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Indicator Development Support for the development of custom indicators using NinjaScript.

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Old 02-11-2008, 08:46 AM   #1
glenng
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Default Indicator and feed dilemma

I am converting all of my indicators and strategies from TS to NT. I tested over the weekend using Opentick historical data and everything looked fine. Went live today with Patsystems and nothing was working. I am using a 233t tick chart on ER. Then I noticed that the Patsystem chart had only 40 bars from 9:30 to 10:30, where the TS had well over 120 bars for the same period. This has a dramatic effect on the indicator values. Can someone please explain what is going on here? Is there something wrong with Patsystem feed?
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Old 02-11-2008, 08:50 AM   #2
NinjaTrader_Ray
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Different Data Feeds
Different data feeds produce different charts especially when using tick based intervals vs time based intervals. Market data vendors each employ various methods for tick filtering, throttling and time stamping. As a result, no data stream is 100% identical and thus can cause subtle differences in charts. Since NinjaTrader supports many of the leading brokerage and data feed technologies, its guaranteed that two traders using NinjaTrader on different data feeds will have minor differences when plotting the same market and time interval.

Regarding the indicators not working...please check the Control Center log tab for any errors that might need to be resolved.
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Old 02-11-2008, 09:15 AM   #3
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Bad choice of words on my part. The indicators are working from a programming point of view, but are way off due to the feed - the difference is not subtle at all. Thanks for the info. Looks like I will have to research another feed.
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