it could be that the results from the stochastic are differing because the quotes for NT are pulled from Interactive Brokers, so when a minute or 3 minute is happening can differ.

Don't know where I'm making mistakes, but maybe you can help me. Have I done something fundamental wrong?...

[NinjaTrader_JoshP]

If your data is different for sure you cannot compare the two. That is like comparing apples to oranges. If you wish to see the code of the indicators you mentioned you can view them in the NinjaScript Editor and see the logic used. They are created to the generally accepted specifications for those indicators.

[johannes]

And here is the code as an attachment...

[NinjaTrader_JoshP]

johannes,

I cannot make a comparison for you. You will need to make an evaluation yourself. What I can tell you is that if data is different for sure you will get different results.

[johannes]

Thanks for your responses!

I think I am screwing some things up...

Okey to clarify:
Closes[0][0] = Gives me the last quote in my default timeframe
Closes[1][0] = Gives me the last quote in my first added timeframe
RSI(Closes[1],14,0)[0] = WRONG, doesn't take the closing quotes from my second added timeframe

RSI(BarsArray[0],14,0)[0] = This will take the quotes from my second timeframe, but does it take the closing quotes? Should you mention that somewhere?

Could you please clarify those things, I think this is my problem, is it?

Thanks in advance!

[NinjaTrader_Bertrand]

Hi Johannes,

To clarify BarsArray[0][0] returns the same value as Close[0].

You can also check for BarsInProgress - http://www.ninjatrader-support.com/H...BarSeries.html

Please also review our article on this from the helpguide - http://www.ninjatrader-support.com/H...struments.html