ADD with Interactive Brokers

[tgordon78]

When I plot ADD in IB it gives it to me properly and when I plot it in NT8 using IB data it gives me the inverse of ADD. This makes figuring out divergences very confusing sometimes. Can anyone explain why when the data hits NT8 it gives the inverse values?

[NinjaTrader_PatrickG]

So I may accurately assist you, please answer all of the following questions:

• What version of NinjaTrader 8 are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.0.?.?)
• What version of TWS are you using?
• Do you receive an error on screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?

Please provide a screenshot which shows the plot/price in TWS as well as the plot/price in NinjaTrader:

• To send a screenshot with Windows 7 or newer I would recommend using the Windows Snipping Tool.
  • Click here for instructions
• Alternatively to send a screenshot press Alt + PRINT SCREEN to take a screenshot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.
  • Click here for detailed instruction

[tgordon78]

Here is a screenshot showing the version of NT8 and the version of TWS. I guess I can't plot the ADD on a chart in IB but it gives me the advancing issues and declining issues. I have included a chart of the ADD from TOS as well to show what it should look like, which is the inverse of the NT8 one as you can see.

[NinjaTrader_PatrickG]

The specific symbol NinjaTrader is requesting ^ADD from Interactive Brokers as is AD-NYSE. If you look in your screenshot, you can see that what you're seeing in NinjaTrader is the advancing issues subtracted from the declining issues:



If you want to compare the value in TWS, you'll need to view AD-NYSE.

Also, I wouldn't expect the value to match what appears to be Think or Swim (TD Ameritrade) as they have a proprietary way to gather and display index data that is not available to third party platforms like NinjaTrader.

Finally, this is not directly related to what we're discussing but you are using a version of TWS which is not officially supported. We recommend that you use TWS 973.2 as this is the officially supported version. Here is a direct link:

• http://www.ninjatrader.com/ninjatrad...tion-973-2.exe

[tgordon78]

But those stats are the AD-NYSE. It's the same thing. ADD is just advancing stocks subtracted by declining stocks in relation to their most recent RTH closing price. When it gets to NT8 it is showing me declining positions minus advancing positions (so the inverse). Every ADD line I have seen on any other platform goes up when the net positions are advancing and down when the net positions are declining. This is clearly an inverse of that isn't it?

[NinjaTrader_PatrickG]

NinjaTrader is simply showing the data that is being provided by Interactive Brokers when 'AD-NYSE' is requested. If you add 'AD-NYSE' to a watch list, I would expect that you would see the same value in TWS and in NinjaTrader. Unfortunately my Interactive Brokers test account does not have access to AD-NYSE, but it would look similar to this in your TWS (but with data printing instead of n/a):



Does the value you see when viewing AD-NYSE in a TWS watch list match the value in NinjaTrader?

[xinya]

Hi, I want to know which data package you subscribe from IB. I can't plot ^add in the Ninjatrader 8 from IB data.
Thank you

[NinjaTrader_ChelseaB]

Hello xinya,

While I would not be able to give specifics about Interactive Brokers accounts, I would suspect its an index package for NYSE.

I would highly recommend you contact Interactive Brokers to inquire about account subscriptions.