NexusFi: Find Your Edge


Home Menu

 





Different 200D SMA values on platforms


Discussion in Traders Hideout

Updated
      Top Posters
    1. looks_one Dutchinvestor with 3 posts (1 thanks)
    2. looks_two trendisyourfriend with 1 posts (1 thanks)
    3. looks_3 Quick Summary with 1 posts (0 thanks)
    4. looks_4 Rory with 1 posts (2 thanks)
    1. trending_up 1,722 views
    2. thumb_up 4 thanks given
    3. group 2 followers
    1. forum 5 posts
    2. attach_file 4 attachments




 
Search this Thread

Different 200D SMA values on platforms

  #1 (permalink)
Dutchinvestor
Manchester NH/USA
 
Posts: 3 since Dec 2013
Thanks Given: 2
Thanks Received: 1

Example stock:
ABBV Current after market close on 3/3/2017: $63.34
ATR(14,WILDERS): $0.88

When I place a 200D SMA line on stockcharts.com, TradingView, ThinkorSwim or pull from Google then I get different values. Largest difference: stockcharts $61.47 vs Google $62.76. Total difference: $1.29. This is more than 1 daily ATR value.

Thinkorswim and Tradingview are in agreement but all others are not. See screenshots attached. Why can the 200D SMA be so different on simple average calculation?

I appreciate your insight.

Attached Thumbnails
Click image for larger version

Name:	tradingview.png
Views:	154
Size:	81.0 KB
ID:	228545   Click image for larger version

Name:	thinkorswim.png
Views:	165
Size:	56.2 KB
ID:	228546   Click image for larger version

Name:	stockcharts.png
Views:	155
Size:	67.4 KB
ID:	228547   Click image for larger version

Name:	Google.png
Views:	148
Size:	92.5 KB
ID:	228548  
Reply With Quote

Can you help answer these questions
from other members on NexusFi?
How to apply profiles
Traders Hideout
MC PL editor upgrade
MultiCharts
PowerLanguage & EasyLanguage. How to get the platfor …
EasyLanguage Programming
Increase in trading performance by 75%
The Elite Circle
Trade idea based off three indicators.
Traders Hideout
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Just another trading journal: PA, Wyckoff & Trends
30 thanks
Spoo-nalysis ES e-mini futures S&P 500
28 thanks
Tao te Trade: way of the WLD
24 thanks
Bigger Wins or Fewer Losses?
20 thanks
GFIs1 1 DAX trade per day journal
16 thanks
  #3 (permalink)
 
trendisyourfriend's Avatar
 trendisyourfriend 
Quebec Canada
Market Wizard
 
Experience: Intermediate
Platform: NinjaTrader
Broker: AMP/CQG
Trading: ES, NQ, YM
Frequency: Daily
Duration: Minutes
Posts: 4,527 since Oct 2009
Thanks Given: 4,175
Thanks Received: 6,020


The 200 MA is based on the Close and we all know that the Close is different from one datafeed to the next. Try doing it from the typical price which should produce less variation IMO.

Reply With Quote
Thanked by:
  #4 (permalink)
Dutchinvestor
Manchester NH/USA
 
Posts: 3 since Dec 2013
Thanks Given: 2
Thanks Received: 1

Yes, I understand that there are data feed differences on the close prices but I did not expect a variation from large well known sources to be greater than 1 ATR or larger than 2% on the closing price. This can have impacts on exit stops in moving average strategies. Especially on a stock with high daily volume and high liquidity.

Reply With Quote
  #5 (permalink)
Rory
 
Posts: 2,743 since May 2014
Thanks Given: 5,444
Thanks Received: 8,140

@trendisyourfriend pointed correctly, if useful:

Daily bars can be created in different ways and session times change things.

I remember Fattails' post, there will be many more. I'm sure if you research "Daily bars vs 1440 minute" you will pick up a lot also.



Edit: we posted at the same time.

Reply With Quote
  #6 (permalink)
Dutchinvestor
Manchester NH/USA
 
Posts: 3 since Dec 2013
Thanks Given: 2
Thanks Received: 1

TradingView, Fidelity, Charles Schwab (StreetSmart Edge) and ThinkorSwim all report the same SMA values. Stockcharts.com and Google do not. I am all set since I trust the major professional banking platforms.

Final example that this is not a fluke, Coca Cola (KO) close price is above 200D SMA at end of day for the last 2 trading days on Stockcharts.com but not on the other platforms mentioned above. 0.99% difference with closing price.

Reply With Quote
Thanked by:




Last Updated on March 4, 2017


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts