If you want to backtest with NT , then think again

[hatori]

The offline and the online data are different , and of course the indicator values are different too.Unbelievable.

[NinjaTrader_Ray]

Well if the data is different then for sure you will get different indicator values, that is obvious. NinjaTrader does not control the data, if the data streaming happens to be different when historically loaded, then you will experience what you have posted.

[hatori]

Hello Ray ,

I have no idea , what are you talking about.
Anyway , the most fascinating thing for me , is that when I restart NT , I got the "offline" data again , and when I connect , I got the same "online version" data which can be seen on the second linked image , so I can reproduce that countless times.

I exported the "offline" data when I do not connect , and the "online" data when I connected to the live zenfire connection : no difference between the two exported files.(!)

[NinjaTrader_Ray]

I can see in the image the data sets on the chart are different, take a look at the Close price in each of the DataBoxes you are looking at, they are different --> Thus you get different indicator values and expected.

Which leads us to your issue of why data is different offline vs online. I just tested on ZB, same bar as you and data is identical. I can see that the price formatting in the right margin is not our default for ZB.

Please check the Instrument Manager, select ZB and make sure the tick size is set to the value "0.015625". If your ticksize is not set to this, then you could potentially have unexpected results like what you are seeing. I would change this, then restart NT, connect, right click in your chart, "Reload Historical Data", then compare this data and disconnect and compare again. Should be identical.

[hatori]

I begin to understand what are you doing.
You convert the data according to the tick size setting before save to the database , but there is no conversion , when the data is in the memory.
Intresting that the tick conversion for the database saving , and the conversion to chart displaying is different.

I found the 0.015.. tick size visually disturbing , as all the other instrument (and brokers) use 0.01 metric. Now I can trash at least 10 month fake ZB data because of that 0.01 conversion error.

My last question would be , if you insist to use the 0.015... tick size , why the indicators does not support it?

[NinjaTrader_Bertrand]

Hi hatori, the ticksize is predefined by the instrument you are trading - we show the true calculated SMA value based on the data. You can also round the SMA values to the nearest ticksize with the Instrument.MasterInstrument.Round2TickSize() method - http://www.ninjatrader-support.com/H...2TickSize.html