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Moving Average Values different than other charting packages

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    Moving Average Values different than other charting packages

    I am using NT7 with Zen Fire and also have an Esignal % TOS accounts. What i noticed is that the moving averages on the Daily charts are very different. For example, at this moment 5:00PM 01/02/2013 NT7 200 SMA value for the TF 03-13 contract is 797.5, but the same contract on Esignal or TOS is 804.8.

    I have set up my daily NT7 chart using 1440 min time frame and also have a session template that starts 6:00 PM on Sunday to 6:00 PM Monday, etc.. but the values for my moving averages are all different from the other platform.

    Has anyone else encountered this and has found a way to resolve it?

    Thanks

    motleyfrank.

    #2
    Hello,

    Thank you for your post.

    It's highly likely that the data simply differs. Different data feeds produce different charts. Market data vendors each employ various methods for tick filtering, throttling and time stamping. As a result, no data stream is 100% identical and thus can cause subtle differences in charts.

    I'd recommend that you check the OHLC values for bars between the platforms and you should find the difference which causes plotting of the SMA to differ.
    KyleNinjaTrader Customer Service

    Comment


      #3
      Originally posted by motleyfrank View Post
      I am using NT7 with Zen Fire and also have an Esignal % TOS accounts. What i noticed is that the moving averages on the Daily charts are very different. For example, at this moment 5:00PM 01/02/2013 NT7 200 SMA value for the TF 03-13 contract is 797.5, but the same contract on Esignal or TOS is 804.8.

      I have set up my daily NT7 chart using 1440 min time frame and also have a session template that starts 6:00 PM on Sunday to 6:00 PM Monday, etc.. but the values for my moving averages are all different from the other platform.

      Has anyone else encountered this and has found a way to resolve it?

      Thanks

      motleyfrank.
      • Looks like you may be massaging your OHLC data in NT? What happens if you simply use a Daily chart with the native instrument settings?
      • You have specified your settings for NT. What are your chart settings for TOS? You may simply be looking at different data.

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