VolumeProfile messed up since roll

[joromero]

Similar issue with a Cumulative Delta indicator

I am charting ES 3-16 with CQG and see a similar issue with a Cumulative Delta Indicator. I do not see an issue with the Volume Profile indicator. My issue also showed up today, even though I charted ES 3-16 yesterday and it was fine. Mid-afternoon, I switched back to ES 12-15. still all good. Then this morning, I changed to ES 3-16 and whammo. I have tried deleting all of my data for ES 3-16 - both Historical and Replay. The problem still persists. In my scenario, it appears the only data be accumulated is the down trades.

I have not attempted a reinstall, and will wait to hear from you if having my setup would assist in problem determination. We could use team viewer for your tech staff to look at my system, or to do a file transfer. I am East coast, and will be heading to dinner soon with the family. I will be back approx 8:30 - 9:00. I can also be available tomorrow if you would like.

John

[GrumpyTrader]

Hi Dave,
I stepped through the debugger to figure out what was going on. The problem is the Ask price seems to be un-adjusted for the roll offset.

[NinjaTrader_DaveI]

joromero, can you please share your bar delta indicator with me, so that I can test it on my end? Your indicator may reveal something behind the scenes that is affecting Grumpy, as well.

To recap where we left off last week -- this is an issue that we have resolved on our end for Beta 7, and I have not been able to reproduce it since then, so we need to find a way to reproduce this consistently on my end before I can re-open the issue with our development team.

[joromero]

Dave,

The indicator is not mine, so I have requested permission to send to you. I also have not reinstalled NT, as Grumpy did, so if you need / want to TeamViewer into my system let me know. I still see the issue on the rollover date. Data in bars since then are OK. Also, if it is a clue, in my data files, I have replay data for the 'good' current bars and only historical for the prior bars.

John

[NinjaTrader_DaveI]

Thank you. If you cannot obtain permission, that is understandable, but if so, that would be ideal. I was really hoping to get my eyes on the code itself to solve the mystery of why your VolumeProfile looks good while the BarDelta does not, because I would expect that an issue on one would necessarily show an issue on the other.

I have another idea of what may have solved the issue in Grumpy's case. Could you please try to simply delete (or move) the actual historical data from the appropriate subfolders in your Documents\NinjaTrader 8\db directory (Minute, Tick, Day, Cache), then reload the historical data in NinjaTrader 8 and see what happens? I'm wondering if there is something inherent in the data itself that was causing the issue.

[joromero]

Dave - I have sent you a private msg to your ID

John

[GrumpyTrader]

Hi Dave,
I tried what you suggested and I still have the same problem. Additionally, the same problem exists on my laptop after rolling to the new contract.

[NinjaTrader_DaveI]

I'm happy to report that I was finally able to reproduce this issue today, and I've reported it to our team with tracking ID # NTEIGHT-9235. I will post back here with any updates.

[NinjaTrader_DaveI]

I'm happy to report that we've resolved this issue today in our internal build, and you should see the fix applied in Beta 9 (it will not make it into the upcoming Beta 8).

[GrumpyTrader]

Thanks Dave !!