Discrepancies between indicator value and Output

[John833]

Basically, both the ADX value of the script and the chart are the same until you reload the chart

That doesn't seem to me a problem of my script... or is it?

[NinjaTrader_JoshP]

John,

The point is we cannot reproduce on our end. You need to try the base case I provided and see if you still have problems. If the base case works then it is something with your script interfering. If the base case does not work then you will want to try a fresh reinstall of NT.

[John833]

I am not using F5, I am reloading Historical Data Ctrl+Shift+R

[NinjaTrader_JoshP]

Reloading chart data of course will produce different results between each run, but will not produce different results between the indicator and strategy. Not reproducible on our end John.

[John833]

Josh, why would reloading historical data give different reading each run, surely this would be a problem when backtesting?

[NinjaTrader_JoshP]

No. When you reload data you will pull a different set of data. Of course it will produce different results if you have a different set of data. If your data provider has only one set of servers you pull from then the data will be the same set and there will be no differences. Otherwise, some data providers have slight variations and as such results will be different.

[John833]

ok, thank you for the explanation....

[John833]

Josh

Coming back to the issue I have had regarding discrepancies with the ADX value of the chart and the value of my running strategy, I would like to give an update on what I have found....

1. When I load up NT and start running my strategy, the output values of the ADX from both my strategy and the chart are the same.
2. When I reload the historical data of the chart, I find that the chart values of the indicators remain the same (I have checked this by taking values from the chart at various intervals and compared them with reloaded historical data). However, the ADX values from the output of my strategy are now totally different from the ADX values from the chart output.
3. If I stop and start my script ADX values are still different.
4. BUT if I remove the strategy, and load it on back again and then start. I find that the ADX values then fall back into line.

So it does appear that ADX calculation on the chart even if historical data is reloaded is indeed accurate, but the ADX output from my strategy immediately becomes corrupted, solved only by removing and reloading the strategy and then restarting.

This is obviously good to find out what is going on as I can still run my strategy with confidence, knowing what to avoid.

But I would be interested to know if you have any thoughts on why my ADX values from my strategy become corrupted when historical data is reloaded to the chart?

[NinjaTrader_JoshP]

John,

Unfortunately I am out of ideas. I cannot replicate the behavior on my end with the test reference I provided you earlier. I have reloaded many times with no difference. All I can suggest is try a 100% clean reinstall.

[John833]

Yes, I will probably try a clean install. But what I am saying is that at least I have a work around, even though I haven't yet found the cause of the corruption.

Thanks for your help.