Quotetracker Charts vs NT Charts

[cdnPATRIOT]

I have a strategy that I have employed using Quotetracker charts set on 30 minute frequency. However, when I enter the same info for the indicators (stochastics and MACD) on NT the indicators look somewhat different. Any ideas on how I can make the charts look the same as this is what my automated strategy relies on?

[NinjaTrader_Kyle]

Hello cdnPATRIOT,

Thanks for your post.

As I see it, we're either using different data sets or different methods of indicator calculations.

Which data source does the other platform use?

Which data source are you using with NinjaTrader?

[cdnPATRIOT]

Both use Interactive Brokers as their data source.

[NinjaTrader_Kyle]

Hello,

Thanks for getting back to me.

Which session template are you using with the NinjaTrader chart?

Can you provide an example of how the indicator values differ?

[cdnPATRIOT]

I'm still having difficulty with setting up my charts for my automated strategy.

The indicators I use are MACD 5, 13, 6, Stochastics 14,1,3 and 30 minute intervals.

However, with my automated strategy that that programmer created, it's based on the chart readings. When MACD and Stochastics hit a certain number on Quotetracker it differs from NT.



and

[NinjaTrader_Kyle]

Hello,

I'm not able to make out the values in these images unfortunately. Please compare just the price data to start - does your price data seem to match?

[cdnPATRIOT]

The price date matches. I will post larger files later.

[cdnPATRIOT]

Source

[img=http://img269.imageshack.us/img269/2955/ibm30min542012.th.jpg]

http://img225.imageshack.us/img225/8931/chartofibm.png

Let me know if these graphs are not clear. They can also be accessed at the source.

Hello,

I'm not able to make out the values in these images unfortunately. Please compare just the price data to start - does your price data seem to match?

[NinjaTrader_Kyle]

Hello cdnPATRIOT,


It appears that the data itself differs somewhat - please tell me what OHLC values QuoteTracker provides for the 18:00 bar.

[cdnPATRIOT]

At the 18:00 bar I have the following values:

O = 203.80

H = 204.22

L = 203.75

C = 204.10

V = 141,700

[NinjaTrader_Kyle]

Hello cdnPATRIOT,

Please contact me with a note to Support [AT] NinjaTrader [DOT] com.

In your note, please include a link to this forum thread and a copy of today's trace file.

You'll find the trace file in the Documents > NinjaTrader 7 > Trace folder.
The file which I need would be named 'trace.20120508.txt'.

Thanks!

[cdnPATRIOT]

Sorry posted on wrong thread...

I changed the charts to market hours only and this helped make the charts appear more similar. I also changed the stochastics from 14, 1, 3 to 3, 14, 1

I still need some fine tuning though.

Questions:

1. Is there a way to default this market hour only to all graphs?

2. Are the indicators calculated based on market hours only as a result?

3. How do I change how MACD is calculated so that the calculations are based on (H+L+C)/3 instead of just using the Close.

[NinjaTrader_Kyle]

Hello cdnPATRIOT,

1.) Unfortunately, Session Template is a setting which will not allow for a default to be set for all charts - the '<Use Instrument Settings>' template would always be loaded by default. It would be possible to define a session template as the instrument's default however. To do so:

• Open the Instrument Manager by clicking Tools > Instrument Manager.
• In the manager, select an instrument from the list on the right, then press Edit to load the Instrument Editor.
• In the 'Definition' tab of the Instrument Editor, select a new Session Template to be used by default, then click OK to exit the Editor.
• Click OK again to exit the Instrument Manager thereby saving your change.

2.) Yes - the Session Template setting effects not only what data you see displayed in the chart but also the data available for indicator calculations.

3.) Please take the following steps to base MACD off of this type of data:

• Right click in the chart and select 'Indicators'.
• In the Indicators menu, select the MACD indicator from the list on the lower left side of the window.
• On the right side of the window, select the 'Input Series' property - click the '...' button which appears.
• In the Input Series menu, select the 'Typical' price then click OK.
• Click OK once more to exit the Indicators menu and apply the change to MACD.