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Different EMA readings with different data providers

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    Different EMA readings with different data providers

    HI can you please advice why EMA reaings of 400 is so different between data providers.
    first image if from APEX market replay and second one is from IntentionalTrader data provider. As you see price candels are the same but EMAs are different
    Using 5000 tick charts on NQ


    and another screenshot from intentional Trader (data provider of tick data)
    Click image for larger version  Name:	image.png Views:	0 Size:	44.5 KB ID:	1303683
    Last edited by tkaboris; 05-15-2024, 07:50 AM.

    #2
    Hello tkaboris,

    Thanks for your post.

    I am only seeing a single screenshot in your post. Could share both of the screenshots you are mentioning, ensuring the the full chart window is visible.

    Are you calling AddChartIndicator() in a NinjaScript strategy to plot the EMA indicator on the chart? Or, are you adding the EMA indicator to the chart window?

    If you are calling AddChartIndicator(), how exactly are you calling the code in the script?

    What version of NinjaTrader are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.?.?.?)

    Who are you connected to? This is displayed in green on the lower-left corner of the Control Center window.

    Are you connected to a Rithmic data feed connection and are comparing a NinjaTrader chart to the chart of a third-party?

    Do you have each chart set to use the same exact same data?

    We look forward to assisting further.
    Brandon H.NinjaTrader Customer Service

    Comment


      #3
      HI I see two screenshots in first post.

      I am not calling Addchartindicator, only plotting manually
      in strategy i have
      ema400 = EMA(Close, 400);

      Both NT version 8130

      I am using market replaly from APEX and market replay from Intentional Trader data distributor and have these especially 400 EMAs readings diffrent



      and another screenshot from
      Click image for larger version

Name:	image.png
Views:	6
Size:	414.9 KB
ID:	1303705

      Comment


        #4
        Hello tkaboris,

        Thanks for your notes.

        This behavior is likely caused by a difference in data between the data providers.

        Are you recording the live market data for playback?

        If so, those would be two different data sources for playback data so they may have differences in the data.

        If there are any differences in the data being tested on then the indicator would have a difference seen as well.

        You will need to use the NinjaTrader Support article Developer Guide linked below to add prints to your strategy that print out all the data points to the Output window to see if all data points were identical between tests.

        Debugging using Print() to understand behavior: https://support.ninjatrader.com/s/ar...nd-TraceOrders
        Brandon H.NinjaTrader Customer Service

        Comment


          #5
          Thank you
          I notice that it matters how many days you load in data series. On one NT there was 3 days and on another there was 5 days. And I guess it needs to be the same because for larger EMAs periods, if days or fewer then ema readings doesnt get to catch up.
          is this correct observation?

          Comment


            #6
            Hello tkaboris,

            Thanks for your notes.

            Yes, that is correct. The amount of data you are testing over should be the same between tests for results to be the same.

            This includes loading the same amount of data in the chart windows and ensuring the starting date of the first bar on the chart and the ending date for the last bar on the chart you are testing over are the same.

            Brandon H.NinjaTrader Customer Service

            Comment

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