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Indicator value always NaN in real time charts

Posted By gbulle 12 Years Ago
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Posted Tuesday May 05 2009
Hi,

I have a real time chart (opened clicking on Live data symbol) with several bar (more than 100 bars) and I am collecting real time data

If I manually apply to this chart an indicator like BollingerLowerBand I see the graph, all the historical calculated values and for the last LIVE bars I see a NaN value (correct! because I use CLOSE to calculate the indicator)

If I run an Live System (I am using the example BollingerbandPenetration) and I programmatically

do this in the Startup (having previously declared  Private BBU As BollingerBandUpper):

BBL = New BollingerBandLower(14, 1.5)

BBL.SetInputs(Close)

BBL.ChartSettings.Color = Color.Crimson

BBL.ChartSettings.ShowInChart = True

I see the labbel BBL added to the chart  but  all historical values are NaN

I supposed I have to wait to collect new  14 bars aftert LIVE system startup before having a value.... not true... always nan

what I am missing?

Thanks a lot

GB

Posted Tuesday May 05 2009
I think the problem here is that when ticks are coming in, all values are updated to the current value, which as you have identified, is supposed to be NaN. We have an open incident to make the live charts smarter about this.

gbulle (5/5/2009)
Hi,

I have a real time chart (opened clicking on Live data symbol)with several bar (more than 100 bars) and I am collecting real time data

If I manually apply to this chart an indicator like BollingerLowerBand I see the graph, all the historical calculated values and for the last LIVE bars I see a NaN value (correct! because I use CLOSE to calculate the indicator)

If I run an Live System (I am using the example BollingerbandPenetration) and I programmatically

do this in the Startup (having previously declared Private BBU As BollingerBandUpper):

BBL =
New BollingerBandLower(14, 1.5)

BBL.SetInputs(Close)

BBL.ChartSettings.Color = Color.Crimson

BBL.ChartSettings.ShowInChart =
True

I seethelabbelBBL added to the chart butall historical valuesare NaN

I supposed I have to wait to collect new 14 bars aftert LIVE system startup before having a value.... not true... always nan

what I am missing?

Thanks a lot

GB
Posted Tuesday May 05 2009
I'm not sure why you aren't seeing valid indicator values after 14 bars.  Try setting the lead bars of your system to 25, and wait until after you've started your system to open the live chart.  If you do this you should see valid values for the indicator for the recent bars on the chart.  Let us know if you don't.

Thanks,
Daniel

Posted Tuesday May 05 2009
Hi,

The test suggested by Daniel  is OK but does not solve the problem.

If I have a moving average with 100 bars I have to wait 100 live new bars before doing calculations?

and if I close down rightEdge I have to wait 100 new bars again ?

what  to do to force the indicator to use historical bars too?

I have always to add indicators to my trading system  with drag drop and consume internally the indicators ?

Bye

GB

Posted Tuesday May 05 2009
If you set the lead bars to 100 in your trading system properties, you should not have to wait for 100 live bars to come in. When you run the system in live mode, it will first process the most recent 100 bars in your data store as lead bars, and then continue the system with the live data coming in. Does this make sense? Have you tried this and it isn't working?

Thanks,
Daniel
Posted Tuesday May 05 2009
yes it works... but not intuitive......

Bye

GB

Posted Wednesday May 06 2009
gbulle (5/5/2009)
yes it works... but not intuitive......

Do you have any suggestions on how to make it more intuitive? Smile  What did you expect to happen?  Did you expect the system to automatically calculate the indicator values based on historical data when running in live mode?  Now that you know that the lead bars setting exists, does it make sense to you?

(It makes sense to us- the lead bars are the number of bars of history your system needs before it can start trading, and applies both to historical simulations and live trading.  But what makes sense to us, who have been working on RightEdge for years, obviously isn't necessarily the same as what makes sense to a new user.)

Thanks,
Daniel

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