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Discrepancy with cumulative delta across machines
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Discrepancy with cumulative delta across machines
Hello, I have a strategy utilizing cumulative delta running on a remote desktop connection, and today it made a mistake. After looking at the issue, I realized that the cumulative delta on my laptop and virtual machine were different, as well as a difference in data between the 1000 tick NQ data series on each. The differences were minor, but made a huge difference in performance today. Is there a reason for this, or something I can add to my program to fix this difference? ThanksTags: None
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Hello rbeckmann05,
When using any kind of tick based series and comparing between platforms there can be differences depending on when each PC connected and what data it already had. If one PC has even 1 tick different that can cause differences in tick charts or how scripts calculate. To ensure they are both in sync you would need to do the following steps:
Before the trading session begins open NinjaTrader on both PC's
Connect to the data feed on both PCs
Open the charts you want to use
From each chart right click and choose Reload historical data on both PC's
Apply and enable the strategy on both PCs
At this point once the session starts both PC's should be starting with the same tick data.
If you connect after the session starts and create charts or start the strategy you can end up missing data between the two PC's. One reason would be the time it takes to process and download historical data when opening a new chart or starting a strategy with a lookback period. If any ticks are missed then it will not directly align with another pc.
JesseNinjaTrader Customer Service
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