what bar value is used to calculate the sma indicator?

[joemiller]

what bar value is used to calculate the sma indicator [i.e.] is it the close, the median, etc?

[NinjaTrader_AlanP]

Hello joemiller,

Thank you for your note.

If you do not pass a specific series, ie use the syntax SMA(int period), close will be used.

You can however specify a series using a syntax at the following link which takes an ISeries.

https://ninjatrader.com/support/helpGuides/nt8/en-us/?moving_average_-_simple_sma.htm

For example,

SMA(High, 20)

Please let us know if you need further assistance.

[joemiller]

in my excel program a 200 bar sma calculation using the formula =AVERAGE(E36:E236,0) does not check with the chart calculation of the same sma. attached are images to maybe generate further dialogue to maybe help me understand and resolve resolve the issue.

[NinjaTrader_AlanP]

Hello joemiller,

I would confirm you are comparing identical sets of data.

Where did you get your excel data?

You could check that the data is the same with,

Print(Close[0].ToString());

And check the output window closing prices vs what you have in the spreadsheet.

I look forward to your reply.

[joemiller]

the several years of excel o-h-l-c bar data come from my nasdaq index [symbol=nq] futures chart. it is therefore a fictitious ''continuous'' chart.

if it is a reasonable request, please create a quick and dirty chart and excel sheet like
that described above and test to see if the moving averages agree. i will fully understand if the request is beyond the scope of your job description.

the chart indicator is SMA(NQ ##-## (Daily), 200)

a typical excel program 200 bar sma calculation formula is [e.g.] cell F236 contains the formula =AVERAGE(E36:E236,0) where bar close values are in column E.

[NinjaTrader_AlanP]

Hello joemiller,

It would be a easy test on your end to print the last 20 bars of data to the output window then check them against your excel sheet to confirm you are dealing with the same data sets, I would speculate they are different. If they look the same, then print 200 and start from the beginning, see if the first 20 are the same. There are different approaches to building continuous data sets, so please start by confirming the data is correct.

If you confirm the data is the same, please upload an excel file with just 210 data values and I will check on our end.

I look forward to your reply.

[joemiller]

thanks a bunch alan

what is the output window?
how do i print data to the output window?

[NinjaTrader_AlanP]

Hello JoeMiller,

The easier approach may be to go to Control Center>Tools>Historical Data, then under historical data drop down on the left, find the NQ ##-## and compare those values against your spreadsheet. I have attached a screen shot of where you would reference these values.

I look forward to your reply.

[joemiller]

attached are comparisons for the first 5 days of january 2018 and for the first 5 days of january 2017.

the data sets match for those two time windows.

[NinjaTrader_AlanP]

Hello joemiller,

There is no issue with the SMA computation. I suggest opening the indicators properties and setting Calculate to on EachTick, which will include the most recent bar and perhaps could be the reason you are seeing a discrepancy.

I made a script which prints the last 200 closes and applied it to a ^NDX chart, then took those values in excel and used the Average function. The value match that on the chart. See attached.

If you would like to upload a spreadsheet demonstrating an error please do so.

Please let us know if you need further assistance.

[joemiller]

i made a quick excel spreadsheet like yours but it looks entirely different. i notice that your chart sma indicator is SMA(^NDX(Daily),200) whereas mine is SMA(##-## (Daily),200)... could that be part of my confusion?

can you please remotely logon to my pc for a few minutes to help me maybe identify what i am doing wrong?
i am really getting far behind in my work because i have spent so much time on this.

[NinjaTrader_AlanP]

Hello joemiller,

Could you please send an email to platformsupport[at]ninjatrader[dot]com with Attn: Alan P in the Subject line. Also within the email please include a link to this thread and a phone number.

I look forward to receiving your email.

[joemiller]

hello alan,

the problem is resolved. I worked with it some more and something I did [I have no
idea what it was] fixed it. no need to call me, I think the issue can be closed.

thanks for all your help

cheers & peace.
joe miller