Difference between calculated chart and Backtesting/Live chart - Heiken Ashi

[madams212121]

Hello,

Maybe there is an easy fix that I haven't found yet.
I am developing a strategy that looks at Higher high and Higher low ( same goes for the down side ) but I there quite a few difference between the load chart and the actual chart. I understand that some of the candle can be different due to the time and be off by couple ticks. This is a lot. see picture attached. I have created the Heiken Ashi candle just to have the minute chart but still the same issue. As you can see below from the screen shoot one is live the other is loaded chart of the YM this morning (3/11/2020) - 1 min chart.

Any idea to solve this issue ?

It's very hard to do any testing on the live chart. but I am going to be loading the chart the information will be different.

thank you

[NinjaTrader_Melissa]

Hello,

Thank you for the post.

What version of NinjaTrader 8 are you using? Please provide the entire version number. This can be found under Help -> About (Example: 7.0.1000.? or 8.0.?.?)

Do you experience the same with a bar type that comes standard with the platform? I would like to look into this item further but cannot test on my end with the Unirenko bars you have. Is the difference as large with the standard 'Renko' bars?

As you already mentioned you are aware, some differences between historical and live bars are to be expected.

The following Help Guide article goes into detail about how these changes are formed:

https://ninjatrader.com/support/helpGuides/nt8/?how_bars_are_built.htm#UnderstandingWhyAChartCanLookDifferentAfterReloadingHistoricalDataFromTheServer

It is possible this is an expected discrepancy, but it is also possible your PC clock needs to be synced or there is some other solution.

I look forward to your response so I may test further on my end.

[madams212121]

I am using the version : 8.0.20.1 64-bit
The chart you see is the standard Heiken Ashi 1 min that comes with the plateform

[madams212121]

The easier way I found this out was by opening a chart let it run for 5 - 10 min and opening a second chart and looking at the difference.

[NinjaTrader_Melissa]

Hello,

Thank you for the reply.

While performing this test I did notice slight, but expected, differences.

As I mentioned in my previous response, unfortunately the live data is not expected to match with the historical data due to the way that information is time-stamped and processed by your data provider.

The link I provided in my previous response goes over specific reasons why this is the case, and also ways that your data could be particularly out of sync. For example syncing your PC clock could help the data to match a bit closer.

I see that you're using a slightly older version of NinjaTrader 8. To update NinjaTrader, please follow the steps below:

• First, copy your license key from NinjaTrader under Help> License Key then exit NinjaTrader
• Click on the link: http://ninjatrader.com/PlatformDirect
• Enter your license key and press Submit
• Select 'NinjaTrader 8'
• Select 'Download'
• Critical: Before running the installer, ensure NinjaTrader is closed.

Please use the steps below to change/check your Time Zone and sync the PC clock:

• Shutdown NinjaTrader
• Right-click the clock in the lower right corner of your desktop
• Select Adjust date/time
• For Windows 10 click 'Additional date, time, & regional settings' -> then click 'Set the time and date'
• Select the 'Internet Time' tab at the top
• Set the server to time.nist.gov and then click Update.
• If the message that appears says successful your PC clock should now be updated.
• If not, select a different server from the Server: drop-down and try again (repeat until one of the servers is successful)

After updating the PC clock, please restart NinjaTrader, then right-click the chart and select Reload All Historical Data.

Please let us know if we may be of further assistance.

[madams212121]

Ok thank you.

I have update NT8 and the clock as well. I'll run some test today and see if that resolved the issue

thank you