Issue with Prices

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Issue with Prices

Postby gergster » Wed May 17, 2017 10:05 am

Issue with Prices

I've been using the standalone code (GetPriceHistory) and TradingStation LUA.

I don't know if I've been doing something wrong but I noticed there are sometimes difference in price (Open/Close/High/Low) between TradingStation and the GetPriceHistory/LUA. I've made sure that I'm also looking at the correct time (I'm aware the standalone works on UTC and TradingStation is system time). The problem is not just with historical data, as an indicator I use as a signal also reports mismatches (compare reported value with information I find in TradingStation). The value difference can be around +/- 0.4 (approx).

I'm using the SAR indicator in my signal

The instrument I'm looking at is XAU/USD, time frame noticed on are m1, m15, m30 (not tested others timeframes).

Any ideas where I'm going wrong with this?

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Re: Issue with Prices

Postby Cactus » Fri May 19, 2017 9:23 am

Could you provide an exact example of when this happens so that I can confirm with the data? (date and time, OHLC) ? I use this same program to get data for analysis

So you are using indicator runner script in (C:\Gehtsoft\IndicoreSDK3\samples\indicatorRunner) and the values output from it differ from the same indicator applied on charts too?
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