Heiken Ashi bars in analyzer

[jcash]

it appears when building historical heiken ashi bars, in my case through strategy analyzer, NT is pulling data from the future.

if you look at the first attached pic of a HA 500 tick chart, you will notice the bar ends at 10:26:59. has a low 155'21 (ZB contract).
now look at the second pic. this is a 1 tick chart with vertical lines encompassing all the trades included in this bar. the low is 155'24.
the third pic is of a 500 tick chart and shows that 155'21 didn't trade until well after 10:31:10.

how can a HA bar ending at 10:26:59 show a low that didn't happen till 5-6 minutes in the future?

[NinjaTrader_PatrickH]

Hello jcash,

Thank you for your post.

A Heiken Ashi Low is technically not the lowest tick of the bar, it is the lowest of the Low for the base bar type, the Heiken Ashi Open, or the Heiken Ashi Close. Whichever is lower is the Low of the Heiken Ashi bar.

This means you have to look to the calculation of a Heiken Ashi to determine if the Low is true to the calculation. I recommend taking a look at the information on Heiken Ashi at the following link: http://www.investopedia.com/articles.../04/092204.asp

[jcash]

the heiken ashi bars smooth or average price action, not make prices up. the low is calculated as follows from the HA bar script:

haLow        = bars.Instrument.MasterInstrument.RoundToTickSize(Math.Min(low, haOpen));

ZB never traded at 155'21 during that bar. the low trade during that bar was 155'24

i have attached 3 more pics documenting the same thing, different time.

first pic is of a HA 500 tick chart showing a bar ending at 06:11:42, with a high of 156'06.
second pic shows a 1 tick chart with vertical lines encompassing all trades during that bar. has a high trade of 156'00.
third pic is a 500 tick chart showing that ZB did not trade at 156'06 till after 06:21:41.

here is the heiken ashi bar script for a high:

haHigh        = bars.Instrument.MasterInstrument.RoundToTickSize(Math.Max(high, haOpen));

so again why is NT building the heiken ashi bars with trades that happen after the time the bar ends?

[NinjaTrader_PatrickH]

Hello jcash,

Thank you for your response.

The bars are not looking ahead as you can see from the code for the BarsType.

Who do you connect to for data?

[jcash]

i receive data from kinetick

[NinjaTrader_PatrickH]

Hello jcash,

Thank you for your response.

In your chart if you right click > select Data Series > what is your 'Load Data Based On' option set to?
If set to 'Custom Range' what is the Start Date?
If set to 'Days' is your End Date today? What number of Days are set?

And just to be certain, your PC is set to Central time, correct?

I mean to recreate your chart and will need this additional information.

[jcash]

here is another example with your requested info. all three pics attached are same format as my previous posts. low on the bar ending 13:17:51 shows as 155'03 when the actual low during that bar's time was 155'05.

"my load data based on" is set to Day.
end date is 11/11/16.
days to load is 3.
and yes set to central time zone.

[jcash]

the heiken ashi second, minute and volume charts appear to build correctly except for the close calculation

the bar in the first attached pic closes at 10:38:17. data box OHL is the haOpen, haHigh and haLow. the second pic shows that the close in the data box is the actual close at 10:38:17 not haClose.

the haClose should be 154'25 + 154'30 + 154'25 + 154'30 / 4 = 154.859375 rounded up to nearest tick = 154'28.

haClose        = bars.Instrument.MasterInstrument.RoundToTickSize((open + high + low + close) / 4.0);

[jcash]

heiken ashi tick bars timestamped at start of bar

are heiken ashi tick bars time stamped when they start, not end?

unlike any other bar type (heiken ashi second, heiken ashi volume, tick, second, volume, etc).

this would explain the highs and lows taking place after the timestamp of the HA tick bars.

[NinjaTrader_PatrickH]

Hello jcash,

Thank you for your patience.

I have been unable to re-create my Kinetick bars to match what you are seeing. May I ask you to send us over your log and trace files? You can do this by going to Help > Email Support. Please list 'ATTN: Patrick H' in the subject line and list thread in the body of the email.