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price outside of the candlestick

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    price outside of the candlestick

    I have multiple situations where the transaction is plotted on the chart out of the candlestick price. Please see attachment.
    How to avoid that ?
    Attached Files

    #2
    Hi db.mobile,

    Are the executions (transactions) prices correct? If you look at the Executions tab of the Control Center, you can verify the execution prices. Do they correlate to what you are seeing plotted on the chart? If yes, then the chart is accurate in that the execute is plotting on the correct value of the y-axis. I suspect the custom chart style you are using "FTA Bars 4" is not taken into account the full price range at that specific period in time where the execution occurred
    ,
    Optionally you can turn off the plotting of the executions which is a property of the Data Series on the chart.
    RayNinjaTrader Customer Service

    Comment


      #3
      yes, the chart plots the execution at the correct value included in the Executions Tab of the Control Center.

      Before posting I questioned the maker of the candlestick, and I was assured that the execution is always within the candlestick bar . If price moves out of the regular bar height a new candlestick is automatically created.

      As you pointed out, the time may play a role. Certainly it is not a NinjaTrader issue.

      thank you for your help !

      Comment


        #4
        .. further on "I suspect the custom chart style you are using "FTA Bars 4" is not taken into account the full price range at that specific period in time where the execution occurred"

        Please see the new attachment .. This chart it is NOT using the FTA Bars.
        The execution price on the chart does match the actual execution price in the "Executions" tab in the Control Center.
        The arrow of the Entry price does match the correct price at that time.
        But then .. why the entry is not within the candlestick?
        Why this disconnect between the chart being plotted and the actual price ?
        This is an issue I keep heaving for many days.
        Attached Files

        Comment


          #5
          Hello db.mobile,

          On Thursday, September 8, 2016, the CME Equities Index Futures rolled from the 09-16 expiry to the 12-16 expiry.

          To ensure that your charts correctly reflect this rollover, you will need to manually configure the pre-defined rollover date in your NinjaTrader database.

          Steps on how to do this in NinjaTrader 8 can be found at this advisory link: http://ninjatrader.com/Advisories/CME-9-16-2016

          Please follow the steps specified in the advisory. Once you have done this, right-click on your chart and select Reload All Historical Data.
          Zachary G.NinjaTrader Customer Service

          Comment


            #6
            The chart included in the attachment was made with the expiry date Dec, 2016.
            It should be clearly visible on the chart.
            I used a new installation of NT8 and I never used the Sep, 2016 expiry date in any of the charts.
            Needless to say .. I followed the steps you indicated , then created a new chart with tick bars, and the plot of the execution is still outside of the actual price candlestick bars.
            Please advise.

            Comment


              #7
              Hello db.mobile,

              I've noticed an extended down bar on your chart, as outlined in the screenshot I have provided.

              The database for NinjaTrader 8 contains the incorrect date for rollover, hence the instructions from my previous post to modify the rollover date.

              May I confirm that you no longer have the extended down bar on your chart after making the changes and reloading historical data?

              Can you please shut down NinjaTrader and delete your cache?

              To delete the cache, follow the steps below.

              Shut down NinjaTrader.
              Open the Documents > NinjaTrader 8 > db folder.
              Delete the sub-folder named 'cache'.
              Restart NinjaTrader and test.

              Are the executions still outside of your bars?

              Did these executions occur while you were connected to the Simulated Data Feed?
              Attached Files
              Last edited by NinjaTrader_ZacharyG; 09-09-2016, 10:56 AM.
              Zachary G.NinjaTrader Customer Service

              Comment


                #8
                I have shut down Ninja Trader 8, and deleted the cache.
                The executions are still outside of the price bars.
                Yes, the executions occurred while I was connected to the Simulated Data Feed.
                Indeed, I do not have the extended down bar on the chart .. please see the new attachment.

                I can tell you I had this happening 2 and 3 weeks ago, on the previous NinjaTrader installations, as well, and at that time I used Sep expiry date and the time was well before the rollover date.
                That is why I have deleted last evening all NinjaTrader files and proceeded to a new installation , also proceeded to a brand new installation on another laptop with the latest downloadable version.
                Same problem.
                Attached Files

                Comment


                  #9
                  I also posted another issue I noticed in the trace file .. I don't know if that issue is related to this one.
                  Please check: http://ninjatrader.com/support/forum...203#post474203
                  No response yet on that posting.

                  Comment


                    #10
                    Hello db.mobile,

                    I wanted to note that the Simulated Data Feed in no way corresponds to the live market.

                    I notice that your execution prices are 2161.75, 2159, and 2157.25, which are prices below the bars of real data.

                    These do not correspond to the chart bars of your real data. This would mean that you submitted these orders on the Simulated Data Feed on prices that were below the actual market.

                    In regards to your other thread, please note that NinjaTrader 8 beta items fall secondary in priority to NinjaTrader 7 inquiries.

                    Per the NinjaTrader 8 beta help guide: Messages will be reviewed by our support and development staff inside of a 48 hour period.

                    We will assist further shortly.
                    Zachary G.NinjaTrader Customer Service

                    Comment


                      #11
                      "This would mean that you submitted these orders on the Simulated Data Feed on prices that were below the actual market.

                      I do NOT use Simulated data feed. I am connected to live data.

                      The orders displayed were market orders.
                      "I notice that your execution prices are 2161.75, 2159, and 2157.25, which are prices below the bars of real data."
                      This IS the issue I am actually writing about: Why a market order is the executed at a price so much out of the actual market price !? Or why the chart displays a candlestick so far out from the actual execution price ?

                      I only use market orders and only 1 in 5..10 is executed so far off. Sometimes there are days in a row without this error I am posting about.

                      Comment


                        #12
                        Hello db.mobile,

                        In your previous post, you have stated that these executions occurred while you were connected to the Simulated Data Feed.

                        Originally posted by db.mobile View Post
                        Yes, the executions occurred while I was connected to the Simulated Data Feed.
                        Disconnecting from the Simulated Data Feed and connecting to a live account after is not going to remove the executions done in the Simulated Data Feed.

                        Please take a look at this short video I have recorded demonstrating this: http://screencast.com/t/8NCxBkvt
                        Zachary G.NinjaTrader Customer Service

                        Comment


                          #13
                          sorry .. my mistake .. I tried to respond that the NinjaTrader was not disconnected between executions. I never connect to Simulated data feed.
                          Please see the new attachment.

                          There is nothing posted at http://screencast.com/t/8NCxBkvt. Also, please see second attachment.
                          Attached Files

                          Comment


                            #14
                            Hello db.mobile,

                            Please ensure that you have Adobe Flash Player installed for Firefox in order to watch the video I have recorded.

                            Please follow the steps below to manually attach your log and trace files to an email to platformsupport [at] ninjatrader [dot] com so I may investigate further. Please ensure to mention both my name and a link to this thread in the body of the email.

                            Open your NinjaTrader 8 folder under Documents.
                            Right click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
                            Send the 2 compressed folders as attachments to your email.
                            Once complete, you can delete these compressed folders.
                            Zachary G.NinjaTrader Customer Service

                            Comment


                              #15
                              Originally posted by db.mobile View Post
                              The chart included in the attachment was made with the expiry date Dec, 2016.
                              It should be clearly visible on the chart.
                              I used a new installation of NT8 and I never used the Sep, 2016 expiry date in any of the charts.
                              Needless to say .. I followed the steps you indicated , then created a new chart with tick bars, and the plot of the execution is still outside of the actual price candlestick bars.
                              Please advise.
                              I can reproduce the problem in your chart when I set my rollover back to the incorrect rollover date that was erroneously preconfigured in our database.

                              Click image for larger version

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                              Since you have already completed those steps indicated, I am currently at a loss for why your charts still show the incorrect data, but I am sure we can get to the bottom of it.

                              An alternative way to temporarily resolve and test this problem:

                              1. Go to Tools-> Options-> Market Data-> Locate the "Global merge policy" and set it to "Do not merge" and press OK.
                              2. Then navigate back to your chart-> right click and select reload all historical data.


                              If that does resolve the problem temporarily, can you please double check you have set the 12-16 contract to September 8th, 2016, per the advisory: http://ninjatrader.com/Advisories/CME-9-16-2016

                              Using the correct rollover date should enable you to go back to using the default Merge back adjusted rollover global merge policy without this side effect. However, you will need to reload your chart after changing these settings for the changes to apply.

                              Please let me know if your executions are still far off the candlesticks after completing the above. If none of this helps, we will need your "database file" in addition to Zach's last email to investigate this further. You can include this by using the Email Support function and selecting "Other files"-> Database file.
                              Last edited by NinjaTrader_Matthew; 09-09-2016, 04:10 PM.
                              MatthewNinjaTrader Product Management

                              Comment

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