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No OnMarketData or OnMarketDepth Updates In Large Box Point & Figure

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    No OnMarketData or OnMarketDepth Updates In Large Box Point & Figure

    Hello NT:


    I have (only just now) discovered that Ninja is not delivering any market data updates to indicators on P&F charts with various box sizes above 4.

    I'm on a live feed, on FESX 06-15. I create a chart with P&F, 150 Tick, Reverse on Highs and Lows. Setting Box Size and Reversal to 4x4 works; 5x4 works; but 6x4 does not work.

    A test case is just this:

    Code:
    		protected override void Initialize() {
    			CalculateOnBarClose = false;
    			Overlay = true;
    			DrawOnPricePanel = true;
    		}
    
    		protected override void OnBarUpdate() {
    			Print("OnBarUpdate() at bar " + CurrentBar);
    		}
    
    		protected override void OnMarketData(MarketDataEventArgs e) {
    			Print("OnMarketData: " + e);
    		}
    
    		protected override void OnMarketDepth(MarketDepthEventArgs e) {
    			Print("OnMarketDepth: " + e);
    		}
    At 6x4, the OnMarketData and OnMarketDepth output stops. Other combinations also produce this result. 5x5 does not work, but 5x4 does.

    Is there some explanation?

    #2
    steevcoco,

    How many days to load do you have?

    How many bars are being loaded in the chart?
    Cal H.NinjaTrader Customer Service

    Comment


      #3
      With 12 prior days, I get a total of only 19 bars.

      I admit some of the stated settings are a little odd; but users are pointing out that they try to create charts with these settings ... and the indicator does not get fed realtime data this way. The OnBarUpdate still ticks for each tick; but no market data or depth updates come in.

      The output with 150 tick P&F, 6 Box, 4 Reverse, Highs and Lows is this (no OnMarketData or OnMarketDepth):

      OnBarUpdate() at bar 0
      OnBarUpdate() at bar 1
      OnBarUpdate() at bar 2
      OnBarUpdate() at bar 3
      OnBarUpdate() at bar 4
      OnBarUpdate() at bar 5
      OnBarUpdate() at bar 6
      OnBarUpdate() at bar 7
      OnBarUpdate() at bar 8
      OnBarUpdate() at bar 9
      OnBarUpdate() at bar 10
      OnBarUpdate() at bar 11
      OnBarUpdate() at bar 12
      OnBarUpdate() at bar 13
      OnBarUpdate() at bar 14
      OnBarUpdate() at bar 15
      OnBarUpdate() at bar 16
      OnBarUpdate() at bar 17
      OnBarUpdate() at bar 18
      OnBarUpdate() at bar 18
      OnBarUpdate() at bar 18
      OnBarUpdate() at bar 18
      OnBarUpdate() at bar 18
      OnBarUpdate() at bar 18
      OnBarUpdate() at bar 18
      OnBarUpdate() at bar 18
      ...

      Comment


        #4
        steevcoco,

        Still not able to reproduce this on my end.

        I tried forcing the stop of it with my Ethernet and when reconnected still worked.

        I would advise that you try restarting NinjaTrader and deleting the cache folder from (My) Documents -> NinjaTrader 7 -> db -> Cache
        Cal H.NinjaTrader Customer Service

        Comment

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