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Different 200D SMA values on platforms


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Different 200D SMA values on platforms

  #1 (permalink)
Dutchinvestor
Manchester NH/USA
 
Posts: 3 since Dec 2013
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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.

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  #3 (permalink)
 
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 trendisyourfriend 
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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.

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  #4 (permalink)
Dutchinvestor
Manchester NH/USA
 
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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.

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  #5 (permalink)
Rory
 
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@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.

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  #6 (permalink)
Dutchinvestor
Manchester NH/USA
 
Posts: 3 since Dec 2013
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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.

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Last Updated on March 4, 2017


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