Multi time frame indicator values not correct on bigger TF

[PN720]

Hey guys,

I'm trying to figure out why the bigger TF indicator values are not correct on my multi TF strategy. The smaller TF indicator values are correct. I built this simple script using the SampleMultiTimeFrame included with NJT.
The script is simply adding the bigger secondary data series, the bigger indicator and then printing out the indicator values so I can check them. The bigger TF one is not correct.
I'm just using the MACD standard indicator and printing out the value. When I tried this with the SMA indicator, it was correct. Not sure why the MACD is different.

Steps to duplicate:
1. Run the included script with RTY 12-18 contract with 1 minute as the primary data series for date 10/17/2018. The script adds the 15 minute data series.
2. Check the MACD values in the Output Window. For example, at 6:00AM,

10/17/2018 6:00:00 AM - BigMACD: -1.79744401229141. SmallMACD: 0.515067892503566

The SmallMACD one is correct. The BigMACD one is not correct (if you load up a 15 minute RTY 12-18 chart for 10/17/2018). It should be: -1.68.

Why the difference?

[PN720]

Added strategy

[NinjaTrader_AlanP]

Hello PN720,

Thank you for writing in.

When I compare the script to the value displayed on the chart I'm not seeing an inconstancy.

Are you able to replicate with the attached script? Do you have a session template applied to the chart series?

I look forward to your reply.

[PN720]

Hi Alan,
I'm just using the default trading hours for the instrument so no session template that I know of.
For the script, did you mean to attach an indicator instead of a strategy? I'm not sure how to use it.

[NinjaTrader_AlanP]

Hello PN720,

Apply the indicator to a 1 minute chart and compare the prints in the output window with what you see for the MACD indicator applied to a separate 15 minute chart. Do they match? Are they different than what you're seeing in the strategy?

I look forward to your reply.

[PN720]

Hi Alan,

The indicator is correct and matches my 15 minute chart. The Strategy is still a little off.

Indicator:
10/26/2018 9:00:00 AM__-2.43649619059397

Strategy:
10/26/2018 9:00:00 AM - BigMACD: -2.39564888535051.

[NinjaTrader_AlanP]

Hello PN720,

You could build off the indicator I provided, or you could add prints to your strategy,

I've provided a link to a youtube video which covers an example of using prints to understand behavior:
https://www.youtube.com/watch?v=K8v_...tu.be&t=48m45s

I've provided a link covering debugging which you may find helpful.
Debugging: http://ninjatrader.com/support/forum...ead.php?t=3418

Please let us know if you need further assistance.