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Range Bar Charts Not Filtering Out Bad Ticks

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    Range Bar Charts Not Filtering Out Bad Ticks

    Range Bar Charts are drawn incorrectly - Not Filtering Out Bad Ticks

    Ninja 7 and Ninja 8 are affected

    the setting in Options, Data allows to filter out Bad Tick Data
    That allows to draw 1 min charts correctly but does not work
    on Range Bar charts

    in fact 1 bad tick will cause multiple range bar charts to be created
    unfortunately that affects both charts drawing and strategy testing

    sample - FDAX 11 Nov at 19:36:22 GMT+10
    esiganl data feed sends 1 tick at 1890 clearly outside of 0.1% of market values
    unfortunately dax and footse have a lot of 1 tick bad tick data
    - esiganl corrected their charts and draws it now correctly omitting bad ticks,but ninja has a problem

    Range Bar 10 creates multiple range bars incorrectly.
    This one tick should be filtered out completely from range bar charts so no extra empty bars should be created

    note attached image - showing tick chart - only one bad tick,
    1 min charts - data correctly filtered out
    10 points range charts - completely wrong, multiple additional bars at levels where market never traded, which should never be drawn

    Questions:
    Q1 - how soon that issue can be fixed?
    Q2 - can I remove bad tick programmatically from within
    OnBarUpdate() - how?; Where the data is stored? Rather the going to the downloader tool - how to delete that tick from within the method? Will my range bars be then redrowed?

    Q3
    which database is used to store the data? how to modify data using C# - I wan to write a program which will go trough my historical repository to correct the data and to remove bad ticks

    Attached Files
    Last edited by astef; 11-12-2015, 04:07 AM.

    #2
    Hello,

    Thank you for your post.

    Within NinjaTrader the option to Filter bad ticks will only apply to real time data and will not be applied to historical data.

    Can you please right click within your chart and select "Reload All Historical Data" and let me know if you continue to see the bad tick displayed. If so this indicates the bad tick is stored on the eSignal servers and would suggest reporting this to eSignal directly.

    You may remove the bad tick within the Historical Data window. I have provided links below to our Help Guides that goes over editing data:

    http://ninjatrader.com/support/helpG...t7/editing.htm
    http://ninjatrader.com/support/helpG...us/editing.htm

    Unfortunately I am not currently aware of a way to programmatically access the data file and remove bad ticks from the database with C#.
    Christopher J.NinjaTrader Customer Service

    Comment


      #3
      I think that this an inconvenience.
      it should also be enabled for historical data, and in particular for tick reply.

      Comment


        #4
        Originally posted by astef View Post
        I think that this an inconvenience.
        it should also be enabled for historical data, and in particular for tick reply.
        Thanks for your feedback. I understand it is more work for the end user to remove these, however any methods for removing ticks we'd apply to historical data puts us at a risk of dropping valid ticks. We will leave it up to the discretion of the user to edit out what they may determine to be "bad" ticks.

        In my experience if you're using a data provider + instrument combo which is consistently saving bad ticks, bringing this to the attention of the data provider usually results in them fixing these ticks from the server and applying fixes to prevent bad ticks from being stored on their end moving forward.
        MatthewNinjaTrader Product Management

        Comment

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