OBV Indicator different between Sim and Live

[MrHump]

Hello,

I am running a strategy on Ninja trader and have just noticed the massively different numbers on the OBV indicator which is seemingly causing my strategy to have completely different trades on live to sim due to the massively different numbers. They are both on the same market and time frame, there is no different and the other indicators such as volume and MACD have almost identical figures.

Can someone please explain why these figures are so different at 02/02/2024 11:50 where a trade was made in live that should not have been made. The OBV value was -39219 and the sim value was 1395k

Sim Screenshot:


Live Screenshot:

[NinjaTrader_ChelseaB]

Hello MrHump,

It may be missing historical data or could be different data series settings on different charts.

Try right-clicking the chart and selecting Reload All Historical Data.

Duplicate the existing chart by right-clicking the tab and selecting Duplicate in New Window (this will ensure all of the data series settings are the same)

[MrHump]

Thank you for getting back to me NinjaTrader_ChelseaB, It looks like refreshing the chart data changed the OBV indicator value however they are still incredible differences between Live and Simulation data, both charts are using the same settings. MES MAR24 on a 10 min time frame loading 120 days of historical data.

This indicator to me looks to be unreliable to get consistent data between charts, and I assume it will also be different in the underlying code as well!

[NinjaTrader_ChelseaB]

Hello MrHump,

The Live connection and Simulation NinjaTrader connections connect to the same data feed. The data is not different between these.

Further, on the same computer both charts will be getting data from the connected connection at the same time. One chart would not be using data from live and the other from simulation.

Likely you have different settings for the two charts. To confirm, you duplicated the chart as directed and the duplicated chart had different values?

Please send in an email to support [at] ninjatrader [dot] com so that we can schedule a call where I can demonstrate with a new blank workspace that even with two charts open (one duplicated from the other), logging in with live or simulation will load the same data on both charts.

[MrHump]

Hi NinjaTrader_ChelseaB,

Thank you for getting back to me again, apologies for the confusion I am running the Live connection on a server and the sim connection on my local PC, I have checked every setting that I can think would impact the data. The historical data loaded on the chart was different and seems to have had an impact so the historical trades are now in line between the two which is the main things, however the value is still way out between them! And there are no other settings I can think of that would impact the OBV indicator, as all the other indicators are identical in data.

I will reach out to that support email if this causes more issues, however for now I think that if the historical trades are the same then this should at least function the data even if the data displayed is different, thank you very much.

[NinjaTrader_ChelseaB]

Hello MrHump,

If these are different computers, this would be a different situation.

The data is likely different. If the data is the same and the script is the same, the indicator values will be the same.
The date range could be different. The bar type or interval could be different. The time the charts were opened could be different (which would change tick based bars like range bars). The data series and/or indicator settings could be different.
Something is different.

[MrHump]

Hello,

How can I get the OBV indicator to be consistent across computers then? Why does it rely on variables such as the time NT was started? As I will never be able to get these to be exactly the same.

All other parameters are the exact same and all other indicators are identical however for some reason the OBV indicator uses parameters set outside of its own settings? This is not an issue with any other indicators such as the MACD as it has parameters that can be set to ensure its consistency.

[NinjaTrader_ChelseaB]

Hello MrHump,

The data will need to be exactly the same on both computers. Every bar must be exactly the same.

The indicator uses values from the previous bar in it's calculation, which will snowball into later values if the data is different at any point.

This indicator is open source, and you are welcome to look at the code.