NinjaTrader Support Forum  

Go Back   NinjaTrader Support Forum > Application Technical Support > Strategy Analyzer

Strategy Analyzer Support for automated system backtesting and optimization using the NinjaTrader Strategy Analyzer.

Reply
 
Thread Tools Display Modes
Old 11-12-2011, 09:29 PM   #1
shahab03
Junior Member
 
Join Date: Nov 2011
Posts: 16
Thanks: 2
Thanked 0 times in 0 posts
Default indicator not matching

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
shahab03 is offline  
Reply With Quote
Old 11-13-2011, 12:56 PM   #2
NinjaTrader_AdamP
NinjaTrader Customer Service
 
NinjaTrader_AdamP's Avatar
 
Join Date: Aug 2011
Location: Denver, CO, USA
Posts: 2,895
Thanks: 241
Thanked 375 times in 365 posts
Default

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.
NinjaTrader_AdamP is offline  
Reply With Quote
Old 11-13-2011, 03:27 PM   #3
shahab03
Junior Member
 
Join Date: Nov 2011
Posts: 16
Thanks: 2
Thanked 0 times in 0 posts
Default indicator not matching

I have attached two screenshots. as you can see that RSI is different at 10:24 on 11/07.

thanks
Attached Images
File Type: jpg ninja_rsi.jpg (46.7 KB, 8 views)
File Type: jpg oex_rsi.jpg (88.2 KB, 7 views)
shahab03 is offline  
Reply With Quote
Old 11-13-2011, 03:59 PM   #4
NinjaTrader_AdamP
NinjaTrader Customer Service
 
NinjaTrader_AdamP's Avatar
 
Join Date: Aug 2011
Location: Denver, CO, USA
Posts: 2,895
Thanks: 241
Thanked 375 times in 365 posts
Default

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.
NinjaTrader_AdamP is offline  
Reply With Quote
Old 11-13-2011, 04:16 PM   #5
shahab03
Junior Member
 
Join Date: Nov 2011
Posts: 16
Thanks: 2
Thanked 0 times in 0 posts
Default rsi not matching

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?
shahab03 is offline  
Reply With Quote
Old 11-13-2011, 04:21 PM   #6
NinjaTrader_AdamP
NinjaTrader Customer Service
 
NinjaTrader_AdamP's Avatar
 
Join Date: Aug 2011
Location: Denver, CO, USA
Posts: 2,895
Thanks: 241
Thanked 375 times in 365 posts
Default

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.
NinjaTrader_AdamP is offline  
Reply With Quote
Old 11-13-2011, 04:40 PM   #7
shahab03
Junior Member
 
Join Date: Nov 2011
Posts: 16
Thanks: 2
Thanked 0 times in 0 posts
Default chart template

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
shahab03 is offline  
Reply With Quote
Old 11-13-2011, 04:54 PM   #8
NinjaTrader_AdamP
NinjaTrader Customer Service
 
NinjaTrader_AdamP's Avatar
 
Join Date: Aug 2011
Location: Denver, CO, USA
Posts: 2,895
Thanks: 241
Thanked 375 times in 365 posts
Default

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.
NinjaTrader_AdamP is offline  
Reply With Quote
Old 11-13-2011, 04:59 PM   #9
shahab03
Junior Member
 
Join Date: Nov 2011
Posts: 16
Thanks: 2
Thanked 0 times in 0 posts
Default template attached

here it is.. thanks
shahab03 is offline  
Reply With Quote
Old 11-13-2011, 05:05 PM   #10
shahab03
Junior Member
 
Join Date: Nov 2011
Posts: 16
Thanks: 2
Thanked 0 times in 0 posts
Default

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
Attached Files
File Type: txt test_templat.txt (14.2 KB, 1 views)
shahab03 is offline  
Reply With Quote
Old 11-13-2011, 05:06 PM   #11
NinjaTrader_AdamP
NinjaTrader Customer Service
 
NinjaTrader_AdamP's Avatar
 
Join Date: Aug 2011
Location: Denver, CO, USA
Posts: 2,895
Thanks: 241
Thanked 375 times in 365 posts
Default

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.
NinjaTrader_AdamP is offline  
Reply With Quote
Old 11-13-2011, 05:13 PM   #12
shahab03
Junior Member
 
Join Date: Nov 2011
Posts: 16
Thanks: 2
Thanked 0 times in 0 posts
Default

Thanks, I just sent an email to that address.
shahab03 is offline  
Reply With Quote
Reply

Tags
indicators match

Thread Tools
Display Modes

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off

Forum Jump

Similar Threads
Thread Thread Starter Forum Replies Last Post
Charts not matching up wowzers Charting 10 05-31-2011 02:25 PM
Matching orders telbentel General Programming 7 11-29-2010 11:22 AM
Non matching chart data mr_dees Miscellaneous Support 2 09-15-2010 08:48 PM
Market Analyzer not matching indicator tortexal Market Analyzer 3 06-13-2009 07:21 AM
My charts are not Matching up... mdsvtr Miscellaneous Support 3 12-17-2008 04:38 AM


All times are GMT -6. The time now is 01:19 PM.