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| Strategy Analyzer Support for automated system backtesting and optimization using the NinjaTrader Strategy Analyzer. |
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#1 |
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Junior Member
Join Date: Nov 2011
Posts: 16
Thanks: 2
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i have 5 day two min intraday data for aapl which I loaded into ninjatrader using the historical data manager. interesting thing that none of the indicator I put in my strategy match my broker's chart. e.g. for RSI I am using a period of 12 and 0. RSI values dont match between the two. I have tried to play with RSI in ninjatrader by using different values for smoothing period and price data but still no luck. wondering if someone else has run into similar issue?
thanks |
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#2 |
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NinjaTrader Customer Service
Join Date: Aug 2011
Location: Denver, CO, USA
Posts: 2,895
Thanks: 241
Thanked 375 times in 365 posts
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shahab,
If you could attach an image of the indicator as shown by your broker it would be helpful. Its possible they are using a different calculation method, are in a different time zone, or the chart scale is different. Please let me know if I may assist further.
Adam P.
NinjaTrader Customer Service |
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#3 |
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Junior Member
Join Date: Nov 2011
Posts: 16
Thanks: 2
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I have attached two screenshots. as you can see that RSI is different at 10:24 on 11/07.
thanks |
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#4 |
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NinjaTrader Customer Service
Join Date: Aug 2011
Location: Denver, CO, USA
Posts: 2,895
Thanks: 241
Thanked 375 times in 365 posts
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shahab,
Thank you for the images. I would recommend setting your "Days to Load" or "Bars to Load" to a larger number. It looks like the RSI isn't loading due to the BarsRequired parameter. You can do this by right clicking your chart > go to Data Series > In the "Data" section please change your Bars or Days to load to a larger number. Please let me know if I may assist futher.
Adam P.
NinjaTrader Customer Service |
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#5 |
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Junior Member
Join Date: Nov 2011
Posts: 16
Thanks: 2
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Actually I was loading all five days of data using the day value instead of bars. I have also tried what you suggested but still RSI doesnt match. One different that exists is that on NinjaTrader it requires that average to be smoothed by 1.. whereas on optionexpress I can go by with 0 .. so I optionexpress RSI is for (12,0) where on Ninja its for (12,1).
thoughts? |
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#6 |
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NinjaTrader Customer Service
Join Date: Aug 2011
Location: Denver, CO, USA
Posts: 2,895
Thanks: 241
Thanked 375 times in 365 posts
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shahab,
A 1 smoothing period essentially means no smoothing at all since it won't look back over any other bars than the current one. In the two charts you provided, one appears to be a 2 minute chart. Is your secondary chart also 2 minute? Could you perhaps make larger screen shots for the NinjaTrader chart or provide me with a chart template I can test? I look forward to assisting you.
Adam P.
NinjaTrader Customer Service |
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#7 |
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Junior Member
Join Date: Nov 2011
Posts: 16
Thanks: 2
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I actually dont know how to export the chart template but yes I using 2 mins on both charts with RSI of 12. the two minute I was trying to match and sent the screenshot for was 10:24 am on 11/09. no specific reason to pick the bar.. just random.
if you can tell me how to export the template I will be more than happy to attach it with my response. thanks |
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#8 |
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NinjaTrader Customer Service
Join Date: Aug 2011
Location: Denver, CO, USA
Posts: 2,895
Thanks: 241
Thanked 375 times in 365 posts
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shahab,
You can save templates by right clicking the chart > then going to Templates > Save As. These templates are then located in : Documents\NinjaTrader 7\templates\Chart Which broker do you have? I look forward to assisting you.
Adam P.
NinjaTrader Customer Service |
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#9 |
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Junior Member
Join Date: Nov 2011
Posts: 16
Thanks: 2
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here it is.. thanks
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#10 |
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Junior Member
Join Date: Nov 2011
Posts: 16
Thanks: 2
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for some reason attachment is not showing up .. i had to change the file type to be of txt.
by the way my broker is optionexpress.com. thanks |
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#11 |
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NinjaTrader Customer Service
Join Date: Aug 2011
Location: Denver, CO, USA
Posts: 2,895
Thanks: 241
Thanked 375 times in 365 posts
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Shahab,
Please send a support request to support@ninjatrader.com with the file attached. Please put ATTN : Adam in the body of the message. I look forward to helping you.
Adam P.
NinjaTrader Customer Service |
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#12 |
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Junior Member
Join Date: Nov 2011
Posts: 16
Thanks: 2
Thanked 0 times in 0 posts
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Thanks, I just sent an email to that address.
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