The unpredictable behavior of a function LastPlayback

[NinjaTrader_ChelseaB]

Hello vladko,

I have received a tracking ID for this behavior.

For future reference, this item where bars building from data received from API -> LastPlayback is building inconsistenly is being tracked with ID #NTEIGHT-11580.

Please wait for a future version of NinjaTrader 8 to be released before checking the release notes for this item.

http://ninjatrader.com/support/helpGuides/nt8/en-us/release_notes.htm

[NinjaTrader_ChelseaB]

Hello vladko,

There has been no update from development at this time.

We appreciate your patience.

[vladko]

NinjaTrader_ChelseaB
Any news?

[vladko]

Ok, will wait.

Hello vladko,
I'm wondering if this is related to the limitation with timestamps and second granularity that was improved to millisecond granularity in NinjaTrader 8.

With NT8 same thing

[NinjaTrader_ChelseaB]

Hello vladko,

Thanks for your note.

I was able to reproduce the behavior.

https://www.screencast.com/t/FwdHTzxtHyj

The issue appears to be how NinjaTrader is generating the time based bars and not with the LastPlayback function directly.

Using a 50 Tick chart, the bars are always exactly the same.

I'm wondering if this is related to the limitation with timestamps and second granularity that was improved to millisecond granularity in NinjaTrader 8.

http://ninjatrader.com/support/helpGuides/nt8/en-us/?multi-time_frame__instruments.htm#WorkingWithMultiTimeFrameObjects

I'm asking our development about this and I will post once I have more information.

[vladko]

NinjaTrader_ChelseaB
What you think?

[vladko]

See the video

https://yadi.sk/d/QqZRJFpp3GsgN3

[vladko]

Of course it work's good with

DateTime.Now.ToString("yyyyMMddHHmmss")

try my code:

DateTime dt = new DateTime(2017, 4, 11, 9, 0, 0);
            for (int i = 0; i < 300; i++)
               ncl.LastPlayback("$EURUSD", 10 + i * 0.0001, 1,dt.AddSeconds(i).ToString("yyyyMMddHHmmss"));

And you will see that each time you run this code the volume of each of the 5 bars will be different

[NinjaTrader_ChelseaB]

Hello vladko,

I've taken some time to create an external test script and test the LastPlayback method from the API interface.

I was not able to reproduce any issues and this does appear to be working as expected.

Below is a link to a video of the test.

https://www.screencast.com/t/iYSXTTSdG8

Please let me know if I have performed this test correctly.

[vladko]

Any help?
Thank you.

[vladko]

Hello vladko,

Are you writing a NinjaScript or are you attempting to call data through the NinjaTrader API from your own external program?

External program

[NinjaTrader_ChelseaB]

Hello vladko,

Are you writing a NinjaScript or are you attempting to call data through the NinjaTrader API from your own external program?

[vladko]

Hello vladko,

ncl.LastPlayback is not a documented NinjaTrader method.

Is this a method that was written by you?

Are you attempting to read values from a text file?

http://www.ninjatrader.com/support/forum/showthread.php?t=3476

Are you trying to print the open, high, low, and close?
Try:

Print(string.Format("{0} | Open: {1}, High: {2}, Low: {3}, Close: {4}", Time[0], Open[0], High[0], Low[0], Close[0]));

It's yours method.

Quote from Help:

int LastPlayback(string instrument, double price, int size, string timestamp)

Sets the last price and size for the specified instrument for use when synchronizing NinjaTrader playback with an external application playback. A return value of 0 indicates success and -1 indicates an error. The timestamp parameter format is "yyyyMMddhhmmss".

[NinjaTrader_ChelseaB]

Hello vladko,

ncl.LastPlayback is not a documented NinjaTrader method.

Is this a method that was written by you?

Are you attempting to read values from a text file?

http://www.ninjatrader.com/support/forum/showthread.php?t=3476

Are you trying to print the open, high, low, and close?
Try:

Print(string.Format("{0} | Open: {1}, High: {2}, Low: {3}, Close: {4}", Time[0], Open[0], High[0], Low[0], Close[0]));

[vladko]

foreach (string ss in tmp)
{

                        string[] spl = ss.Split(';');
                        if (ss.Length > 20)
                        {
                            double o = Convert.ToDouble(spl[1].Replace('.', ','));
                            double h = Convert.ToDouble(spl[2].Replace('.', ','));
                            double l = Convert.ToDouble(spl[3].Replace('.', ','));
                            double c = Convert.ToDouble(spl[4].Replace('.', ','));
                            ncl.LastPlayback("$EURUSD", o, 1, Convert.ToDateTime(spl[spl.Length - 2]).ToString("yyyyMMddHHmmss"));
                            ncl.LastPlayback("$EURUSD", h, 1, Convert.ToDateTime(spl[spl.Length - 2]).ToString("yyyyMMddHHmmss"));
                            ncl.LastPlayback("$EURUSD", l, 1, Convert.ToDateTime(spl[spl.Length - 2]).ToString("yyyyMMddHHmmss"));
                            ncl.LastPlayback("$EURUSD", c, 1, Convert.ToDateTime(spl[spl.Length - 2]).ToString("yyyyMMddHHmmss"));
}

Each time this code is executed in different ways.
All the candles should be with volume 4 but some of them (randomly) have a volume 3,5,8
Data candles fit on top of each other