Data box shows different value than strategy

[Graci117]

I have RSI and EMA of RSI (with RSI as input series). On the databox it shows the correct values for the EMA and RSI, however when I add the code to the strategy and get values, the EMA shows a different value. Thanks!!

[bltdavid]

Perhaps one of them is rounding the value, and the other is not?

Any chance you could throw us a bone and give an example of
of the values you're talking about?

[Graci117]

It is not just rounding. The values are very different. On the chart, I add RSI of 12 smoothing 3, and then add EMA 43 with the Input series of RSI (12,3).

In the strategy my code is code -
RSI1 = RSI(Close, Convert.ToInt32(12), 3);
EMA1 = EMA(RSI1, 43);

On the chart (Data box) the values
RSI - 63.44
EMA of RSI - 53.69

and on the Strategy debug mode the
RSI - 56.9177110180709---
EMA of RSI - 49.7395368011012

[NinjaTrader_BrandonH]

Hello Graci117,

Thanks for your post.

When you mention "and on the Strategy debug mode" are you referring to adding Prints to your script that print out the values to a New > NinjaScript Output window?

I have created a simple indicator that plots the RSI and EMA values you shared and prints them to a NinjaScript Output window. When comparing the values from the test script to the RSI and EMA indicators that come default with NinjaTrader using the same exact properties as the code, I am seeing values that match in the chart, Data Box, and NinjaScript Output window.

See the attached screenshot.

Also, see the attached script used to test this.

[Graci117]

Thank you! That's exactly what I am doing - using the print statements and comparing it with the databox. I don't see the script here. Could you please post the script as well and the screenshot of the indicator parameters on GraciTest??

[NinjaTrader_BrandonH]

Hello Graci117,

Thanks for your notes.

You could find the test script attached in post # 4. Attached you'll find the images for the RSI and EMA indicator parameters I used for comparison.

I have also attached the script to this post.

[Graci117]

Hello Graci117,

Thanks for your notes.

You could find the test script attached in post # 4. Attached you'll find the images for the RSI and EMA indicator parameters I used for comparison.

I have also attached the script to this post.

Thanks! I don't see the script attached to post#4 or this post. The only attached file is the screenshot in both cases.

[NinjaTrader_BrandonH]

Hello Graci117,

Thanks for your note.

It seems the Forums hid the scripts from view. I have made them visible again so that you could view them.

Attached to this post I have also added a screenshot of the test indicator's code.

[Graci117]

Hello Graci117,

Thanks for your note.

It seems the Forums hid the scripts from view. I have made them visible again so that you could view them.

Attached to this post I have also added a screenshot of the test indicator's code.

Unfortunately, the script is still not available. I tried to create the indicator and for some reason when I try to add the indicator I get this error on the output window -

Indicator 'RSIMA': Error on calling 'OnBarUpdate' method on bar 10: You are accessing an index with a value that is invalid since it is out-of-range. I.E. accessing a series [barsAgo] with a value of 5 when there are only 4 bars on the chart.

And on the strategy code I get this error =

Strategy 'FILevelsOMARSI/-1': An order placed at '06/01/2023 09:41:00' has been ignored since the order was submitted before the strategy property BarsRequiredToTrade had been met.

[Graci117]

Unfortunately, the script is still not available. I tried to create the indicator and for some reason when I try to add the indicator I get this error on the output window -

Indicator 'RSIMA': Error on calling 'OnBarUpdate' method on bar 10: You are accessing an index with a value that is invalid since it is out-of-range. I.E. accessing a series [barsAgo] with a value of 5 when there are only 4 bars on the chart.

And on the strategy code I get this error =

Strategy 'FILevelsOMARSI/-1': An order placed at '06/01/2023 09:41:00' has been ignored since the order was submitted before the strategy property BarsRequiredToTrade had been met.

Can you please help??

[NinjaTrader_BrandonH]

Hello Graci117.

Thanks for your note.

Please see the test script attached on post # 6 as seen in the attached screenshot.

The error message "You are accessing an index with a value that is invalid since it is out-of-range. I.E. accessing a series [barsAgo] with a value of 5 when there are only 4 bars on the chart." means that you are trying to access an invalid index. A more simple example using one series would be on bar 5 you check for 6 BarsAgo. There are not yet 6 bars so the CurrentBar minus 6 would be a negative number or a non-existent bar.

A CurrentBar check could be used in your indicator's logic to ensure that a certain number of bars have processed before the indicator begins calculation. A CurrentBar check would look something like this.

if (CurrentBar < 10)
    return;

This would check to make sure that 10 bars have processed before the indicator begins it's calculations.

See the help guide documentation below for more information.
CurrentBar - https://ninjatrader.com/support/help...currentbar.htm
CurrentBars - https://ninjatrader.com/support/help...urrentbars.htm
Make sure you have enough bars - https://ninjatrader.com/support/help...nough_bars.htm


The second "error" is simply a warning message letting you know that the strategy tried to place a trade before the BarsRequiredToTrade property was met. The BarsRequiredToTrade property is set to 20 by default and means that there must be at least 20 bars on the chart before a trade is placed.

You could consider setting this property to 0 in the Properties section of the Strategies window when enabling your strategy.

See this help guide about the BarsRequiredToTrade property: https://ninjatrader.com/support/help...totrade