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VolumeProfile messed up since roll

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    VolumeProfile messed up since roll

    See the attached picture. Since I rolled the contract yesterday all the profiles come up as only being on the bid side instead of showing bid/ask distribution.
    Attached Files
    Last edited by GrumpyTrader; 12-11-2015, 08:22 AM.

    #2
    Thank you for your report. This issue was addressed in a previous Beta version, so I'm surprised to see it come up again. I am also not able to reproduce on my end this morning with TF 03-16, but it's possible that there is a difference between our two setups. Can you please give me a screenshot of all of your data series properties, so that I can precisely replicate your chart?
    Dave I.NinjaTrader Product Management

    Comment


      #3
      Hi Dave,
      Please see the attached. Also, the most recent 2 days look fine. It is everything before that where it is incorrect.
      Attached Files

      Comment


        #4
        Thank you. I've replicated your setup, but I'm still seeing expected behavior from the VolumeProfile indicator. This one is odd, because as I noted, we had addressed this exact issue in a previous Beta version. Just to double-check -- you are on a Beta 7 install, correct? If so, can you send me your @VolumeProfile indicator so I can double-check that nothing has been updated in the indicator on my end? That is a long shot, but I'm reaching for anything I can think of.
        Dave I.NinjaTrader Product Management

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          #5
          I'm using B7. The only thing is that I received the notice to roll last night if that has anything to do with it. Is there a manual fix for it?
          Attached Files

          Comment


            #6
            That could provide a clue. I've just tested by setting up a TF 12-15 chart, then rolling it over via the Database window, but I see expected results. If you are looking at the chart that was rolled over, does the same thing occur with a fresh chart of the new expiry? If not, then the issue could be resulting from the auto-rollover (or did you manually change expiry on your chart?) If the same does result, then we will likely need to look elsewhere for the cause.

            Edit: It appears there is no difference in the indicator code itself, so that would not be the cause. Thank you for sending that.
            Last edited by NinjaTrader_DaveI; 12-11-2015, 12:12 PM.
            Dave I.NinjaTrader Product Management

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              #7
              One of our support specialists just let me know that he sees this issue from time to time, and resolves it by reloading the historical data on his chart. Have you tried that yet, by chance?
              Dave I.NinjaTrader Product Management

              Comment


                #8
                I tried reloading the data. No luck. Tried new chart. No luck. 12/11 and 12/10 are fine. It is everything before 12/10 that is the problem. Is it a data issue? Everything was fine prior to my using the roll feature.

                Comment


                  #9
                  Thank you. As a last resort, can you please try a completely fresh install of Beta 7, including the Documents/NinjaTrader 8 folder? When you do, can you please save your existing NinjaTrader 8 folders in the Documents and Program Files directories, as well? If a re-install does fix the issue, it would be nice to have the old files on hand to try to dig out what caused the issue to persist.
                  Dave I.NinjaTrader Product Management

                  Comment


                    #10
                    If I reinstall, is there anything I can do from losing all my workspaces, instrument list, etc?

                    Comment


                      #11
                      Yes -- I suggest that you not delete any old folders, but simply rename your NinjaTrader 8 folders in Program Files and Documents. That way, if the new install does not resolve the issue, you can simply plug the old folders back in, and everything should be back to normal. If you find that the new install does resolve the issue, then you can take individual files from your old Documents folder (NS files, templates, custom skins, etc.) and paste them into the corresponding subfolders in the new main folders to get everything back to the way it was. You may be able to copy over your Config file to bring in all of your connections, as well.
                      Dave I.NinjaTrader Product Management

                      Comment


                        #12
                        Hi Dave,
                        Reinstalling fixed it. Anything I can do to avoid this happening again?

                        Comment


                          #13
                          I'm glad to hear it. I think the best thing to do to ensure it doesn't happen again is for me to grab all of your old files, plug them in on my end, and see if I can isolate what was going wrong, so that we can try to possibly identify a case that we has not addressed in our fix.

                          Could you please zip your entire NinjaTrader 8 folders from Program Files and Documents, and send me a link to the zip? I will then test using those files, and post back with any new insights I find.
                          Dave I.NinjaTrader Product Management

                          Comment


                            #14
                            Hi Dave,
                            It is like 20Gb in size. No way I can mail it. Is there a way to eliminate some portion of it?

                            Comment


                              #15
                              What does the size look like if you get rid of historical data in the db folder (folders for Minute, Tick, Day, etc.)?

                              I think that uploading it to somewhere like WeTransfer.com would be a better route than emailing, as well.
                              Dave I.NinjaTrader Product Management

                              Comment

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