RSI (multi timeframes) returned values are different between Ninja 6.5 and 7

[Jean-Marc-Molina]

Hi,

I have several strategies with Ninja Trader that use RSI on multi timeframes to filter entry conditions.

In ninja Trader 6.5, executed in backtest mode

BarsInProgress=1 => 5 minutes
Bars In Progress=2 => 15 minutes

For each barsInProgress=1, when a 15 min bar is not yet finished

RSI(Closes[2],14,3)[1] returns the RSI for the 15 minutes time frame for 2 bars of 15 minutes before : I can verify the value on Ninja Trader Chart (with 15 min data series displayed)

In Ninja Trader 7, in most cases the RSI(Closes[2],14,3)[1] are different from those provided by Ninja Trader 6.5 , and I can't find the values that are returned on a Ninja Trader 7 chart (with 15 minutes dataseries displayed).

Is there a difference in the way the RSIs are processed between Ninja Trader 6.5 and 7? I have Ninja Trader 7.0.0.4 installed.

That makes the backtest results different.

Thank you in advance for your answer.

[NinjaTrader_JoshP]

Hi,

What happens is if the timestamp is of one that is closed for all series, then all series get updated on their bars before any series is processed in OnBarUpdate(). So [1] would refer to the just closed bar as opposed to 2 bars ago.

[Jean-Marc-Molina]

I'll check

Thank you Josh. I understand what you mean. I'll check. However, what is really amazing here is that the values returned by 7 can't be found in the NT 7 chart that displays the RSI for the given timeframe, neither 1 ou 2 bars ago.

[NinjaTrader_JoshP]

Please be sure you are viewing the same type of chart as the one used by your data. Check session templates, etc.

[Jean-Marc-Molina]

I'm not at the office tomorrow. On Monday. I'll post you detailed traces on the same data and same strategy for Ninja trader 6.5 and 7. Aparrently, there are differences.

Thank you.

[NinjaTrader_JoshP]

Differences are expected unless you tweak your strategy for 7. The bar pointer updates for all series before the OnBarUpdate() of any of them so you now can reference the correct information based on that time.

[Jean-Marc-Molina]

Thank you. I now undertstand. I'll have to tweak the strategy.