Net change question

[Rodion]

Hi, I'm a little confuse with the MA showing different values of net change from my current platform. My current one calculates them (for stocks) based on the prev day closing price. I can check thsoe close proces on google for example and the digits I see in my current platform seem correct. Ninja's MA shows different values for some reason. I've set session start at 9-30 and end at 4-00 Eastern Time. Any sugegations?

Thanks,
Rodion.

[NinjaTrader_RJ]

Hello Rodion,

Thank you for your post.

Can you tell me who your data provider is and what instruments you tested this with.

I want to try to reproduce this on my end.

Thank you!

[Rodion]

I use IQFeed data. I was testing it with FAZ, FSLR, ISRG. For FAZ I saw diff results for sure.

[NinjaTrader_RJ]

DTN IQ and Yahoo may report different closing prices, which the Net Change is calculated off of.

[Rodion]

Hi, I'm attaching the screen shot. It's the best quality I could do considering the attachment size limitations. I can email the full image if you'd like.
On the picture you can see: Ninja Market analizer, Ninja daily chart for FAZ, Ninja data box for FAZ April 200th, Market view from another platform.
My point is:
1. IQFeed provides correct data and you can see in the data box that FAZ close price on April 20th was 11.63 wich is easy to confirm.
2. The current FAZ price is 13.26 and you can see that in Ninja market window and in my current platform market view.

Can you please explain where Ninja got those numbers for FAZ: +48.88% and +$4.35?
According to the data they should be:
- Net change: 13.26-11.63 = +$1.63 and that is what you see in my current platform.
- Same with the %.

PS.
I had to cut out all the irelevant data to keep the picture file size as small as possible but still readable.

[Rodion]

Looks like it calculates April 21st net change based on April 17 close.
Current FAZ 13.25 minus what Ninja shows as a net change 4.35 = 8.9 which is the April 17th close price for FAZ.

[NinjaTrader_RJ]

Hi Rodion,

Can you send in your DTN IQ username and password to Support AT NinjaTrader DOT com? Please put Attn: Ray Stein in the subject and reference this post.
I will need to test with your connection when you have some time to disconnect.

Thank you!

[Rodion]

I will. Also I've just noticed that net change data became valid around 10 am Eastern. Looks like some time/date calculation issue.

[NinjaTrader_RJ]

Did you disconnect/reconnect, or did it change as you were connected?

[Rodion]

Hm, I'm not sure. I did reconnect to verify my DTN user name, but not sure if it changed before or after. I will check tomorrow again.

[Rodion]

I've seen the error this morning again:
I left Ninja connected overnight. At 7:50 am today the market analyzer shows the following for FAZ: price 9.30, -20.2% net change (while in fact it's+1.3%).
After reconnecting to DTN at 7:55 am the issue is gone.
Looks to me that it just does not detect date or trade day change on a fly.

[NinjaTrader_RJ]

Thank you for the information.

I will have to test this tomorrow, what time zone are you in?

[Rodion]

Eastern (GMT -5)

[NinjaTrader_Jason]

Hello Rodion,

I tried to reproduce the behavior, but I was unable so far. However, I did not leave NinjaTrader connected overnight. This seems to be the cause for the behavior; you will need to disconnect/re-connect after midnight.

[Rodion]

So you gonna leave it like that and call it the "Solution"???