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Old 07-24-2010, 10:41 AM   #1
mrlogik
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Default Adding Bid / Ask tick data to an indicator

NT,

I may have stumbled upon a bug when trying to add a Tick period to an indicator. I add these data series as such

Code:
protected override void Initialize()
{
Add(Instrument.FullName, PeriodType.Tick, 1, MarketDataType.Bid);		
Add(Instrument.FullName, PeriodType.Tick, 1, MarketDataType.Ask);		
}
I collected bid / ask tick data in real-time, and have NT saving this data to its database via the "save chart data as historical" option. I have collected 1 day of bid and ask tick data.

When applying the indicator to a 1M LAST EURJPY chart with 1 day loaded it loads fine. I set this 1 day via the "Data Series" window, with

Load data base on --> day
Days to load --> 1

If I increase the number of days load to 2 days (and I only have 1 days worth of bid / ask tick data in my database), my NT locks with the chart "updating." I set this 2 day via the "Data Series" window, with

Load data base on --> day
Days to load --> 2

Now, whats interesting is that if I change the method in which I am loading data over to:

Load data based on --> Bars
Bars to load = 2880 = 24 * 60 * 2 (2 days worth of 1M bar data)

This leads me to believe there is a bug when Loading data based on day over bars. I believe there may also be an overlay issue where the tick data is not aligned to its appropriate bar depending on how much data is loaded, but this I have to verify.

Can you please try to reproduce and verify.

Indicator attached. I am running NT7B19, Win7 64-bit, MBTrading data feed.

Thanks
Attached Files
File Type: zip BidAskTickTest.zip (1.7 KB, 20 views)
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Old 07-24-2010, 02:28 PM   #2
NinjaTrader_Ray
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Default

I will have someone follow up on this post early next week. Thanks for your patience.
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Old 07-27-2010, 10:49 AM   #3
NinjaTrader_Josh
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mrlogik,

I tried on my end, but did not experience any issues with the data I had available on my end here. It may seem that NT is locked as it is populating in the series for a little bit, but after it completes the task it is doing the chart comes back again. Perhaps it is still working on your end? Can you bring up your Windows Task Manager and see if the CPU is still crunching away?

If you can still reproduce perhaps it would be easier if we all worked off the exact same data. Can you please send me your bid, ask, and last data in use for this instrument? Can you then provide me with exact Data Series dialogue properties used? I will need to know session template and PC clock timezone as well. Thank you.
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Old 07-27-2010, 12:32 PM   #4
mrlogik
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Hi Josh,

I will try this again to see if I can figure anything else out. I do remember I let NT run for about 20 minutes b/c I know it takes a bit of time when loading tick data. I'll get back to you with more information.

if the problem persists, can you please provide me with an email addess that I can send the data to?

Thanks
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Old 07-27-2010, 01:40 PM   #5
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Hi mrlogik,

You can send an email to "support at ninjatrader dot com" and reference this post:
http://www.ninjatrader.com/support/f...ad.php?t=31751

and this ticket number #346714
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