Issues and questions with Sync Secondary series with CCI

[DaFish]

Hi. I just noticed that B7 has not resolved this issue either.

This would mean that anybody using multi time frame for CCI or FisherTransform or double stochastics will NOT WORK unless this is fixed.

Mine works for a while in B6, then it stops working - meaning if I have a RANGE bar 20 brick chart and I try to calculate a secondary data series - RANGE bar 40 brick and try to calculate the standard indicators CCI or FisherTransform or double stochastics - these will not work reliably.

Can you please confirm if this has been resolved in any Beta? It seems to be a pretty big issue to me.. I can't use NT8 without these fixed. I'll try NT8 B7 and see.

Please advise. Thanks

[DaFish]

NT8 Beta 7 multi time frame:CCI & FisherTransform NOT WORK

Ok. I have tested Beta 7 and this is NOT working.

Here is what I have done, and the code:
Add a single chart - RANGE 10 brick size
Add my MFFTCCI indicator - which puts CCI and FT on the chart on one panel
Add my MFTest indicator which adds a secondary time frame (RANGE 10 Brick) and then calculates the CCI, FisherTransform and Double Stochastic for a RANGE 10.

Check the output log for the secondary time frame values, these SHOULD MATCH the displayed CCI and FisherTransform values

Code is attached. Please advise if I am doing anything incorrectly.

Hi. I just noticed that B7 has not resolved this issue either.

This would mean that anybody using multi time frame for CCI or FisherTransform or double stochastics will NOT WORK unless this is fixed.

Mine works for a while in B6, then it stops working - meaning if I have a RANGE bar 20 brick chart and I try to calculate a secondary data series - RANGE bar 40 brick and try to calculate the standard indicators CCI or FisherTransform or double stochastics - these will not work reliably.

Can you please confirm if this has been resolved in any Beta? It seems to be a pretty big issue to me.. I can't use NT8 without these fixed. I'll try NT8 B7 and see.

Please advise. Thanks

[NinjaTrader_Matthew]

No, it was still not fixed as this is in Beta 7. You can simply confirm this by checking release notes for #8731, which has not made it in yet. I understand this is important to you but it is a fairly deep issue that requires quite a bit of work by our development and testing teams, which is why it has not been fixed in a few releases. We're making sure that your use case is accounted for as well as rounding all the corners around this issue, to ensure it works in other UI's like the SuperDOM or Market Analyzer, and that the indicators can be nested, etc.

I can give you an update that our QA team did close this one out a few days ago, which means we're scheduled this fix to make it into Beta 8.

[DaFish]

That it great news Matthew, and thanks for the update. I can imagine it would be fairly complex.

By the way, I am experiencing some similar "funny" things in NT7 relase 30 as well. It sometimes comes up with bogus data too for CCI and FT. When I put the indicator on the screen with no multi timeframe - the CCI, FT and Double Stochastic are all calculated correctly, it is only when I go to access things multi time framed does it go wonky. Very frustrating because I keep looking into my own code for the reason the trade was executed incorrectly.... Then I print out the CCI, FT and DS and they are incorrect. So it happens in NT7 as well - sometimes.

I run range bars, so I don't know if this is similar in MINUTE bars or not.

Just FYI

[NinjaTrader_Matthew]

Thanks for the FYI. Could be some issues around this in NT7 as well, but I couldn't say for sure. At any rate, the NT7 code base is frozen and we'll not be applying any fixes/changes if you are seeing problems there. We'll do our best to make sure any bugs in this area are fixed moving forward in the NT8 project.

[DaFish]

No, it was still not fixed as this is in Beta 7. You can simply confirm this by checking release notes for #8731, which has not made it in yet. I understand this is important to you but it is a fairly deep issue that requires quite a bit of work by our development and testing teams, which is why it has not been fixed in a few releases. We're making sure that your use case is accounted for as well as rounding all the corners around this issue, to ensure it works in other UI's like the SuperDOM or Market Analyzer, and that the indicators can be nested, etc.

I can give you an update that our QA team did close this one out a few days ago, which means we're scheduled this fix to make it into Beta 8.

Hi Matthew. I just installed Beta 8. I will be testing the following fix.

Fixed #8731 NinjaScript
CCI(ISeries<double> Input, int Period)[int barsAgo] Was Using The Primary Data Series When A Secondary Data Series Was Specified In Arguments

Quick question: Is this ONLY applying to CCI? Because it also applied to FisherTransform, and Double Stochastic.... basically all the indicators that allow you to INPUT a secondary input stream.

The question is: Is this fixed for ALL methods that permit input of a secondary input stream or just CCI?

[NinjaTrader_Matthew]

Hi Matthew. I just installed Beta 8. I will be testing the following fix.

Fixed #8731 NinjaScript
CCI(ISeries<double> Input, int Period)[int barsAgo] Was Using The Primary Data Series When A Secondary Data Series Was Specified In Arguments

Quick question: Is this ONLY applying to CCI? Because it also applied to FisherTransform, and Double Stochastic.... basically all the indicators that allow you to INPUT a secondary input stream.

The question is: Is this fixed for ALL methods that permit input of a secondary input stream or just CCI?

It should be fixed for all as it was a core fix and did not require changes to the CCI. The release note just mention the inital test case that was brought to our attention, but the fix would apply for any other methods. Let us know if you still see issues with any, however.

[DaFish]

It should be fixed for all as it was a core fix and did not require changes to the CCI. The release note just mention the inital test case that was brought to our attention, but the fix would apply for any other methods. Let us know if you still see issues with any, however.

Hi Matthew. I completed testing this and this is NOT FIXED. It seems to be worse than it was in fact.

I was testing with market replay data...

Did you want to have a support call with me to go over this?

Here is a screen shot

[NinjaTrader_Matthew]

I'd be happy to go on a call if you email me at matthew.hendricks[at]ninjatrader[dot]com as I'm not certain i'm following your test setup-> Your script uses a 10 Range input, but your chart is a 20 Range input. Perhaps you're running another indicator that I do not have (does the MFFTCCI print those same values that are in your screenshot as the MTFtest indicator ?)

I've double checked this morning around a few scenarios (yours and some of our tests) and as long as all of my Inputs (both the input data series and the period on the indicators) match, the values that are output match exactly.



I also added one of our simplified test cases and I do not see any issues with this either, which you can test with if you wish. Make sure you're running it on a 10 Range chart with a period of 14 as per the indicator.

If you'd rather talk about this issue over the phone too, let me know how you wish to proceed.

[MarketAlly]

Is there any update on this? I am experiencing incorrect values for CCI on multiple timeframes when using Ticks for the other timeframes.

I have tested this in Beta 11

[NinjaTrader_PatrickH]

Hello MarketAlly,

Thank you for your post.

This should be resolved and you should not be seeing this occur. I am not seeing this occur in my tests. Do you have a script that reproduces the behavior that you are seeing that we may test on our end?

I will continue to tests different scenarios pending your response.