Neither chart or strategy

[NinjaTrader_RJ]

So if I understand it right, there is no way to make the NT chart identical to the one of TWS, right?

Regards,

Sepp

What type of chart are you using? (5 min, 100 tick, etc.)

Also, how many seconds is it off? I want to test this on my end.

[MasterSepp]

Actually, I'm using a 5 Min chart for both TWS and NT. NT opens about 5 secs earlier than TWS a new bar. Hope, you'll find a solution...

Regards,

Sepp

[MasterSepp]

Addition: TWS also seems to be quite inconstant. Although the difference between the different opening times is about 5 secs, the TWS opened the new bar no on 30:05, where NT opened the bar 30:00 on time. Also there are some delays in the TWS chart, where the chart waits with dropping, although the price has dropped already (for example). But for that, I'll have to consultate IB I think. I really hope, you'll get the same result as I.

Regards,

Sepp

[NinjaTrader_RJ]

Actually, I'm using a 5 Min chart for both TWS and NT. NT opens about 5 secs earlier than TWS a new bar. Hope, you'll find a solution...

Regards,

Sepp

NinjaTrader uses your PC clock for the chart time.

Can you try syncing this:

1. Shut Down NinjaTrader
2. You can sync your PC clock by double clicking on the clock in the lower right corner of your desktop. Once you have done that, click on Internet Time tab and then click Update. Your PC clock should now be updated.

[MasterSepp]

Thank you very much for your hint! With which website should I sync? interactivebrokers.com?
I've found some incredible: actually, the NT bar opens earlier as seen before. The TWS bar opens about 5 seconds after its own time! Additionally, it doesn't display the price accurately. For example, I've observed the "Last" price in the TWS. As soon as a new bar opens in the TWS chart, the price was 9234 (for example). Anyway, the TWS bar showed that there was already a price of 9233 in this timeframe, but this wasn't the case! I'm wondering, how this can happen. Is this the same on yours? Anyway, I'll send an email tomorrow to the guys of the IB support. I hope, they know the answer....

Regards,

Sepp

[NinjaTrader_RJ]

Thank you very much for your hint! With which website should I sync? interactivebrokers.com?
I've found some incredible: actually, the NT bar opens earlier as seen before. The TWS bar opens about 5 seconds after its own time! Additionally, it doesn't display the price accurately. For example, I've observed the "Last" price in the TWS. As soon as a new bar opens in the TWS chart, the price was 9234 (for example). Anyway, the TWS bar showed that there was already a price of 9233 in this timeframe, but this wasn't the case! I'm wondering, how this can happen. Is this the same on yours? Anyway, I'll send an email tomorrow to the guys of the IB support. I hope, they know the answer....

Regards,

Sepp

Unfortunately I cannot comment on the TWS issue. Hopefully their support will be able to tell you how to sync the TWS clock.

[MasterSepp]

Ahh, no I meant my computer clock. With which website I should sync my PC clock.

Sepp

[NinjaTrader_RJ]

Ahh, no I meant my computer clock. With which website I should sync my PC clock.

Sepp

Haven't tested them all, however any of the .gov sites should update your clock correctly.

[MasterSepp]

I tried now to configure it manually, works more or less...

But another question: In IB's TWS I can display a 1min,2min,... chart and a "line" chart, it's equal to the Tick chart. Nevertheless, I can't get a 5 seconds chart on NinjaTrader, although it's said, that the Second chart is built up with the tick chart, which is obviously available. What am I doing wrong?

Regards,

Sepp

[NinjaTrader_RJ]

I tried now to configure it manually, works more or less...

But another question: In IB's TWS I can display a 1min,2min,... chart and a "line" chart, it's equal to the Tick chart. Nevertheless, I can't get a 5 seconds chart on NinjaTrader, although it's said, that the Second chart is built up with the tick chart, which is obviously available. What am I doing wrong?

Regards,

Sepp

You are correct that a second chart is built using tick data. Unfortunately NinjaTrader does not support IB's tick data as shown in the link below:

http://www.ninjatrader-support.com/HelpGuideV6/HistoricalData.html

[MasterSepp]

So if I'm understanding correctly, there is no way to receive data of charts with time periods less than 1 minutes as long as IB is your broker?

[NinjaTrader_RJ]

So if I'm understanding correctly, there is no way to receive data of charts with time periods less than 1 minutes as long as IB is your broker?

Correct. Minute is the smallest time period available through the IB connection with NinjaTrader.

[MasterSepp]

Would there be the possibility to receive the tick data (and therefore the second data) from, let's say, IQFeed and still trade over IB? Because I don't want to have to change the whole broker, just because there is no second chart. In this case, I think BarChart would be the best, because I need just the tick data from the second broker.

EDIT: found the answer. Do you know by the way, which broker would be the cheapest to receive data (for now just the Mini Dow (Symbole: YM)).

Regards,

Sepp

[NinjaTrader_RJ]

Would there be the possibility to receive the tick data (and therefore the second data) from, let's say, IQFeed and still trade over IB? Because I don't want to have to change the whole broker, just because there is no second chart. In this case, I think BarChart would be the best, because I need just the tick data from the second broker.

Regards,

Sepp

Yes, you can do this by disabling the historical data from IB from within the connection wizard.

Tools --> Account Connections --> (Your IB connection) --> Next --> Choose to disable your historical data --> Next --> Next --> Finish.

NinjaTrader will use your live IB data and IQ Feed's historical data for your charts.

More information on using multiple connections here: http://www.ninjatrader-support.com/H...nections1.html

[MasterSepp]

Ok thanks. So, if I'm then backtesting with 5 second charts, the data from IQFeed will be used and when I'm trading live with 5 second charts, the data from IB will be used? But then it should already be possible to test the strategy live with NinjaTrader using the live data from IB, shouldn't it?

Sepp