For example, this morning, just before the NFP data came out and volatility started to pick up, in NT (ES 10m chart) the values are;
BAR 1 - Open: 1536.00 High: 1538:00 Low: 1535.75 Close: 1537.50
BAR 2 - Open: 1537.50 ... {rest not important for issue}
In eSignal, the exact same bar values are;
BAR 1 - Open: 1536.00 High: 1537.25 Low: 1535.75 Close: 1536.75
BAR 2 - Open: 1537.00 ...
I have enclosed a screenshot to try and illustrate these values.
The question is - what is the 'trigger' for the timestamp of a bar? As both these tools are running on the same PC then there should be no obvious time skew.
I first noticed this problem when I was comparing the results of a strategy that I am porting from eSignal to NT with the aim of completing the Automation of trade execution in NT. When these skews take place, my trigger and entry levels can differ. I spent ages trying to debug my code to see if I had made a mistake, when I observed the chart differences.
As an aside (I will raise this as a seperate issue), but there appears to be a bug in the Swing.cs indicator when the Strength value is set to a value of 1 (which I noticed this morning when playing around with it.) You can see the problem on the attached Ninja.png graphic.
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