Market Analyzer - Last Close field does not match chart value

[joromero]

In the column where I use the field "Last Close" it does not match the value that appears in the data window or the chart bar value.

John

[NinjaTrader_ChelseaB]

Hello John,

This is expected that the values would be different. It would be unexpected for the LastClose of the previous session to be the same as the LastPrice that is received.

[joromero]

Chelsea,

I agree with what you said, but that is not the situation I said is a bug. If you look closely at the screen shot I sent, the title of the Thread and my description. I stated and highlighted the following.

The Column in the Market Analyzer named Last Close does not match the value in the data window for the close of the last full bar. Not the one that is being formed.

John

[NinjaTrader_ChelseaB]

Hi John,

Thank you for directing my attention.

I've tested on my end and found for the VMW that the LastClose and Close on a daily bar is the same using Kinetick. Attached is a screenshot.

Who are you using as your data feed?
(This will matter as different data feeds use different session templates for daily bars)

If you use a 1440 minute chart, does the same behavior occur?

[joromero]

Chelsea,

I am using TD Ameritrade. I hear what you are saying about different session templates. But my issue with that discussion is the following. What Ninja is calling close on the chart does not match what it is calling 'last close' in the market analyzer. No matter the data feed. you should be using the same data for both charting and Market Analyzer, Regardless of the data feed. Different data feeds can provide different values for the close, is true, based on your theory of session times, but holy crap. NT should be using the same values for all windows used by the user. A similar analogy would be for you to say the data window does not match the chart values because of sessions. Come on. As much as Ninja Trader is becoming a single, self contained entity, data - chart - broker. They still support other vendors / brokers. So saying it works with Rythmic, is not a very good answer. You (NT) need to do more testing with all combinations of 'things' you claim to support.

Just my 2 cents

John

[NinjaTrader_ChelseaB]

John,

I am asking you what data feed you use so that I may test that data feed on my end.

You mentioned you feel the behavior of the market analyzer / chart is incorrect, so I'm testing on my end to create a report.

I am not able to reproduce using Kinetick (which is not Rithmic) and I have provided a screenshot to demonstrate.

Do you want to continue troubleshooting?

Or would you like to submit a feature request to change either the market analyzer no longer use the adjusted session close as set by the data provider but instead to use the daily close that would be used on a chart?
Or a feature request to have the chart no longer use the daily close from the session template but instead use the adjusted session close as set by the data provider?

[joromero]

Chelsea,

Yes, I am interested in continuing down the path of trouble shooting / debugging. So is it a bug, or a feature request. I think a bug, as it is causing different windows are showing different values for the same piece of information, which in this case is Last Close.

Sooo... in re-looking at what is going on and what is different in NT7 vs NT8, I see the following. In NT7, in the Market Analyzer window, there is the ability to set the session template to be used. Similar to what is available in the Chart / Data Series properties window. In NT8, There is the capability in a Chart / DataSeries - but not in the Market Analyzer to choose the session template.

Again, not to be 'Danny Downer' - but this seems to be another case where NT8 has taken away a capability / view that was in NT7. This time instead of just an inconvenience of not knowing a connection status, or active window easily or what ever, it is causing a problem, which will give me different results in my analysis and thus my traded investments.

John Romero

[NinjaTrader_ChelseaB]

Hello John,

From my understanding changing the session template on the Market Analyzer is not going to change the data series provided Last Close which comes direct from the provider instead of from the historical data.

If you change the session template on the Market Analyzer in NinjaTrader 7, does this cause the Last Close value to change?

The Close of a daily bar shown on a chart is from historical data. The LastClose in the Market Analyzer is fundamental data sent directly by the data provider.
If you want to see the same close that is on the chart use the PriorDayOHLC indicator as a column in the Market Analyzer and 1440 minute chart.
(This is so that daily bars, which are preformed by the data provider, are not pre-cut to the session template that the data provider uses)

Most columns in the Market Analyzer are fundamental data. The session template cannot be applied to fundamental data but can be applied to any indicators that are loaded.
Because of this, NinjaTrader 8 does allow the session template to be changed for any indicator column but not for any fundamental data columns (as this doesn't make sense).
Are you unable to find the Session template property when adding an indicator column?
A screenshot is attached to illustrate.

The big issue here is you are looking at the fundamental data in the Market Analyzer and historical data on the chart. Depending on who your data provider is this will either match or not match.

At this time, using Kinetick because I know using Kinetick the daily bars should match the LastClose because Kinetick uses ETH as the session template for daily bars, I am not able to find any bug and the behavior is expected.

Using the same data series on both NinjaTrader 8 and NinjaTrader 7, are you finding that the LastClose value is different?

I think you should use the PriorDayOHLC indicator as a column in the Market Analyzer and a 1440 minute chart if you are wanting these values to always be the same no matter who you are connected to.