Filterig Bad Ticks

[astef]

when the following filtering program is used?
@DefaultTickFilter.cs

Q1 is this only used on real time data?
Q2 how to use it on historical data

I have downloaded historical data that has a lot of bad ticks
editing tick by hand is out of the question

how to filter out bad tick automatically
can I modify the program to filter out historical data
where historical data is stored and how to programmatically modify the data

[NinjaTrader_ChelseaB]

Hello astef,

Thank you for your note.

The tick filtering is only applied to real-time data when the option under 'Tools -> Options... -> Data -> Real-time Data -> Filter bad ticks' is enabled.

You could write a script that filters bad ticks with custom criteria and then write this into a file that is in the importable format to import into NinjaTrader.

Then you could remove your current data and import the import file replacing the data with the filtered data.

This would all have to be custom coded however.
Below is a link to a reference sample on importing.

http://www.ninjatrader.com/support/forum/showthread.php?t=3475

And a link to the help guide on the import file name and contents format and import steps.
http://ninjatrader.com/support/helpG.../importing.htm

[astef]

I think that this an application error, or serious inconvenience.
it should also be enabled for historical data, and in particular for tick reply.
tick reply without bad tick filtering does not emulate live feed scenario.

[NinjaTrader_ChelseaB]

Hello astef,

I have created a feature request in your behalf to also apply tick filtering to historical loading as well as to Market Replay playback.

As a suggestion you may try an alternate data source that may possibly not send as many bad ticks.

If you record your data in real time, for either historical or market replay, the tick filtering would also be applied to the saved data.

Tools -> Options... -> Data ->
Save chart data as historical
Record for Market Replay
http://ninjatrader.com/support/helpG...7/data_tab.htm

[NinjaTrader_ChelseaB]

Hello astef,

Your feature request to allow bad tick filtering to apply to historical data and Playback is being tracked with ID# SFT-1006.

We are always striving to improve our product. Please let me know of any other enhancement ideas you may have for NinjaTrader.

[sledge]

If you record your data in real time.
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