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Kinetick YM live ticks report as Historical

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    #1

    Kinetick YM live ticks report as Historical

    Hi,
    I've got the following in my code :

    // debug
    if (Historical)
    {
    Print(Time[0]+" "+Position.MarketPosition+" historical is "+Historical);
    }

    On the ES this acts as you would expect, stopping printing on the final bar and never printing anything during live ticks.
    On the YM, it keeps on printing every live tick (the strategy is CalculateOnBarClose = false).
    This seems wrong. I get no message in the log about YM being delayed data. (I get a message like that for the TF.) Even if my data was delayed, surely the code should receive live ticks as Historical = false.

    sample of output on 1 minute data:

    25/10/2011 7:36:00 PM Short historical is True
    25/10/2011 7:37:00 PM Short historical is True
    25/10/2011 7:38:00 PM Short historical is True
    25/10/2011 7:39:00 PM Short historical is True
    25/10/2011 7:40:00 PM Short historical is True
    25/10/2011 7:41:00 PM Short historical is True
    25/10/2011 7:42:00 PM Short historical is True
    25/10/2011 7:43:00 PM Short historical is True
    25/10/2011 7:44:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:45:00 PM Short historical is True
    25/10/2011 7:46:00 PM Short historical is True
    25/10/2011 7:46:00 PM Short historical is True
    25/10/2011 7:46:00 PM Short historical is True
    25/10/2011 7:46:00 PM Short historical is True
    25/10/2011 7:46:00 PM Short historical is True
    25/10/2011 7:46:00 PM Short historical is True
    25/10/2011 7:46:00 PM Short historical is True
    25/10/2011 7:46:00 PM Short historical is True
    25/10/2011 7:46:00 PM Short historical is True
    25/10/2011 7:46:00 PM Short historical is True
    25/10/2011 7:46:00 PM Short historical is True
    25/10/2011 7:46:00 PM Short historical is True
    25/10/2011 7:46:00 PM Short historical is True
    25/10/2011 7:46:00 PM Short historical is True
    25/10/2011 7:46:00 PM Short historical is True
    25/10/2011 7:46:00 PM Short historical is True
    25/10/2011 7:46:00 PM Short historical is True
    25/10/2011 7:46:00 PM Short historical is True
    25/10/2011 7:46:00 PM Short historical is True
    25/10/2011 7:46:00 PM Short historical is True
    25/10/2011 7:46:00 PM Short historical is True
    25/10/2011 7:46:00 PM Short historical is True
    25/10/2011 7:46:00 PM Short historical is True
    25/10/2011 7:46:00 PM Short historical is True
    25/10/2011 7:46:00 PM Short historical is True
    25/10/2011 7:46:00 PM Short historical is True

    Kinitick data. Ninja 7.0.1000.7

    Cheers,
    saltminer
    Tags: None
    #2
    HI saltminer,

    Thanks for the report. Is this reproducible on your machine? I have no issues with Historical property and YM with Kinetick here, but I'm happy to take a look at your computer and see what may be different about our environments.
    Ryan M.NinjaTrader Customer Service

    Comment

      #3
      Alas,
      today it works correctly.
      In a way that is even more worrying! But I can give you no further data I'm afraid, it is fine now. Yesterday it was definitely off, otherwise I wouldn't have got the printout shown.
      Ah well. If it comes up again I'll drop a new post .
      Thanks,
      saltminer

      Comment

        #4
        Thanks saltminer. I agree that the output does not make sense here. Yes, please keep an eye on it and let us know if you are able to see it again. We will need to get all the factors and try to reproduce here.

        If you could, please send your trace from yesterday file to support 'at' ninjatrader 'dot' com. Include a link to this thread:
        Kinetick YM live ticks report as Historical - NinjaTrader Support Forum
        http://www.ninjatrader.com/support/forum/showthread.php?t=45040
        General NinjaScript development questions.



        You will find the trace file in the Documents > NinjaTrader 7 > Trace folder.
        * The trace file will be named "trace.20111025.txt"
        Ryan M.NinjaTrader Customer Service

        Comment

          #5
          update

          Hi guys,
          I've got this issue again.
          This time it is connection agnostic - doing it on both eSignal and Kinetick realtime. It is also a different instance of NinjaTrader, running in a virtual XP machine.
          It is version 9 of NT7.

          I'm able to print out every live tick :
          Print("Historical = "+Historical);
          and the output is true, true, true, true, true ...

          (EDIT: CalculateOnBarClose makes no difference.)

          I restarted the machine and Ninja, no help.

          It is a strategy.
          I tried YM, ES, continuous or specific contract - all the same.

          Cheers,
          saltminer
          Last edited by saltminer; 03-15-2012, 03:03 AM. Reason: new information

          Comment

            #6
            saltminer, is this a single or multiseries strategy you see this again on now in R9?
            BertrandNinjaTrader Customer Service

            Comment

              #7
              The strategy is capable of being a multi-timeframe strategy however it is not being used that way at the moment.
              Just to be certain I restarted the computer, restarted Ninja and removed the strategy from the chart and put it on again from scratch. New day too.

              Same behaviour I'm afraid.

              3/15/2012 8:15:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:15:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:15:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:15:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:15:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:15:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:15:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:15:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:15:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:15:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:15:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:15:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:15:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:15:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:15:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:15:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:15:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:15:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:15:00 PM backcolor = UpTrend Historical=True

              HOWEVER, I created a new chart identical to the other one and put the strategy on that. {EDIT} This chart started producing a Historical tick once per bar, for about 5 minutes, then started doing it every tick, just like the other chart.

              3/15/2012 8:18:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:19:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:20:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:21:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:22:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:22:00 PM Short Stinger entry
              3/15/2012 8:22:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:22:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:22:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:22:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:22:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:22:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:22:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:22:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:22:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:22:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:22:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:22:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:22:00 PM backcolor = UpTrend Historical=True
              3/15/2012 8:22:00 PM backcolor = UpTrend Historical=True

              This strategy is using a commercial DLL indicator. However, the post that started this thread was not using this indicator so I doubt it is the cause.


              // update some hours later....
              Now it is not misbehaving. I'm sorry, I can't help you with the cause or what is different now to before. It just sometimes doesn't work properly. Let me know if I can provide you with anything, such as the trace file from today.
              Cheers,
              saltminer
              Last edited by saltminer; 03-15-2012, 10:45 PM.

              Comment

                #8
                Hi saltminer, as always thanks for your efforts reporting in and working with us - we do highly appreciate it. I'm familiar with a case where this behavior was seen as BarsRequired was not satisfied for all series, but in your case I doubt that would be the reason as you're saying the script was not running in MultiSeries mode, correct?

                Yes, if you could provide trace / logs and if possible the chart setup used for the script that would hopefully help us looking into it further for you.

                Have a good weekend,
                BertrandNinjaTrader Customer Service

                Comment

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