Indicator differences Chart vs Strategy

[nextjob]

Hi All,
We experience differences between Chart and Strategy for the same indicator. The difference appear after several days.

NT 7.0.1000.30
DataFeed FXCM
Session FOREX by default (17h-17h EST)

I prepared a sample strategy you can apply on a 60mn chart. It includes multitime frame hability (with 240mn) with bollinger indicator printed in a C:\LOGS folders.
You can easily compare the previous value of indicators (Close of the previous bar) between chart and strat.

I tested the two configurations of MaximumBarsLookBack (256/infinite) : the difference if not relevant.

The problem occures after several days of run....
Tell me if you are able to reproduce the pb.

regards,
Nextjob

[NinjaTrader_PaulH]

Hello nextjob,

Thanks for your post.

I applied your strategy to a 60 minute chart of $AUDJPY with 100 days of data and enabled it but I am not finding any log/files generated. No errors are being generated. I created a C:\Logs folder and reran the strategy but it is not populating with any info. Please advise.

Can you characterize the differences with a chart image?

[nextjob]

Hi,
It logs data on each FirstTickOfBar 60mn and 240mn so you probably just have to wait.
Regards,

[NinjaTrader_PaulH]

Hello nextjob,

Thanks for your reply.

Here are the results. I am probably not understanding what comparison you are trying to make, can you specifically advise what you are looking for? Or what should I be comparing to see the differences?

Here are the result collected from your strategy.
2/4/2016 9:00:01 AM INFO * FirstTickOfBar (1H) *
2/4/2016 9:00:01 AM INFO Open (Prev) = 84.57 - High (Prev) = 84.8 - Low(Prev) = 84.42 - Close(Prev) = 84.69
2/4/2016 9:00:01 AM INFO UT60_Boll160_Med (prev) = 84.6462499999997 - UT60_Boll160_Med = 84.6552499999997
2/4/2016 9:00:01 AM INFO ************************
2/4/2016 10:00:01 AM INFO * FirstTickOfBar (1H) *
2/4/2016 10:00:01 AM INFO Open (Prev) = 84.69 - High (Prev) = 84.71 - Low(Prev) = 84.2 - Close(Prev) = 84.21
2/4/2016 10:00:01 AM INFO UT60_Boll160_Med (prev) = 84.6522499999997 - UT60_Boll160_Med = 84.6596874999996
2/4/2016 10:00:01 AM INFO ************************
2/4/2016 11:00:01 AM INFO * FirstTickOfBar (1H) *
2/4/2016 11:00:01 AM INFO Open (Prev) = 84.21 - High (Prev) = 84.4 - Low(Prev) = 84.14 - Close(Prev) = 84.34
2/4/2016 11:00:02 AM INFO UT60_Boll160_Med (prev) = 84.6604999999996 - UT60_Boll160_Med = 84.6681874999996
2/4/2016 11:00:02 AM INFO ************************
2/4/2016 11:00:02 AM INFO # FirstTickOfBar (4H) #
2/4/2016 11:00:02 AM INFO Open (Prev) = 84.63 - High (Prev) = 84.81 - Low(Prev) = 84.14 - Close(Prev) = 84.34
2/4/2016 11:00:02 AM INFO UT240_Boll160_Med (prev) = 83.6253749999999- UT240_Boll160_Med = 83.6063749999999
2/4/2016 11:00:02 AM INFO ########################

[nextjob]

Hi,
Here is my comparaison process :
1. I apply this strategy to a group of FOREX pairs (not in a chart but in Strategies tab, with Right clic New Strategy)
2. I let it run several days (the problem occurs randomly after several hours or several days)
3. Then you compare indicators values for these pairs between a chart with the same indicator to those in the strategy for the last closed canddle (in the log UT60_Boll160_Med (prev) ).

UT60_Boll160_Med (Prev) => Bollinger Medium period 160 on 60mn on the last closed candle

In some cases, the difference between Chart and Strategy log is around 10%.

Regards,
François