Indicator Values Sometimes Change overnight

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trader0311
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Indicator Values Sometimes Change overnight

Postby trader0311 » 21 Jan 2016

Hi,

I have an indicator that is scaled from 0-100 that I use on daily charts. I have seen on a couple occasions that the indicator may close at the end of the day at 87, but the next day when I open up my chart that same indicator that closed...and stayed at 87, might now be 85 or 89.

I am confused as to why this would be?

I do not have "intrabarpersist" in my code, but I do see the indicator updating throughout the day as the market moves up and down.

Any advice one could give my on why this may be happening as well as what I could do to prevent it would be greatly appreciated. This issue has cost me some money already so I want to get it fixed ASAP.

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JoshM
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Re: Indicator Values Sometimes Change overnight

Postby JoshM » 21 Jan 2016

I am confused as to why this would be?
It might be because of the difference between real-time and historical data. When MultiCharts starts in the morning and loads the charts from the previous day, it will also fill missing quotes that are on the data feed's historical data server but weren't collected in real-time.

This behaviour does depends on the data feed though, especially IB is notorious for differences between real-time data and historical data.


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