Wrong PriceMarker on bigger timeframes

[Tiixo]

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.

[NinjaTrader_AlexC]

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!

[Tiixo]

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.

[NinjaTrader_AlexC]

Hi Tiixo,

Is your PC time clock in sync? What timezone are you in?

[Tiixo]

Timezone is CET and PC Clock is synced

[NinjaTrader_AlexC]

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?

[Tiixo]

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.

[NinjaTrader_AlexC]

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!

[Tiixo]

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?

[NinjaTrader_AlexC]

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.

[Tiixo]

Mail has been sent.

[Tiixo]

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.

[Harry]

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.

[NinjaTrader_PatrickH]

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.

[Harry]

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.