Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
Indicators on NT 8 give different results than NT 7
Collapse
X
-
Indicators on NT 8 give different results than NT 7
I have noticed that indicators that display on NT 7 can give (and usually do ) give different results than NT 8. Sometimes for the better, sometimes for the worse. I have a volume based indicator that when ported over to 8 that gives results that are less accurate than when they appear on 7. Is there a reason for this and can it be corrected?Tags: None
-
Hello Gregory,
Thank you for your note.
There are a couple differences between NT7 and NT8 which could cause this, the first being that NT8’s Daily Bars are ETH (NT7 were RTH) and another is slightly different rounding in NT8 vs NT7.
Is your indicator using daily bars?
I look forward to your reply.Alan P.NinjaTrader Customer Service
-
Originally posted by NinjaTrader_AlanP View PostThere are a couple differences between NT7 and NT8 which could cause this, the first being that NT8’s Daily Bars are ETH (NT7 were RTH)
Could you explain this a little more?
Isn't this controlled by the session template?
I mean, on NT7, for all futures instruments with Session Template <Use instrument settings>, it would seem to me that all the bars on a 1-Day chart are (by definition) ETH bars, right?
Comment
-
-
Originally posted by bltdavid View PostThis sounds confusing to me.
Could you explain this a little more?
Isn't this controlled by the session template?
I mean, on NT7, for all futures instruments with Session Template <Use instrument settings>, it would seem to me that all the bars on a 1-Day chart are (by definition) ETH bars, right?
Therefore all the bars on a 1-day chart are NOT always ETH bars, when this template is used. The bars on a 1-day chart maybe ETH bars, RTH bars or 1440 min bars. This does not depend on the session template selected, but it entirely depends on the data supplier to which NT7 is connected.
For example, with the same session template <instrument settings> you will get
- ETH daily bars with a data feed from Kinetick (close = settlement)
- RTH daily bars with a data feed from CQG (close = regular close)
- 1440 min bars with a data feed from Interactive Brokers (close = last traded price of the day)
Comment
-
Originally posted by Harry View PostThis does not depend on the session template selected, but it entirely depends on the data supplier to which NT7 is connected.
For example, with the same session template <instrument settings> you will get
- ETH daily bars with a data feed from Kinetick (close = settlement)
- RTH daily bars with a data feed from CQG (close = regular close)
- 1440 min bars with a data feed from Interactive Brokers (close = last traded price of the day)
How does one determine what kind of 'close' their data supplier is supplying?
Is this listed somewhere?
Is there some kind NinjaScript-based 'test' one can apply?
For ex, I have Rithmic, how does figure out what kind daily bars (ETH, RTH, or 1440min) Rithmic is providing their daily charts?
Comment
-
Originally posted by bltdavid View PostThanks Harry, very interesting.
How does one determine what kind of 'close' their data supplier is supplying?
Is this listed somewhere?
Is there some kind NinjaScript-based 'test' one can apply?
For ex, I have Rithmic, how does figure out what kind daily bars (ETH, RTH, or 1440min) Rithmic is providing their daily charts?
Also go to the CME website, look for yesterday's open, high, low and settlement prices for ES 09-18 or any other futures contract. Compare those prices to yesterday's daily bar, and you will know what it is.
Comment
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by WHICKED, 03-27-2024, 12:33 PM
|
4 responses
41 views
0 likes
|
Last Post Today, 12:28 AM | ||
Started by f.saeidi, Today, 12:12 AM
|
0 responses
3 views
0 likes
|
Last Post
by f.saeidi
Today, 12:12 AM
|
||
Started by Conall, Today, 12:06 AM
|
0 responses
5 views
0 likes
|
Last Post
by Conall
Today, 12:06 AM
|
||
Started by proptradingshop, 03-21-2024, 09:50 AM
|
6 responses
27 views
0 likes
|
Last Post Today, 12:02 AM | ||
Started by mly916, Yesterday, 09:48 PM
|
1 response
12 views
0 likes
|
Last Post Yesterday, 11:54 PM |
Comment