Error on loading data dialog not showing

[heech]

Hi,

When I run my strategy, it looks like it's popping up a dialog box complaining about data being incorrect... but the box disappears immediately (before I click 'okay'), so I'm not sure exactly what symbol it's complaining about, or what the error is.

I assume the root cause is that the custom symbols I setup on my previous 6.5 aren't in 7 yet, so it makes sense it can't find it. But I can't see the pop-up (like I could in 6.5), so I'm not sure what symbol to fix.

[NinjaTrader_Ray]

Originally Posted by heech

Hi,

When I run my strategy, it looks like it's popping up a dialog box complaining about data being incorrect... but the box disappears immediately (before I click 'okay'), so I'm not sure exactly what symbol it's complaining about, or what the error is.

I assume the root cause is that the custom symbols I setup on my previous 6.5 aren't in 7 yet, so it makes sense it can't find it. But I can't see the pop-up (like I could in 6.5), so I'm not sure what symbol to fix.

By chance is there any information inthe log that would point to this data that can't be found?

[heech]

Originally Posted by NinjaTrader_Ray

By chance is there any information inthe log that would point to this data that can't be found?

Nope, log isn't showing anything.

Note: this isn't because instruments aren't in the manager at all... if that were the case, I'd get error messages that I can't Add() the symbol. (Which is indeed what I got first...)

I think the problem is when the symbols in the mapping were wrong...

[NinjaTrader_Dierk]

Hmm ...
- if it would be the non-modal dialog which you are familiar with from NT6.5 then there would an equivalent to the message in the logs
- if it would be a modal dialog then NT would halt anyway
- I'm not aware of any non-modal other which could be involved

Could you try to find exact text message so I could scan our source code? Thanks

[heech]

Originally Posted by NinjaTrader_Dierk

Hmm ...
- if it would be the non-modal dialog which you are familiar with from NT6.5 then there would an equivalent to the message in the logs
- if it would be a modal dialog then NT would halt anyway
- I'm not aware of any non-modal other which could be involved

Could you try to find exact text message so I could scan our source code? Thanks

Things are different today, after a restart. The dialog messages are staying up, and the log is also showing messages. I didn't do anything except the restart.

The error message is:
"Error on loading chart data for 'CC 09-09 Nybot': E,!NO_DATA!"

Similar error messages show up for the rest of the symbols as well.

Actually, what's odd is that my strategy shouldn't actually be calling Add() "CC 09-09". It should be "CC 12-09". I'll dig deeper into that mystery.

[heech]

Originally Posted by heech

Actually, what's odd is that my strategy shouldn't actually be calling Add() "CC 09-09". It should be "CC 12-09". I'll dig deeper into that mystery.

Oh, I think I see what's going on here. Background: I select the symbols I'm loading, based on a parameter set on the strategy. (It basically tells my strategy which file to look at for the symbols/positions being traded.)

1. when I first select "New Strategy" from the strategy tab: the strategy object is created, and a call is made into "Initialize()". At this point, the parameter is just set to the default constant... and I Add() symbols based on that default constant.

2. and then I modify the parameter inside the strategy tab, and okay. When I click "enable", I can tell Initialize() is called again... this time the parameters have been set correctly, and I Add() proper symbols again.

In Ninja 6.5, between step 1 and step 2, the previously added symbols are wiped out. I only end up with the symbols based on the parameters I now set.

In Ninja 7, it looks like I end up retaining all of the symbols... including those Add'ed() in the original, default Initialize() call. I don't believe that's the correct/desirable behavior...?

[heech]

You know, I take it back... I'm not sure that's what's happening. I don't see any output messages indicating that I'm adding "CC 09-09" at any point whatsoever. I can't figure out why Ninja would be trying to load it (along with other now expired futures) when I enable my strategy.

EDIT: I have a Print() right in front of the only call to Add() in my code. I'm positive I'm never adding CC 09-09, HE 10-09, or CT 10-09. These were all symbols I traded earlier in a previous month though...

[NinjaTrader_Dierk]

Let's not get confused and let's leave the fact that a strategy is involved aside for now.

The thing is NT7 has some "under the hood" contract merging where potentially old expiries are merged to new ones based on the merge settings (Tools->Options->Data). If you would set to DontMerge then old expiries would not be touched.

Also: Tools->Instrument manager->Edit instrument->Misc tab->Rollover would have defined the valid expiries (CC 09-09) is in there.

So, I suggest just loading a simple chart with the series in question and the lookback period which you have on your strategy. You will experience the ": E,!NO_DATA" error for the CC 09-09 which is a NT bug since NT just return a blank series. This bug will be fixed with next update. Thanks for reporting.

[heech]

Dierk,

Thanks for the explanation. I'll play with it as you suggest.

By the way, just noticed the Options->Data has "Optimized CPU performance". Can you talk about what that means, and/or where that's discussed?

[heech]

Originally Posted by NinjaTrader_Dierk

So, I suggest just loading a simple chart with the series in question and the lookback period which you have on your strategy. You will experience the ": E,!NO_DATA" error for the CC 09-09 which is a NT bug since NT just return a blank series. This bug will be fixed with next update. Thanks for reporting.

CC 09-09 is no longer being loaded, and there is no error message.

I'm doing something similar for HE 10-09, but it's still not working however. I'm getting the ": E,!NO_DATA" error. If I load the chart for the past 60 days, and do a reload historical data while connected to Iqfeed, I still get the same error.

I've already disabled the "merge" option globally... didn't make any modifications to individual instruments.

[NinjaTrader_Ray]

Originally Posted by heech

Dierk,

By the way, just noticed the Options->Data has "Optimized CPU performance". Can you talk about what that means, and/or where that's discussed?

http://www.ninjatrader-support2.com/...PU+performance

[NinjaTrader_Dierk]

>> I'm getting the ": E,!NO_DATA" error.
Please see my post #8: This is a bug which will be fixed with next update.

[heech]

Originally Posted by NinjaTrader_Dierk

>> I'm getting the ": E,!NO_DATA" error.
Please see my post #8: This is a bug which will be fixed with next update.

Dierk,

I wasn't clear how that applied to HE 10-09, but I think I now understand. You're saying that if an instrument has already terminated (like HE 10-09 or CC 09-09) and therefore no data is available for the lookback period, NT 7 now errors out, rather simply ignoring it. And the next update fix this.

Correct?

[NinjaTrader_Dierk]

Your understanding is correct