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Difference in TPO values between Ninja and Tradingview


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  #1 (permalink)
 ksarin 
Chicago IL
 
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Posts: 5 since Mar 2020
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Hello,

I am comparing TPO Profile in NT versus Tradingview. The values for VAL/VAH/POC differ by a couple of points in NT and TV. Trying to do playback in NT with TPO profiles is a pain, since every time I move the time slider back on the playback control panel, the TPO chart starts the recalculation all over again. And each time it recalculates, it takes at least 3-4 min. I have 90 days worth of data loaded on each chart. I am using a PC with 40G RAM and i7 processor, so that is not an issue. Figured I'll give TPO in TV a try, but now I am noticing a discrepancy between values on each platform. Both are configured with the RTH session for the TPO profiles....Any ideas on what might be causing the discrepency?


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  #2 (permalink)
 Miesto 
Monte Carlo, Monaco
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ksarin View Post
Hello,

I am comparing TPO Profile in NT versus Tradingview. The values for VAL/VAH/POC differ by a couple of points in NT and TV. Trying to do playback in NT with TPO profiles is a pain, since every time I move the time slider back on the playback control panel, the TPO chart starts the recalculation all over again. And each time it recalculates, it takes at least 3-4 min. I have 90 days worth of data loaded on each chart. I am using a PC with 40G RAM and i7 processor, so that is not an issue. Figured I'll give TPO in TV a try, but now I am noticing a discrepancy between values on each platform. Both are configured with the RTH session for the TPO profiles....Any ideas on what might be causing the discrepency?

Could be the Resolution in NinjaTrader (see Properties under Setup). Can be set to Minute or Tick. Don't know how it's calculated in TV.


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  #3 (permalink)
 tr8er 
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ksarin View Post
Hello,

I am comparing TPO Profile in NT versus Tradingview. The values for VAL/VAH/POC differ by a couple of points in NT and TV. Trying to do playback in NT with TPO profiles is a pain, since every time I move the time slider back on the playback control panel, the TPO chart starts the recalculation all over again. And each time it recalculates, it takes at least 3-4 min. I have 90 days worth of data loaded on each chart. I am using a PC with 40G RAM and i7 processor, so that is not an issue. Figured I'll give TPO in TV a try, but now I am noticing a discrepancy between values on each platform. Both are configured with the RTH session for the TPO profiles....Any ideas on what might be causing the discrepency?

TV has ultra simple data, not sure it that is the problem, with Volume-Profile, TV data is a problem for sure, but with TPO it should work, also watch the VA settings, some use 70% other use 1 StdDev (around 68.3 %)


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  #4 (permalink)
 hedgeplay 
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ksarin View Post
Hello,

I am comparing TPO Profile in NT versus Tradingview. The values for VAL/VAH/POC differ by a couple of points in NT and TV. Trying to do playback in NT with TPO profiles is a pain, since every time I move the time slider back on the playback control panel, the TPO chart starts the recalculation all over again. And each time it recalculates, it takes at least 3-4 min. I have 90 days worth of data loaded on each chart. I am using a PC with 40G RAM and i7 processor, so that is not an issue. Figured I'll give TPO in TV a try, but now I am noticing a discrepancy between values on each platform. Both are configured with the RTH session for the TPO profiles....Any ideas on what might be causing the discrepency?


1) I believe you have better access to more granular data in Ninjatrader ... not that you are always getting exact data from a particular data provider.

2) So.. even NT will give you different results depending on the data provider. Both Continuum and Rithimic are among the best options I have seen.

Hedge


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