indicator with different signals

[cesas]

Hi. I use the Three line break indicator as my main strategy. But the indicator seems to flash different signals when the chart are open all day long, and when the ninja shuts down and reload the charts. I see also that the ticks and close bars have different values. I use IB datafeed for the E minis.
I send to you some examples

[NinjaTrader_JoshP]

cesas,

The three line break indicator is a 3rd party indicator and we cannot provide much assistance with it. You may want to contact the original author of it to see if they can provide you with any information.

One thing to note is that if this is an indicator that really takes into consideration real-time events then as you reload it for sure it will load up with a different set of values. This is the case because when you reload it no longer has all the intrabar tick data available to its calculations. Instead you are left with the indicator value as based off of the OHLC only.

Also, if you reload your historical data it is very likely you can get a different data set as what you had before and that can also further influence your indicator values. Some data providers have different servers holding their historical data and their real-time data.

[cesas]

josh, I understand that you cannot support me about the indicator, but if that you say about the tick data its true, how can I fix that problem? maybe using infiltered datafeed as zenfire? or maybe this could be a bug in the code? or maybe some delay on datafeed?
thanks

[NinjaTrader_Ray]

You could try a provider that offers unfiltered tick data where the streaming data is identical to the historical. I can't guarantee that this would resolve the issue since we do not know how this indicator is coded. Ultimately, you would need to check with the original developer.

[NinjaTrader_JoshP]

cesas,

Unfortunately we just do not have the bandwidth to review 3rd party custom code. Please try contacting the original author to see if they can provide you with any information.

[cesas]

I noticed that the charts and indicators change in different ways depending of the numbers of days loaded. In other words, if I load two day intraday data the chart is different if I load one month of intraday data. How can I lock the numbers of days loaded by the code?

I think that sync pc time to exchange time are critical to make this work too with any indicator, and is not NT supported.

[NinjaTrader_JoshP]

cesas,

You can only make such a lock through editing the indicator code manually.

[cesas]

how can I do to have
5 min intraday open chart = 5 min intraday loaded chart

[NinjaTrader_JoshP]

Not sure I understand what you mean by loaded chart vs open chart. Please clarify. Thanks.

[cesas]

when I leave the chart opened all day the results (chart + indicators) are different if I load the same chart backfilled with historical data

[NinjaTrader_JoshP]

cesas,

This is due to the indicator code especially if you are using CalculateOnBarClose = false. When processing tick by tick the end results can be different in real-time vs in a historical load. You will likely want to inquiry the original author of the script if this is expected for whichever indicator you are using or not.

[cesas]

Josh, the strategy uses calculateonbarclose=true
The developer are here with me, we are asking you if you have some suggestions to look at the indicator. For example, how the ninjatrader indicators do to handle with this?

[NinjaTrader_JoshP]

cesas,

A basic check you want to do is to first ensure you are indeed looking at exactly the same chart. As you reload a chart you may be drawing a new set of data from your data providers. Use CalculateOnBarClose = true for all your indicators.

[cesas]

josh, I also noticed that the bar closes are different for a couple of ticks. Why?

[cesas]

josh what this sentence means
PriceTypeSupported = false;