I have several strategies with Ninja Trader that use RSI on multi timeframes to filter entry conditions.
In ninja Trader 6.5, executed in backtest mode
BarsInProgress=1 => 5 minutes
Bars In Progress=2 => 15 minutes
For each barsInProgress=1, when a 15 min bar is not yet finished
RSI(Closes[2],14,3)[1] returns the RSI for the 15 minutes time frame for 2 bars of 15 minutes before : I can verify the value on Ninja Trader Chart (with 15 min data series displayed)
In Ninja Trader 7, in most cases the RSI(Closes[2],14,3)[1] are different from those provided by Ninja Trader 6.5 , and I can't find the values that are returned on a Ninja Trader 7 chart (with 15 minutes dataseries displayed).
Is there a difference in the way the RSIs are processed between Ninja Trader 6.5 and 7? I have Ninja Trader 7.0.0.4 installed.
That makes the backtest results different.
Thank you in advance for your answer.
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