Discrepancies between indicator value and Output

[NinjaTrader_JoshP]

John,

I do not recommend comparing like that. Especially on a moving market there is no way you can compare a price marker from the chart with what is being printed from the strategy. The only way to compare is to modify the ADX to print out its own value whenever the strategy calls it and prints the value.

Print from the indicator itself along with a timestamp. Then print from the strategy along with a timestamp. Make the strings distinct so you can identify which is coming from which then you will be able to determine exactly what is going on.

[John833]

ok, but my point is still the ADX value and the chart value are exactly the same (so therefore no problem) however, if or when the chart is reloaded with historical data the ADX value changes. Its that simple.

My question is why would that happen and does this not point to inaccuracies of calculating indicators?

What I am concerned about is that I need to be confident that the values I am trading on are consistent and accurate.

[NinjaTrader_JoshP]

Not sure what you mean. You are bringing up a different issue now. Originally you were saying values printed from the indicator on the strategy is different from the indicator value itself.

[John833]

Would you suggest that I do a clean install?

Could this solve the problem?

[John833]

Sorry, I wasn't clear
no, it is still the same issue, I'm talking about the output print value of the ADX indicator from my script, and the ADX value of the chart that I have up.

[NinjaTrader_JoshP]

John,

Like I mentioned earlier, comparing chart vs output window is not the way to proceed. If you want to compare values of the indicator vs what is in your strategy just simply add a print into the indicator and a print into your strategy. Then you can go ahead and compare the values that way.

[John833]

ok I'll give it a go...

[NinjaTrader_JoshP]

Here. Just run this strategy. You will find no discrepancy between the values

12/18/2008 1:58:22 PM INDICATOR: 35.1997924902868
12/18/2008 1:58:22 PM STRATEGY: 35.1997924902868
12/18/2008 1:58:22 PM INDICATOR: 35.1997924902868
12/18/2008 1:58:22 PM STRATEGY: 35.1997924902868
12/18/2008 1:58:22 PM INDICATOR: 35.1997924902868
12/18/2008 1:58:22 PM STRATEGY: 35.1997924902868
12/18/2008 1:58:22 PM INDICATOR: 35.1997924902868
12/18/2008 1:58:22 PM STRATEGY: 35.1997924902868
12/18/2008 1:58:22 PM INDICATOR: 35.1997924902868
12/18/2008 1:58:22 PM STRATEGY: 35.1997924902868
12/18/2008 1:58:22 PM INDICATOR: 35.1997924902868
12/18/2008 1:58:22 PM STRATEGY: 35.1997924902868
12/18/2008 1:58:22 PM INDICATOR: 35.1997924902868
12/18/2008 1:58:22 PM STRATEGY: 35.1997924902868
12/18/2008 1:58:23 PM INDICATOR: 35.1997924902868
12/18/2008 1:58:23 PM STRATEGY: 35.1997924902868
12/18/2008 1:58:23 PM INDICATOR: 35.1997924902868
12/18/2008 1:58:23 PM STRATEGY: 35.1997924902868
12/18/2008 1:58:23 PM INDICATOR: 35.1997924902868
12/18/2008 1:58:23 PM STRATEGY: 35.1997924902868

You can see each pair matches up perfectly.

[John833]

Josh

As you know I already have a print statement of the ADX value in my script...

but I am looking at the ADX script, i am unclear to where would I put the print statement? Could you help please?

Thanks

[NinjaTrader_JoshP]

John,

Just use the file I attached in my previous post. I already added the print line to the script and renamed it to ADXPrint.

[John833]

Didn't see your post... thanks....

Ah... I see what you mean now....

My market has just closed... so I'll post my findings on the next session...

Thanks again for your help

[John833]

Josh

Reverting back to the problem, the same results occur as I explained...


The output windows attached show the issue

[NinjaTrader_JoshP]

John,

Please don't use your strategy for the time being. We are trying to isolate out the cause and introducing unnecessary variables into the equation just makes it difficult. Please go with the strategy and indicator I have provided earlier.

If that base case works fine for you then we know it is something in your code interfering. If the base case does not work then we will need to investigate at a more rudimentary level.

[John833]

Josh have you tried reloading the chart? And are the ADX values the same?

[NinjaTrader_JoshP]

Indeed. F5 to reload NinjaScript, no change in values.