Using Update() with Multi-Instrument Indicator

[TheTradingMantis]

I have a custom multi-instrument indicator that calculates a value based on the Closes of the added Data Series (IndicatorA).

IndicatorA is called by another indicator (IndicatorB). IndicatorB uses IndicatorA.Update(). Both indicators use Calculate.OnEachTick.

When I run IndicatorA on 2 computers, I always get the same value on each bar.

When I run IndicatorB on 2 computers, I occasionally get different values on a bar.

Can you give me any guidance for using Update() with a multi-instrument indicator, that might resolve this problem?

Thanks,
Greg

[NinjaTrader_Kate]

Hello TheTradingMantis,

Thank you for your post.

To clarify, when you say you occasionally get different values on a bar, is this difference between two instances of indicator B, or are you comparing the values given by Indicator A to Indicator B?

Can you provide a simple example script that illustrates a discrepancy?

Thanks in advance; I look forward to assisting you further.

[TheTradingMantis]

Hi Kate,

The difference is between 2 instances of indicator B, each instance is running on a different computer. In Indicator B, I am printing out Value[1] of Indicator A on the first tick of the primary bar series. (IsFirstTickOfBar && BarsInProgress == 0). It is the printed values that are sometimes different. Maybe once every 50 or 100 bars.

I can provide a example script, but it will take some time to create. Before I create the example script, I was hoping you might be able to give me some guidance, beyond the Help Guide documentation, for using Update with a multi-instrument indicator.

Thanks,
Greg

[NinjaTrader_Kate]

Hello TheTradingMantis,

Thank you for your reply.

I suspect this may occur when one of the pcs hasn't yet received the first tick of the secondary series, but I'd really need to do some testing to definitively be able to say. If you can create a simplified version that reproduces, that would be helpful.

Thanks in advance; I look forward to assisting you further.