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multiple day charts don't work

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    multiple day charts don't work

    Hi, can someone please help me with a problem with multiple day charts-that is, using daily data but in 2 day, 3 day intervals (from Format Data series).

    If I plot a 2 day chart of a US stock I would expect to see 2 days worth of data in each bar. (I assume that ninjaTrader gives the date of the close of that 2 days, not the beginning?).Unfortunately, the charts are not consistent.

    When I call up a chart symbol like AAP it says the last bar is 09/09/09 (US format)-fair enough, that should include data from the 8th and 9th of September I would think.(This email and the pic were posted before the market open of the 9th sept)

    The previous bars are 5th/3rd/1st Sept, 28th/26th/24th August etc. Its worth noting that the 5th Sept is a Saturday and will not have any data of course so is spurious. The same happens on the 8th August bar which is also a Saturday. I can make bars appear on Saurdays or Sundays by varying the interval frequency eg 2 day charts, 3day, 5day.....

    By the way, I have set the parameter "exclude weekends" to true so I don't know where this is coming from.

    analysing the 2 day chart I can say:
    the 090909 bar contains data from the 8th Sept-good so far.
    the 090509 bar contains data from only the 4th Sept
    the 090309 bar contains data from the 2nd /3rd Sept
    the 090109 bar contains data from the 1st Sept/31st Aug
    the 082809 bar contains data from the 27th/28th Aug
    the 082609 bar contains data from the 25th/26th Aug
    the 082409 bar contains data from the 23rd/24th Aug
    the 082109 bar contains data from only the 24th and not the 21st/24th

    I have tried using data from IB, IQfeed and Yahoo-all create the same problem. I'm running Ninja 6.5.1000.12 on XP. I have deleted the first copy of NT and re-installed the software again-still the same problem. I even repaired the database using the Options/Misc tab.

    My PC and NT times are set to US eastern time.

    Can anyone point me in the right direction with this one.Do your charts look this way?
    Thanks,John
    Attached Files

    #2
    jhooper, thanks for the post, unfortunately I can't reproduce this on my end here so far - have you tried deleting the historical data for the stock in question and than redownloading a complete fresh set as you open the chart? For IB and IQ please make sure to use the recommended TWS (895.3) and IQ client (4.3.0.3) versions.
    BertrandNinjaTrader Customer Service

    Comment


      #3
      Thanks for your reply Bertrand, I've tried to find a way to delete historical data,but no luck.How do you do that? thanks, john

      Comment


        #4
        Please go to Tools > Historical Data > Delete, then open a brand new chart after this and redownload data by right clicking in it (> Reload Historicla Data) if needed.
        BertrandNinjaTrader Customer Service

        Comment


          #5
          Thanks for that Bertrand. I deleted the historical data but still no change. I also installed another copy of NinjaTrader on another PC and ran that with yahoo and IQ feed 4.3-still no change.

          What dates do you see on your 2 day charts? Are you getting the Saturday 5th September bar for instance?

          Thanks,John

          Comment


            #6
            John, no I don't get a bar on the 5th, for example INTC on Yahoo 2 day chart with 300 bars back loaded, the dates back are -

            1. 8th Sep
            2. 4th Sep
            3. 2nd Sep
            4. 31th Aug
            5. 29th Aug

            All with 'Exclude weekend' to 'true'.
            BertrandNinjaTrader Customer Service

            Comment


              #7
              Thanks for giving me those dates bertrand. I see you have the 29th August which is a Saturday,even though you set "exclude weekends" to true.

              So there is a problem with 2 day charts.

              What can we do about this and does NT put the date on the chart for the close of 2 days or the open of those 2 days?

              Thank you for your help Bertrand,
              john

              PS I have the same dates as you, now that I have 300 days of data (Yahoo and IQfeed 4.3)
              Last edited by jhooper; 09-09-2009, 07:21 AM. Reason: updated the dates I now see

              Comment


                #8
                John, thanks for the reply - this issue will be fixed with NinjaTrader 7
                BertrandNinjaTrader Customer Service

                Comment


                  #9
                  Thanks Bertrand, sounds like v7 really is going to be a great step forward in many ways. Is the beta version still due to be released at the end of this month,so I can use it then?

                  Thanks,
                  John

                  Comment


                    #10
                    Yes John, we're still scheduling the beta release end of the month - http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html
                    BertrandNinjaTrader Customer Service

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