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plot execution markers 1 bar off/late

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    plot execution markers 1 bar off/late

    I have been using a sim account and today used my live account.

    Prior to using my live account, the plot execution markers aligned to the bars I simulated trading on, meaning the entry point was listed on the bar I entered on and at the price I entered on (I use stop limits). The same applied for the exit points.


    Using the live account, these plot execution markers are 1 bar off, appearing on the bar after the bar my stop limit entry/exit initiated. I therefore see the triangle indicator pointing to no candle bar body, tail or head and the arrow indicator pointing at the bar just after the bar which caused the entry/exit.

    Is there some global setting I may have set to cause a 1 bar offset or should they be on the bar my entry/exit initiated on?

    Is this market timing related? I am using 1 minute and 400 volume bars trading the YM DOW mini. Perhaps confirmation of the trade is being received during the following bars period.

    #2
    Hello tulanch,

    Can you please provide me an example of such an execution. What time did the order execute? What timestamp does the price bar hold that contains the execution?
    JasonNinjaTrader Customer Service

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      #3
      I have been able to reproduce this repeatedly. It's not related to the live or sim account. The buy sell values are correctly displayed when I'm trading. If I then log off and log back on, then the offset is observed.

      I'm using Vista

      Comment


        #4
        Am I correct you connect to a supported data feed provider that makes use of the NinjaTrader historical data server (Zen-Fire, Trading Technologies, Vision and Gain)

        If so, please see the forum thread below at post #7.


        The historical server is based off of NT 6.0 which agreggates tick data into minute bars based on 00:00:01 through 00:00:00. We changed this in NT 6.5 client so minute bars are created from ticks using 00:00:00 through 00:00:59. Thus, if you re-load data you can get subtle differences since there are two difference minute bar compression schemes used.

        The order is executed on the current price bar in real-time data. When histoircal data is reloaded, the order switched to the previous price bar due to the different compression schemes.
        JasonNinjaTrader Customer Service

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          #5
          yes ZenFire,

          I understand what you illustrated.

          Thanks for the reply.

          Comment

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