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SMA of indicator has different values if Tick Replay is checked for the dataseries

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    SMA of indicator has different values if Tick Replay is checked for the dataseries

    I am using the standard SMA indicator to plot an SMA of another indicator. This works fine and the values are correct if Tick Replay is not checked. If Tick Replay is checked the values are way off. I am adding the sma from the indicator selector and selecting the other indicator as the input series.

    I have other indicators on the chart that need Tick Replay. Is there something I need to do differently or should I just create another indicator and add the one I want inside it?

    I am running NT8 B11. Thanks!

    #2
    Hello,
    Which indicator are you having the SMA based off of?
    I look forward to your reply.
    Cody B.NinjaTrader Customer Service

    Comment


      #3
      I think this issue is simply related to the logic that is underneath Tick Replay. The help file has gotten better, but it's still unclear and I'm still having issues with it.

      Assume I have simple code that looks like this with primary data series of daily bars and tick replay enabled and there are enough bars on the chart.

      OnBarUpdate
      {
      Print (SMA(10));
      }

      It appears to use 10 ticks in the SMA and outputs different SMA's than if Tick Replay is not enabled. With Tick Replay disabled and assuming OnEachTick in Strategy Analyzer, this function would use 10 closing bar values. With Tick Replay enabled, I believe the desired output would be to use the prior 9 bars of data and then the current tick price, so as to simulate what happens in Live or Playback.

      I personally am looking at using Strategy Analyzer with tick replay to simulate the tick by tick intraday update to a daily SMA (or any other indicator) that would be achieved with OnEachTick in live trading.

      Comment

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