Problems with Heiken-Ashi bars in NT8

[pat9rb]

I'm seeing a couple of issues trying to work with Heiken Ashi bars in NT8

The HA bars are offset. Creating a historical chart with a standard tick candlestick and a tick Heiken Ashi with the same tick count results in disparate bar timestamps and volumes. (Shouldn't these two charts have exactly the same bar timestamps and volumes if they both start on the same date and have the same tick size?)


First Bar time/volume: Normal = 17.11.08.160 / 112, HA = 17.11.08.160 / 143
Second Bar time/vol: Normal = 17.14.43.649 / 143, HA = 17.14.49.746 / 104





Historical and strategy optimizer do not produce usable results using Heiken-Ashi bars. It appears they are using Open[0] + slippage for entry/exit pricing. As open under Heiken Ashi doesn't have any relation to the current bar's price this produces large errors. Can I change historical processing to use some value other than Open[0] for prices?

[NinjaTrader_PatrickH]

Hello pat9rb,

Thank you for your post and welcome to the NinjaTrader Support Forum!

For the backtesting in the Strategy Analyzer you can add an additional series to your strategy in code to submit orders to. Please refer to the information at the following link: https://ninjatrader.com/support/help...nstruments.htm

For the historical bars not matching for tick bars I will report this to development.

Please let me know if you have any questions.

[pat9rb]

Thanks for your reply and suggestion.

FWIW, if a strategy is running on both the standard tick chart and on the HA tick chart, orders in historical will be filled on next bar after the trigger (as expected), but when live the HA chart fills on bar later (2 bars after trigger bar). Maybe this will help debug the problem.

I've created an Heiken-Ashi indicator that can augment or replace the bars in a normal chart. I'd be happy to share my code with the community (FOSS). However, I used some code copied from NT's ChartStyles/CandleStyle to draw the candles. Does NT have an official policy about open-sourcing third-party add-ons that include NT's IP?

[NinjaTrader_PatrickH]

Hello pat9rb,

Thank you for your response.

This is expected to be resolved in the next major release of NinjaTrader 8.

All NinjaScript files are open source. You can use the code from NinjaScript files in your own.

Please let me know if you have any questions.

[pat9rb]

That's great to hear. Do you have a estimate when that release will drop?

If I use NT code in my own add-ons, can I redistribute my add-on? For example, make the source available on Github?

[pat9rb]

A quick related question: Is there somewhere specific to submit bug reports?

[NinjaTrader_PatrickH]

Hello pat9rb,

Thank you for your response.

I would not have an estimated time for the release.

You can in fact make your code public even if it uses NinjaScript code from one of the pre-loaded NinjaScript objects in NinjaTrader.

We do not have a public database for bug reports. You can check the Release Notes for information on fixes and updates at the following link: https://ninjatrader.com/support/help...ease_notes.htm

Please let me know if you have any questions.

[Teebone21]

Thanks for your reply and suggestion.

FWIW, if a strategy is running on both the standard tick chart and on the HA tick chart, orders in historical will be filled on next bar after the trigger (as expected), but when live the HA chart fills on bar later (2 bars after trigger bar). Maybe this will help debug the problem.

I've created an Heiken-Ashi indicator that can augment or replace the bars in a normal chart. I'd be happy to share my code with the community (FOSS). However, I used some code copied from NT's ChartStyles/CandleStyle to draw the candles. Does NT have an official policy about open-sourcing third-party add-ons that include NT's IP?

Hello. I know this is a old post. Are you able to share your heiken candle custom code? I've been trying to create something like this for a while now but its almost impossible lol

[pat9rb]

Here you go. This repaints the chart bars. I haven't tested it against versions of NT since I wrote it, so no guarantees, but it will probably work. (FWIW - the fix NT added to the Strategy Analyzer made this indicator obsolete for our use) HTH