Issues and questions with Sync Secondary series with CCI

[DaFish]

Hi, I am having a hell of a time with this.

A lot of my strategies, and a lot of indicators use a secondary time frame. For example I use the DAILY CCI as a secondary time frame, with a primary 60 Minute chart for the trade.

NT8 has changed the way secondary time frames are being configured. From support: "You do have to synchronize State.Historical. Reference sample here: " http://ninjatrader.com/support/forum...ead.php?t=3572

I followed this to the letter, and as a test, I created a simple indicator to display the CCI of the (secondary series) DAILY time frame on my primary 60 Minute chart of the same security.

QUESTION 1) See picture. The CCI from the daily chart on the right hand pane read 17.95 I was expecting the CCI on the left hand pane to be showing that. I don't know what the error is.

QUESTION 2) I am showing ZEROs in the output log at 4pm. I don't know why it would be showing zeros.

BIP0: CCI <-171.767688407466>, FT <-36.4363385410684> at time <2015-08-26 2:30:00 PM>
BIP0: CCI <-171.767688407466>, FT <-36.4363385410684> at time <2015-08-26 3:30:00 PM>
BIP0: CCI <0>, FT <0> at time <2015-08-26 4:00:00 PM>
BIP1: CCI <0>, FT <0> at time <2015-08-26 4:00:00 PM>
BIP0: CCI <136.26769009355>, FT <-35.5815808335845> at time <2015-08-27 10:30:00 AM>
BIP0: CCI <136.26769009355>, FT <-35.5815808335845> at time <2015-08-27 11:30:00 AM>
BIP0: CCI <136.26769009355>, FT <-35.5815808335845> at time <2015-08-27 12:30:00 PM>
BIP0: CCI <136.26769009355>, FT <-35.5815808335845> at time <2015-08-27 1:30:00 PM>
BIP0: CCI <136.26769009355>, FT <-35.5815808335845> at time <2015-08-27 2:30:00 PM>
BIP0: CCI <136.26769009355>, FT <-35.5815808335845> at time <2015-08-27 3:30:00 PM>
BIP0: CCI <0>, FT <0> at time <2015-08-27 4:00:00 PM>
BIP1: CCI <0>, FT <0> at time <2015-08-27 4:00:00 PM>

Code attached, Picture attached.

Thanks in advance

[DaFish]

CCI multi-timeframe is not working

Hi. Can someone please have a look a this thread. The more I look at it, the more I think we have a bug with CCI in multiple time frames.

I got the FisherTransform to work, but CCI is not coming up with the correct data.

Here is how I test.
CHART 1: Daily using any security, then put on CCI on that chart - read the current value of CCI (say it was 25.2)

CHART 2: 30 min chart same security. Put on my indicator and it SHOULD calculate the value of the DAILY CCI and put that on the chart. It SHOULD be 25.2

Can someone please have a look and see if it works for you? Thanks in advance.

[NinjaTrader_DaveI]

Hello,

I'm on the case -- I tested this scenario a bit on Friday afternoon, but was not able to get a resolution. I'm going to test further this morning and see what I can do to either give you some guidance or identify a bug potentially getting in the way. I'll post back here soon with more info.

[NinjaTrader_DaveI]

After testing a bit further, it appears that the method overload for CCI() which takes an ISeries<double> as an argument is always using BarsArray[0] as input, regardless of which ISeries is specified. Our team is currently looking into this, on issue # NTEIGHT-8731.

I will update this thread as soon as I have an update on this issue. Thank you for bringing it to our attention.

[NinjaTrader_DaveI]

I've got an update on this issue. Our QA team is still testing multiple scenarios, but as of now it looks like we have this issue ironed out. I'm able to run the same test as I ran a few days ago, and I now see the appropriate BarsArray being used as input, and I'm seeing reliable values. Please keep this in mind to re-test your code in the next Beta release.

[DaFish]

Being able to use CCI multi time frame is the core tool in my strategy. I can't use NT8 until then.

Can I get a fixed version of CCI until Beta 4 comes out please?

[NinjaTrader_DaveI]

Unfortunately, it's not the indicator that caused the issue, but logic in core NinjaScript classes, so that will not be possible. We are working to release the next build as soon as possible.

[DaFish]

Unfortunately, it's not the indicator that caused the issue, but logic in core NinjaScript classes, so that will not be possible. We are working to release the next build as soon as possible.

Hi. I just checked and I don't think this was fixed in Beta 4. Can you please confirm? I am still seeing the same errors - the CCI is NOT being calculated correctly.

Please advise, thanks.

[NinjaTrader_Matthew]

Hi. I just checked and I don't think this was fixed in Beta 4. Can you please confirm? I am still seeing the same errors - the CCI is NOT being calculated correctly.

Please advise, thanks.

Sorry for the confusion, the issue is still outstanding and tracked using ID #8731

This is currently scheduled for the next release, but requires some critical changes and could be a few more releases before we're confident on a fix to release.

[DaFish]

CCI works with MINUTE bars, not in RANGE bars

Hi. Just an update.

I have tested this in NT 8 - Beta 5 release. It is NOT working on RANGE bars, and working on MINUTE bars. Please see the attached image.

on the picture, the far right chart bottom indicator has the 30 minute CCI value of 111.84. This is correctly calculated on the far LEFT 10 min chart, calculating the 30 min CCI value on that chart of 111.84 - see the BLUE circles.

The RED circles show that the RANGE charts (I tried brick sizes of 15, 30, and 60) with a days to load of 60 days, ALL attempts come up with a value of the 30 min CCI of: 177.06.

ALSO. See the same picture. The FisherTransform is also now NOT working for RANGE bars. See the RED circles. The 30 min FisherTransform should be a value of: 32.89, and the RANGE bars came up with: 24.98. This was the same across all different range bars.

Please advise

[NinjaTrader_Matthew]

Due to the nature of this bug, we were not able to squeeze the fix in B5, and we currently have scheduled for B6. This issue is still tracked in #8731 and you can check the release notes after the next update to see if it has made it in.

[DaFish]

Hi, this is now fixed. I tested it. Thanks so much guys, this means I can now us NT8 and complete my porting from NT7.

Also, Market replay is working MUCH better. It is not crashing any more, and seems to be very fast and stable for me.

Great work !

[DaFish]

Hi I stand corrected. This is NOT fixed. CCI and FisherTransform seem to get "broken".

NOTE: Using RANGE bars, as the second data stream.

I can't even give you any code to test it....

Here is my lines of code that generate it... they work for the most part, then CCI and FisherTransform stop giving me the correct numbers. My Strategy goes haywire due to the issue. I confirm that the values printed in the debug log for CCI and FT are incorrect compared to what is on the screen (I loaded an indicator).

I restart my strategy, and I all of a sudden get the correct numbers for CCI and FT.

Can you please review why this would all of a sudden stop working? In my code, I calculate the CCI right at the start of BIP, so there should be no way it could get corrupted. I don't overwrite the value for CCI or FT.

I am at a complete loss on this one. Please advise.

if(BarsInProgress == 1)
{
double tempdbl0 = 0.0; // tmp double
double tempdbl1 = 0.0; // tmp double

bIndex = 1;

FT_LTrade[0] = FisherTransform (BarsArray[LTradeIndex], 10)[0];
Print ("FT_LTrade[0] <" + FT_LTrade[0] + ">, FT_LTrade[1] <" + FT_LTrade[1] + ">, FT_LTrade[0] * 20 <" + (FT_LTrade[0] * 20) + ">, FT_LTrade[1] * 20 <" + (FT_LTrade[1] * 20) + ">");

CCI_LTrade[0] = CCI(BarsArray[LTradeIndex], 6)[0];
Print ( "CCI_LTrade[0] <" + CCI_LTrade[0] + ">, CCI_LTrade[1] <" + CCI_LTrade[1] + ">");

[NinjaTrader_PatrickH]

Hello DaFish,

Thank you for your patience.

May we test your most recent strategy that reproduces this item?

[DaFish]

Hi Patrick, the basic code I attached on Post 1. Try that ok. Thanks for getting to this.

Mark