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Simple Moving Average difference NINJA and TOS


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Simple Moving Average difference NINJA and TOS

  #1 (permalink)
 
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 optionzen 
Dallas
 
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I have attached screenshot of Ninjatrader with interactive brokers and thinkorswim platforms. The value for the SMA 200 in both platform is different, In Ninjatrader the 200 SMA points to 1261.75 and thinkorswim the 200 SMA points to 1270.76, both the screenshot are based on Daily chart. Can any one please clarify why there is a difference? I have attached the screenshots for your reference.

I emailed Ninjatrader customer support they simply said their code is different than TOS, I do not have programming skills can any please clarify.

Thanks
OZ

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  #2 (permalink)
 pandyav 
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Optionzen,
I moved to NT few months after being on TOS for at least for 4 years. And I have to admit I had similar shock and confusion when I tried to compare some of the MAs between the two platforms.
I learnt to accept NT's result as they are as my rusty brain ran out of power to figure out the differences. Most of the time they were in coding as you mentioned. What I also found was that TOS MAs in general - doesn't matter what type you're looking at HMA, EMA, VMA were slightly more smoothend than NT.

At the end, I decided to move on with what I see on the screen and adjust my trading accordingly. Hope this helps.

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 Massive l 
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It doesn't make any sense if they are both using the close in their calculations.

I am using $SPX here to compare ToS to stockcharts.com 200day MA

Same numerical value as they are both using the close in the calculation.

1274.05

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  #4 (permalink)
 
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 optionzen 
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Thanks for your response PandyaV and Massive But for moving averages such as SMA should not differ by 8 - 9 points on ES thats unacceptable.

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  #5 (permalink)
 
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 optionzen 
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yes Both of the charts above are using simple moving averages with close. Here are the screenshots.

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 Big Mike 
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Did you verify that > 200 days of bars are on the chart?

What about session times? Did you verify it was an ETH (24H) session?

Mike



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 vegasfoster 
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I seem to remember Fat Tails saying the ninja sma calculation was messed up and he had to fix it, but don't remember where or all the details. You might try using one of his moving average indicators and see if it makes a difference.

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  #8 (permalink)
 
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 Silvester17 
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optionzen View Post
yes Both of the charts above are using simple moving averages with close. Here are the screenshots.

I don't think the problem is the sma. I believe the problem is the es.

compare the highs and lows in nt and tos. they are very different. the reason is the continuous contract used by tos.

the 3rd pic is nt with kinetick as data feed (they have a continuous contract). and you can see it matches tos pretty well.

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  #9 (permalink)
 
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 optionzen 
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Thanks Silvester

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  #10 (permalink)
adg777
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difference is TOS can use premarket and aftermarket data or you can shout off after hours and you will get 2 different sma numbers.


hope that helps

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