• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Wrong PriceMarker on bigger timeframes

Collapse
X
  • Filter
  • Time
  • Show
Clear All
new posts

    Wrong PriceMarker on bigger timeframes

    Hello,

    on my bigger timeframe charts i notice that the price markers are sometimes not pointing at the close of the last bar. (See attached images)

    This is only visible on the weekends or when NOT connected to a data provider. As soon as a realtime tick arrives the price marker is showing the close of the last bar correctly.

    The price marker almost always points at the price range associated with a rollover day. So i think the price marker is displaying the last close of the first contract that is displayed on the chart (using merge back adjusted) instead of the close of the current contract.
    Attached Files

    #2
    Hi Tiixo,

    I seem to be unable to reproduce what you mentioned, after downloading some historical data and restarting NT and not connecting to a data provider, then opening a chart for the same contract that I downloaded historical data for, it's showing the correct close of the last bar. Can you provide me with a set of specific steps on how to make this consistently happen?

    Thanks!
    Alex C.NinjaTrader Customer Service

    Comment


      #3
      I tested it right now again.

      Started NT8 (first start of the day)
      Opened Workspace --> PriceMarker wrong
      Connected to CQG --> PriceMarker right
      Closed Workspace
      Closed NT8
      Started NT8
      Opened Workspace --> PriceMarker right
      Connected to CQG --> PriceMarker right


      So it seems to make a difference if there is already data downloaded for today.

      Comment


        #4
        Hi Tiixo,

        Is your PC time clock in sync? What timezone are you in?
        Alex C.NinjaTrader Customer Service

        Comment


          #5
          Timezone is CET and PC Clock is synced

          Comment


            #6
            Hi Tiixo,

            You mentioned it happens on your workspace. Does it happen on a blank chart that is not a part of your normal workspace?
            Alex C.NinjaTrader Customer Service

            Comment


              #7
              This problem already happened in earlier betas.
              So to be completely sure i made a clean install of beta 8 and the charts linked in the first post are literally the first chart i opened in NT8 after a clean install.

              Comment


                #8
                Hi Tiixo,

                I am unable to replicate what you describe under any circumstances. Can you zip up your (My) Documents\NinjaTrader 8\workspaces folder, your (My) Documents\NinjaTrader 8\db folder, and your (My) Documents\NinjaTrader 8\traces folder and send them to platformsupport [AT] ninjatrader [DOT] com so I have something to include with a bug report? Please include a link to this thread and 'ATTN: Alex' in the body of your message so it makes it to the right person.

                Thanks!
                Alex C.NinjaTrader Customer Service

                Comment


                  #9
                  The /db folder is currently around 1gb in size. I don't think mailing such a big file is a good idea.
                  With my current connection it will take hours to upload.
                  How should i go about that? Or can the /db folder be excluded?

                  Comment


                    #10
                    Hi Tiixo,

                    You can exclude that one for now, I may ask for it later if needed, but for the moment I can do without it.
                    Alex C.NinjaTrader Customer Service

                    Comment


                      #11
                      Mail has been sent.

                      Comment


                        #12
                        I found something to narrow it down.
                        If i DISABLE BreakAtEOD then the price marker shows the correct price.
                        If i ENABLE BreakAtEOD then the price marker shows the wrong price.

                        Comment


                          #13
                          NT - B11: Price marker showing false close - bug confirmed

                          I am writing this to confirm the bug that was identified below.


                          On a newly created merged back adjusted or merged non back adjusted chart, the price marker for the close is completely off.

                          In the example below (chart attached) the price marker shows the close for June 8,which was the day prior to rollover day!


                          The problem only occurs when using

                          - merged back adjusted or merged non back adjusted charts with futures contracts
                          - when the setting Break At EOD is selected (default setting).

                          The price marker is correctly displayed

                          - on merged back adjusted charts with the setting Break At EOD unselected
                          - on single month contract charts with the setting Break At EOD selected (default setting)

                          There seems to be another problem as the chart remains entirely empty (nothing displayed) when unselecting Break At EOD on a single month contract chart.
                          Attached Files
                          Last edited by Harry; 07-03-2016, 12:39 PM.

                          Comment


                            #14
                            Hello Harry,

                            Thank you for your post.

                            In your case this was after the close and prior to open as well, correct?

                            For your Single Month contract, are you referring to using DoNotMerge as the Merge Policy? If not, can you provide an example?

                            I look forward to your response.
                            Patrick H.NinjaTrader Customer Service

                            Comment


                              #15
                              Originally posted by NinjaTrader_PatrickH View Post
                              Hello Harry,

                              Thank you for your post.

                              In your case this was after the close and prior to open as well, correct?

                              For your Single Month contract, are you referring to using DoNotMerge as the Merge Policy? If not, can you provide an example?

                              I look forward to your response.
                              When talking about a single month contract, I am referring to the option "Do Not Merge", as this would result in displaying a single month contract.

                              I am opening a new chart with default settings

                              -> tools -> options -> market data -> global mergy policy = Merge back adjusted
                              -> BreaktAtEOD selected

                              and the result is a virgin chart with a false price marker.

                              New information: This happens when not connected to a datafeed. As soon as I connect to a datafeed the price marker shows the last price as expected.

                              Confirmed information: The problem only occurs with futures in mode MergeBackAdjusted or MergeNonAdjusted.
                              Attached Files

                              Comment

                              Latest Posts

                              Collapse

                              Topics Statistics Last Post
                              Started by sergey_z, Today, 02:34 AM
                              3 responses
                              11 views
                              0 likes
                              Last Post NinjaTrader_PaulH  
                              Started by frankduc, Today, 05:24 AM
                              1 response
                              7 views
                              0 likes
                              Last Post NinjaTrader_PaulH  
                              Started by shmarola, Today, 01:01 AM
                              0 responses
                              4 views
                              0 likes
                              Last Post shmarola  
                              Started by CriticalMind, 11-29-2015, 12:39 PM
                              3 responses
                              1,323 views
                              0 likes
                              Last Post NinjaTrader_ChelseaB  
                              Started by novel168, 06-14-2019, 09:20 PM
                              2 responses
                              10 views
                              0 likes
                              Last Post novel168  
                              Working...
                              X