Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

BUG report: Closes[x][y] delivers Typicals[x][y] in MultiInstrument strategy

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    BUG report: Closes[x][y] delivers Typicals[x][y] in MultiInstrument strategy

    Hi guys,
    bug report for beta 21 of NT7.
    In a multi instrument strategy, (first and third timeframes same instrument, 2nd timeframe different instrument), daily bars, Closes[x][y] does not return the Close price, but rather returns the Typical price.
    Proof below.
    Cheers,
    saltminer.
    www.tradingcoders.com

    Code in strategy
    Print("** VolatilityBasedPERCENT report");
    Print("Primary Instrument Price = "+Math.Round(Closes[0][0],6).ToString()+", Secondary Instrument Price = "+Math.Round(Closes[1][0],6).ToString());

    Data in OutputWindow
    ** VolatilityBasedPERCENT report
    Primary Instrument Price = 12.526667, Secondary Instrument Price = 13.206667

    Please see attached images for screenshots of data.
    for COG, Typical would be (HLC)/3 = (12.60 + 12.49 + 12.49)/3 = 12.526667
    for NBL, Typical would be (HLC)/3 which is (13.52 + 13.05 + 13.05)/3 = 13.206667
    Attached Files
    Last edited by saltminer; 09-12-2010, 04:12 PM. Reason: more exact description

    #2
    saltminer, we will take a look at this tomorrow. Thank you for the report.
    AustinNinjaTrader Customer Service

    Comment


      #3
      saltminer, I was unfortunately not able to reproduce here, Closes[x][x] worked as expected for me in MultiSeries testing - which feed are you using in your setup? Which MarketDataType did you add for those symbols?
      BertrandNinjaTrader Customer Service

      Comment


        #4
        I'm connecting to Yahoo in order to get Split and Dividend info. (I don't suppose Kinetick has it?)
        Here is how I am adding the timeframes in Initalise()
        The variable AutoSelected is a string containing a stock symbol.

        // add the other leg of the pair;
        Add(AutoSelected,BarsPeriods[0].Id,BarsPeriods[0].Value);
        // add the first leg again, so it can take trades on time
        Add(BarsPeriods[0].Id,BarsPeriods[0].Value);


        Cheers,
        saltminer

        Comment


          #5
          Unfortunately no luck reproducing here saltminer, Kinetick would have split adjustment for daily data.

          Have you tried with a complete freshly downloaded set of data?

          Did you install B21 fresh (so uninstalling B20 first, deleting Program Files folders) or did you upgrade to it?
          BertrandNinjaTrader Customer Service

          Comment

          Latest Posts

          Collapse

          Topics Statistics Last Post
          Started by Barry Milan, Yesterday, 10:35 PM
          5 responses
          16 views
          0 likes
          Last Post NinjaTrader_Manfred  
          Started by DanielSanMartin, Yesterday, 02:37 PM
          2 responses
          13 views
          0 likes
          Last Post DanielSanMartin  
          Started by DJ888, 04-16-2024, 06:09 PM
          4 responses
          13 views
          0 likes
          Last Post DJ888
          by DJ888
           
          Started by terofs, Today, 04:18 PM
          0 responses
          12 views
          0 likes
          Last Post terofs
          by terofs
           
          Started by nandhumca, Today, 03:41 PM
          0 responses
          8 views
          0 likes
          Last Post nandhumca  
          Working...
          X