indicator on indicator major issues

[joromero]

I have include a screen shot of a chart with volume bars of 6765. On it I have 3 indictors to research this issue.

CCI len 5
CCI len 5 input is Zema len 5 of close
CCI len 5 input is Zema len 22 of close

All plot identical

Please advise if this is reproducable.

John

[murena80]

I have include a screen shot of a chart with volume bars of 6765. On it I have 3 indictors to research this issue.

CCI len 5
CCI len 5 input is Zema len 5 of close
CCI len 5 input is Zema len 22 of close

All plot identical

Please advise if this is reproducable.

John

Seems to be the same problem I had with the ParabolicSAR. NT8 ignore the input series you give and acquire the data from the close of the instrument no matter what indicator you point as source value for the CCI. In fact in your screenshot they are all the same as the CCI (close,5). I already warned about this issue but as you showed there are more indicators with this misbehaviour.

[NinjaTrader_DaveI]

Hello,

I can provide some insight here. CCI and Parabolic SAR are both examples of indicators which will currently not be able to user other indicators as input series.

CCI uses "Typical" prices in its calculations, and Parabolic SAR uses Highs and Lows. When using an indicator plot as the input series, you only have access to a single value per index, rather than OHLC values (four data points) which are provided by a data series. We would need OHLC values to refer to Highs and Lows in the SAR, and we would need all four data points to derive Typical prices for the CCI.

Thus, in these particular cases, when an indicator is used as input series, they will be using the data series used by the input series, instead. To get around this, we would need the ability to somehow use multiple plots of the input series as input at the same time. I am going to log a feature request for this, and highlight the reasons pointed out in this thread. (SFT-1134)

[murena80]

Ok, thank you for clarifying this. Anyway in NT7 I'm able to use a moving average as input source for the PSAR.