BUG heiken ashi realtime vs historical

[Jonson]

hi
why is the price data heiken ashi bar type different in history and in real time?
1 min / ym09-21 / cqg

[NinjaTrader_Jim]

Hello Jonson,

Thanks for your post.

Because it is implemented as a BarsType, Heiken Ashi bars will round price levels to the nearest tick. When we process with realtime data or with Tick Replay, the rounded Heiken Ashi values are re-circulated into the BarsType calculation. This is needed for a BarsType to have price levels that match tick sizes of the instrument, but does deviate from a traditional Heiken Ashi study.

We do have a Heiken Ashi indicator on the User App Share that does not modify underlying price values like the BarsType does, and this would be more familiar to a traditional HeikenAshi study.

The BarsType is useful for pulling up a quick chart of Heiken Ashi bars from historical data, but if you are looking for a more traditional study, we would recommend using the Heiken Ashi indicator.

https://ninjatraderecosystem.com/user-app-share-download/heiken-ashi-8/

The link above is publicly available.

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We look forward to assisting.