Multiple-day bars in MA

[billitin]

I don't know if anyone here tried to run MA on multiple-day bars, but after testing it for several days I've got some problems with it.

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First of all, here's highlights of my MA window config:

Column1 -> Instrument
Column 2 -> LastTime on 1-day bars
Column 3 -> LastTime on 2-day bars
Column 4 -> SMA(1) on 2-day bars

Calculate on bar close = false for all indicator columns
Session end time is set to 1:30pm local time and I'm testing it every time at 6pm
Looking back 10 bars

LastTime indicator is merely displaying current date in format yyyymmdd (i.e. numerical value Time[0].Year*10000 + Time[0].Month*100 + Time[0].Date)

Beforehand I wiped out db clean, reinstalled NT fresh. Market data for all stocks I'm monitoring (A, AAPL, ABC) goes back same amount of bars and was acquired on same day from same provider.
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Problem #1:
Column 4 always displays closing price of yesterday's bar (while it should be half of the time today's and half of the time yesterday's close, I'd presume). So it's clearly not working right, and needless to say, this permanent 1-day lag makes any indicator useless.

Problem #2:
While Column 4 display is wrong it's at least consistent. But while Column 2 always correctly shows today's date, reading from Column 3 can be *randomly* anywhere between 1 day ago and 1 day into the future (varied for different stocks and different days).

I believe screenshots are unnecessary here since they'll reveal less information than words in this situation. Please advise.

[billitin]

I need to mention also that I'm running the latest version of NT 6.5 (just downloaded it from NT website)

[NinjaTrader_Brett]

Hello,

Looks like you are dealing with some configuration issues here.

Can you please send a note to support at ninjatrader dot com from the platform by going to Control Center->Help->Mail To Support. Reference this forum post and then check mark the option for workspace so that I can look at your settings for your market analyzer.


I suspect that the days back setting for the column 4 is not set back long enough to calculate as when there is not enough bars to calculate an indicator the last price is substituted in.


I look forward to assisting you further.

[billitin]

Hi Brett, thank you for quick reply and getting on the issue quickly. Today I had some time to investigate and I've found a workaround: if I change system clock to the next day then everything works okay. However, along the way I've discovered a couple of inconsistencies:

- if I keep chart of a security up while adding it to Market Analyzer, this caused readings of Columns 2 and 3 to screw up, otherwise they were correct, as well as closing prices (who would think there's a link between having a chart open and date display in MA?)

- while beginning of a multi-day bar on chart and in MA always trails current date (even if market data ends long before) by 0 or 1 days, in Strategy Analyzer it starts wit the earliest of Start Time or market data beginning. While this seems logical, it may easily cause confusion and really should be made selectable by user.

Hopefully this can be improved in the next version of NT. Thank you once again for your attention to this matter.

[NinjaTrader_Kyle]

Hi billitin,

Thanks for this additional information.

Please proceed as per NinjaTrader_Brett's instructions in post number 2.