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Filterig Bad Ticks

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  • sledge
    replied
    Originally posted by momoko1234
    If you record your data in real time.
    เล่นสล็อตบน android
    Another spammer...

    DIdn't see in original post, but when replying it's 100% obvious...

    Leave a comment:


  • NinjaTrader_ChelseaB
    replied
    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.

    Leave a comment:


  • NinjaTrader_ChelseaB
    replied
    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

    Leave a comment:


  • astef
    replied
    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.

    Leave a comment:


  • NinjaTrader_ChelseaB
    replied
    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/f...ead.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

    Leave a comment:


  • astef
    started a topic Filterig Bad Ticks

    Filterig Bad Ticks

    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

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