Bars not in line with BarTimer/cpu clock

[t_mac15]

Hi,

I've been using (3) minute charts with BarTimer indicator, as far as I know minute charts build up based on my computer's clock. The BarTimer seems to correlate with my clock yet the the new bars don't start up at xxh03m or xxh06m they start two show up 15-20-25 seconds later. The ticks during these seconds go to the bar that should have been closed by that time. Than the BarTimer starts to count down from 2:40 or so. This makes it really diffucult to get in/out at the closing price
I just checked it with 90 and 45sec timeframes, it's wrong there too.

Thanks for the help

t_mac15

[NinjaTrader_RyanO]

Hello t_mac15,

Thank you for your post.

Can you please sync your PC clock, and then reapply the BarTimer indicator. 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.

[t_mac15]

thanks for the quick answer, what an excellent service.

I updated the time, works fine now.

[Turtle21]

Ryan -- a related question regarding time: I sync my PC with an internet NTP time server every day just before the market opens, but NT's bars still are still off a tick every now and then during the day.

I can correct this by reloading historical data, which I do every 10-15 minutes, but I'm wondering if there is a better way to make sure NT tracks time more accurately? I getting my data feed from Interactive Brokers, and IB's chart's don't have this problem. NT's charts are far superior to IB's charts in every other respect, so I'd like to fix this issue if possible.

I've used multiple time servers to sync my PC clock, so I don't think it's a time server problem, and my PC clock seems to be highly accurate.

Any ideas? Thanks!

[t_mac15]

Hi,
while back-checking my weekly trades i realized that the historical data is slightly different on the charts then it was during live trade. Couple ticks just like Turtle said, but just enough to create/not create an entry signal. I understand that is not an accurate environment where we must do business yet if you have any suggestions how do maximize the accuracy please share it.
So far I update my PC clock around 920EST every day.
[I use Zen-fire]

[NinjaTrader_Ben]

Hello,

I am jumping in here, but do you have tools>options>data tab> store real-time checked? This data will vary from the server data you get from Zen-Fire. Also, a data provider may filter data after the fact if they get a bad tick. These are things you just have to deal with in electronic trading. There isn't much you can do. This link may help:

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

[Turtle21]

Ben, thanks very much for your post and informative link. I guess that explains it.

[t_mac15]

Hi Ben,

Thanks for the link, if I used 180sec bars instead of 3 min ones that could eliminate my PC's inaccuracy? If I get it right the 180sec bars would build up based on Zen Fire's timestamp, while the 3min bars.... hang on.. so the 3 min bars 'd build up as well based on their clock all the data from xx min 00 sec to xx min 59 sec. is that right? so there's no point using 180sec instead of 3 min... confused

And yes I do have that checked, not quite understand how that 'data will vary from the server data you get from Zen-Fire'. Could you explain it please.

[eDanny]

Live data is always different than historical with ZenFire. Watch your charts and indicators, make sure the chart has been running for some time. Maybe draw some lines on an indicator panel to some features. F5 the chart and watch the candles change and your lines not touch the features anymore. Historical data is supposedly correct but your live data can have all kinds of problems getting to your computer.

[NinjaTrader_RyanO]

Hello All,


There are two issues going on here.

For the IB data, IB does not actually provide tick data but it is data that is sent at sub-second intervals, and thus does not represent what a tick may be, such as one contract at one price. This may explain the issue you see with the data from IB.

As for Zen-Fire the difference has to do with where the historical data and real-time data are coming from. The historical data is provided by NinjaTrader's servers, and is recorded in real-time. Ticks from Zen-Fire are time-stamped from the exchange and there may lag as to when they appear in the chart in real time versus where they should be stored based on the time stamp.

Either way, if you reload the historical data it will show the most accurate data that is being provided to NinjaTrader from the data feed.

[Turtle21]

Ryan -- thanks also to you for your response

[t_mac15]

Thanks RyanOlson for making these issues clear.
Regarding the 'tools>options>data tab> store real-time' option; what is exactly the function of it?

[NinjaTrader_RyanO]

Hi t_mac,

The option you mention is there to store real-time bar data in the NinjaTrader database.

It is primarily used if your data provider does not offer historical data you can store the real-time data in the database and it will be available in the future for backfilling purposes.

However, it will only store data from times when you were connected to your data provider.

[t_mac15]

ok, i see

thanks