Tradingview Script different results from Ninjatrader

[unpronounceable1700]

Using the exact same backtesting range, timeframe, ticker I get wildly different results.
On TradingView there are only ~700 trades
On Ninjatrader there are 5700

I'm assuming these are the exact same indicators, so I don't know what's going wrong.

Ninjascriptcode:

if (CrossBelow(StochRSI(14), 80, 1));
ExitLong("Long");
EnterShort("Short");

if (CrossAbove(StochRSI((14)), 20, 1));
EnterLong("Long");
ExitShort("Short");

----------------------
And this is my Pinescript code

//Long
long = ta.crossover(k, 20)

//Short
short = ta.crossunder(k, 80)

//Long Entry and Exit
if long
strategy.entry("Long",strategy.long)
strategy.close("Short")

//Short Entry and Exit
if short
strategy.entry("Short",strategy.short)
strategy.close("Long")

[NinjaTrader_Jesse]

Hello unpronounceable1700,

This would be a situation where you would have to add debugging into both platforms to make sure all values are identical in both tests. In general you can see differences between platforms for a variety of reasons, our support wouldn't be able to answer any questions specific to tradingview, if they have some means of debugging similar to the Print in NinjaTrader you would need to use that in the script and then compare the output between platforms.

As a side note you do not need to use ExitShort and ExitLong in NinjaTrader to reverse, you just call the opposite entry method.


if (CrossBelow(StochRSI(14), 80, 1));
EnterShort("Short");

if (CrossAbove(StochRSI((14)), 20, 1));
EnterLong("Long");

That is also one reason it would be different, in C# you need to use curly braces if you have multiple commands in an if statement, if you do not only the first is executed based on the condition.


if (CrossBelow(StochRSI(14), 80, 1));
{
EnterShort("Short");
// other commands
}

[unpronounceable1700]

Hello unpronounceable1700,

This would be a situation where you would have to add debugging into both platforms to make sure all values are identical in both tests. In general you can see differences between platforms for a variety of reasons, our support wouldn't be able to answer any questions specific to tradingview, if they have some means of debugging similar to the Print in NinjaTrader you would need to use that in the script and then compare the output between platforms.

As a side note you do not need to use ExitShort and ExitLong in NinjaTrader to reverse, you just call the opposite entry method.


if (CrossBelow(StochRSI(14), 80, 1));
EnterShort("Short");

if (CrossAbove(StochRSI((14)), 20, 1));
EnterLong("Long");

That is also one reason it would be different, in C# you need to use curly braces if you have multiple commands in an if statement, if you do not only the first is executed based on the condition.


if (CrossBelow(StochRSI(14), 80, 1));
{
EnterShort("Short");
// other commands
}

I mean even if the code isn't directly translatable for some reason. The StochRSI indicator on Ninjatrader matches up with Tradingview's. And Tradingview executes the codes when there are crossover events.

So the StochRSI code by itself shouldn't be executing this much

The average bars in trade for Ninjatrader was 1.5 while Tradingview was 18

[unpronounceable1700]

Hello unpronounceable1700,

This would be a situation where you would have to add debugging into both platforms to make sure all values are identical in both tests. In general you can see differences between platforms for a variety of reasons, our support wouldn't be able to answer any questions specific to tradingview, if they have some means of debugging similar to the Print in NinjaTrader you would need to use that in the script and then compare the output between platforms.

As a side note you do not need to use ExitShort and ExitLong in NinjaTrader to reverse, you just call the opposite entry method.


if (CrossBelow(StochRSI(14), 80, 1));
EnterShort("Short");

if (CrossAbove(StochRSI((14)), 20, 1));
EnterLong("Long");

That is also one reason it would be different, in C# you need to use curly braces if you have multiple commands in an if statement, if you do not only the first is executed based on the condition.


if (CrossBelow(StochRSI(14), 80, 1));
{
EnterShort("Short");
// other commands
}

I think what may be happening is it may just be starting a new short or long whenever the condition is met instead of waiting til a reversal trade. I'm not sure though if that's how the programming works, just a theory.

[NinjaTrader_Jesse]

Hello unpronounceable1700,

You would need to use prints to see how the logic works in both use cases and to check the values that the strategy sees in both use cases. Our support cannot help with trading view specific items because we do not have any information about how that platform operates, it could be working different from NinjaTrader.

[unpronounceable1700]

Hello unpronounceable1700,

You would need to use prints to see how the logic works in both use cases and to check the values that the strategy sees in both use cases. Our support cannot help with trading view specific items because we do not have any information about how that platform operates, it could be working different from NinjaTrader.

I debugged it a bit. Added a few print conditions. The strategy is switching between long and flat every single bar.

Print(Position.MarketPosition.ToString() + " " + Position.Quantity.ToString() + " ");
Print(string.Format("{0};{1};{2};{3};{4}", Time[0], Open[0], High[0], Low[0], Close[0]));

if (CrossAbove(StochRSI((14)), 20, 1));
{
EnterLong();
}

if (CrossBelow(StochRSI(14), 80, 1));
{
ExitLong();
}

Bar - Long
Bar - Flat
Bar - Long
and so on

[NinjaTrader_Jesse]

Hello unpronounceable1700,

That is because you have used a semi colon at the end of the if statement, I had not noticed that when you originally posted the code so I had accidently included that in what I copied from your post. In C# an if statement is terminated meaning its not used if you put a semicolon at the end, you just need to remove those.

if (CrossAbove(StochRSI((14)), 20, 1)); < remove this ;
{
EnterLong();
}

if (CrossBelow(StochRSI(14), 80, 1)); < remove this ;
{
ExitLong();
}

[unpronounceable1700]

Hello unpronounceable1700,

That is because you have used a semi colon at the end of the if statement, I had not noticed that when you originally posted the code so I had accidently included that in what I copied from your post. In C# an if statement is terminated meaning its not used if you put a semicolon at the end, you just need to remove those.

if (CrossAbove(StochRSI((14)), 20, 1)); < remove this ;
{
EnterLong();
}

if (CrossBelow(StochRSI(14), 80, 1)); < remove this ;
{
ExitLong();
}

Now the debug output doesn't show any trades going through, just flat. I mean all my code is, is literally just this. A simple crossabove and crossbelow on StochRSI. Do you know if this works on your end?

[NinjaTrader_Jesse]

Hello unpronounceable1700

You can use a Print to get a better idea of what is happening.

Print(Time[0] + " " + StochRSI(14)[0] + " " + CrossAbove(StochRSI((14)), 20, 1));
if (CrossAbove(StochRSI((14)), 20, 1))
{
EnterLong();
}

https://support.ninjatrader.com/s/article/Developer-Guide-Debugging-using-Print-and-TraceOrders?language=en_US

[unpronounceable1700]

Hello unpronounceable1700

You can use a Print to get a better idea of what is happening.

Print(Time[0] + " " + StochRSI(14)[0] + " " + CrossAbove(StochRSI((14)), 20, 1));
if (CrossAbove(StochRSI((14)), 20, 1))
{
EnterLong();
}

https://support.ninjatrader.com/s/ar...language=en_US

This appeared in the output (just section of it)
8/23/2024 4:20:00 PM 0.744408820048994 False
8/23/2024 4:22:00 PM 0.795703500710935 False
8/23/2024 4:24:00 PM 0.849281843554466 False
8/23/2024 4:26:00 PM 1 False
8/23/2024 4:28:00 PM 1 False
8/23/2024 4:30:00 PM 0.671284129771316 False
8/23/2024 4:32:00 PM 0.223085304795476 False
8/23/2024 4:34:00 PM 0.280938824590977 False
8/23/2024 4:36:00 PM 0.455111459017016 False
8/23/2024 4:38:00 PM 0.455111459017016 False
8/23/2024 4:40:00 PM 0.202523829673582 False
8/23/2024 4:42:00 PM 0.0860033800885741 False
8/23/2024 4:44:00 PM 0.0860033800885741 False
8/23/2024 4:46:00 PM 0.0860033800885741 False
8/23/2024 4:48:00 PM 0 False
8/23/2024 4:50:00 PM 0 False
8/23/2024 4:52:00 PM 0.102708788179123 False
8/23/2024 4:54:00 PM 0.102708788179123 False
8/23/2024 4:56:00 PM 0 False
8/23/2024 4:58:00 PM 0 False

Edit: Oh I just realized it. It's in decimal form.. sigh

[waltFX]

Just wanted to give you a Heads-up:
The same named functions in TV do not always return the same values...
I have also "translated" from Ninja to TV and in order to get close, I recoded functions on BOTH platforms so that they return the same values,,
Also, TV has aggregated Volumes, (which will throw things off) and, I used IB (for Ninja data) which reports Volume differently...
NOTE: I would down-load the community version of Visual studio for doing any NINJ coding.

Walt
>> this is NOT something I would advise for a new coder; I've been coding for 40+ years and am still being challenged LOL!