Bar Close / Open timing

[Kardinal]

I have noticed across various time frames and at various intervals that there are discrepancies in the OHLC values of bars charted in NT vs eSignal.

For example, this morning, just before the NFP data came out and volatility started to pick up, in NT (ES 10m chart) the values are;

BAR 1 - Open: 1536.00 High: 1538:00 Low: 1535.75 Close: 1537.50
BAR 2 - Open: 1537.50 ... {rest not important for issue}

In eSignal, the exact same bar values are;

BAR 1 - Open: 1536.00 High: 1537.25 Low: 1535.75 Close: 1536.75
BAR 2 - Open: 1537.00 ...

I have enclosed a screenshot to try and illustrate these values.

The question is - what is the 'trigger' for the timestamp of a bar? As both these tools are running on the same PC then there should be no obvious time skew.

I first noticed this problem when I was comparing the results of a strategy that I am porting from eSignal to NT with the aim of completing the Automation of trade execution in NT. When these skews take place, my trigger and entry levels can differ. I spent ages trying to debug my code to see if I had made a mistake, when I observed the chart differences.

As an aside (I will raise this as a seperate issue), but there appears to be a bug in the Swing.cs indicator when the Strength value is set to a value of 1 (which I noticed this morning when playing around with it.) You can see the problem on the attached Ninja.png graphic.

[NinjaTrader_Ray]

NT builds bars with end of bar time stamp where eSignal does so with start of bar.

Additional information can be found here - http://www.ninjatrader-support.com/H...ChartBars.html

[Kardinal]

Thanks for your speedy reply. I understand what you are saying. I guess I am going to have to do some analysis and compare the frequency of variances between the two systems and see how much impact there may be. Hopefully the differences will work themselves out to a neutral balance of missed trades vs gained trades.