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DM Indicator issue

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    DM Indicator issue

    Hello, I need some help.

    I have a strategy using the DM indicator. I am comparing the NT indicator levels with CQG IC and am getting different values at some points. The NT DM has many more DM crosses than the CQG IC DM.

    The settings I am using are the same on both systems and since CQG is supplying the data to both platforms I should have the same readings.

    1. Is anyone aware of any issues when comparing the data?

    2. Does CQG do the DM calculations for NT or is NT running the calcuations on their side?

    Any help would be greatly appreciated.

    Thanks,

    #2
    Hello cdalrym100,

    The DM is an indicator.
    You can view the code in this indicator by clicking Tools -> Edit NinjaScript -> Indicator... -> DM -> OK.
    This indicator is being calculated on your computer locally.

    To find the differences you would need the code being used by CQG and compare. You would also need to ensure the data is exactly the same (meaning does the DM value with CQG get calculated with or with non-qualifying trades? how does this value get data? Are the timestamps at the beginning of the bar or end of the bar?)
    Chelsea B.NinjaTrader Customer Service

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      #3
      Thanks for the reply.

      Can you tell me if CQG provides the data directly to my unchanged or does NT take the data and then net ticks?

      Thanks.

      Comment


        #4
        Hello cdalrym100,

        By default NinjaTrader does not modify the data in any way.

        There is an option to filter bad ticks that can be enabled. This would only filter ticks if they are more than the set percentage different than the previously received ticks. This feature is not enabled by default.
        Tools -> Options... -> Data -> Filter bad ticks
        Chelsea B.NinjaTrader Customer Service

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