Data displayed differently after restarting NJ; Pivots; Volume; FX DOM not working

[ibongu]

Hello,

First off, I want to say I love Ninjatrader and think it's one of the best platforms, if not the best, on the market.

Recently, after switching to trading FX, I've started encountering problems.

My broker is MBT.

1. When I restart NJ, the data that was displayed on my tick charts is displayed differently. I don't use time bars so can't speak regarding that. I also sue Range Bars and they seem to appear the same after restarts.

450 tick charts before and after restarting:





100 tick charts before and after restarting:





I have noticed this happening before, but I didn't have proof of it until I started a journal and taking snapshots.

2. My pivots seem to be off. I tried adjusting the open/close sessions times to 5PM EST, but the pivots stay the same. What gives?

3. As I understand it, volume is totally useless in FX, and shouldn't be used because it doesn't reflect real volume, correct? Because when I try to display a Constant Volume Bars chart, it starts eating up all my memory and eventually freezes; besides that, the chart also widens about a thousand times and shows me dotted lines and I have to scroll back all the way to the left of the chart to see the actual bars.

4. For some reason, neither the Static nor the Dynamic DOM are working. I am left with trading directly from the chart.

I am not really hung up about it, as I actually prefer trading from the chart. There is the other problem.

After I set an active strategy (stop/target), everything is fine. But if I have a filled order that was without a strategy, how can I set a stop loss and target from the chart?

Thanks for any help!!!

[NinjaTrader_RyanM1]

Hello ibongu,

Thank you for your post and welcome to our forums.

1) I have excerpted the section below on why your chart can appear differently after reloading historical data.
Why can my chart look different after reloading historical data from the server?
As ticks come into NinjaTrader in real-time, they are time stamped based on your local PC time if they do not already have an associated time stamp that is provided from the real-time data source. The majority of our supported brokerage feeds DO NOT time stamp ticks where most of our supported market data vendor feeds do provide time stamped ticks. NinjaTrader then builds bars based on the time stamp of the incoming tick and displays these bars in your chart in real-time.

Let's say you have a tick (tick "A") with a time stamp of 10:31:00 AM which gets packaged into the 10:32:00 AM bar and happens to be the high of that bar. An hour later, you reload historical data from your historical data provider into NinjaTrader. This process will overwrite the existing data. The 10:32:00 AM bar now looks different since the high made by TICK "A" is now part of the prior bar, 10:31:00 AM. How is this possible?

• <LI class=rvps1>Your PC clock could have been off so the time stamp is delayed <LI class=rvps1>Your internet may have been lagging so the tick came in slightly delayed and therefore the time stamp is delayed <LI class=rvps1>Due to standard latency, even 50ms delay (which is normal) could be the difference between a 10:30:59 and 10:31:00 time stamp
• There is no way of knowing how the historical data provider packages their bars

The only way to ensure that data always looks the same is if every connectivity provider sent ticks with time stamps AND that all vendors synchronized on time stamps. Unfortunately, this is just not a reality nor plausible.


2) There are a variety of pivot calculation methods you can set. If you want to use specific values you can set to "User Defined values". See this post for more information on how Pivots are calculated.

3) Right, Forex is not a centralized market so volume figures are not the same as a futures or stocks exchange.

4) You cannot use the Static DOM for FOREX trading. Please clarify your issues with the Dynamic DOM.

5) You will have to set your orders manually. ATM strategies must be predefined before you enter a position. Please see this post that outlines how to accomplish protecting an open position without ATM.

[ibongu]

1. Thanks for the clarification.

2. I would prefer to set pivots using daily bars, but when I try to open a daily chart of any FX pair, I get a blank chart. This is probably a MBT issue? I guess then I will have to somehow tweak the pivots or use ones from websites.

3. Thanks.

4. The Dynamic SuperDOM doesn't have FX isntruments available (yes, I did choose my FX account). Only futures. I guess there is a setting for this, but quite frankly I never bothered to check because I prefer to trade from the chart.

Is there any way to set stops/targets IN THE CHART TRADER (when there's an open position without predefined stop/target), without going to the DOM?

EDIT: Nevermind. I just have to right-click on the chart either below or above my trade to set either a stop or target.

EDIT: MBT says that they DO provide daily data, and that the inability to display daily charts of FX pairs is NJ's issue. Any suggestions?

Thanks again!

[NinjaTrader_RyanM1]

The instruments available in the dynamic dom are the instruments in your default list. See here for instructions on adding/ removing symbols to a list.


Historical data for MBtrading is supported in our upcoming version 7. This version is in public beta and can be downloaded at the link below:
http://www.ninjatrader.com/webnew/download_trading_software.htm

[zaza5000]

Let's say you have a tick (tick "A") with a time stamp of 10:31:00 AM which gets packaged into the 10:32:00 AM bar and happens to be the high of that bar. An hour later, you reload historical data from your historical data provider into NinjaTrader. This process will overwrite the existing data. The 10:32:00 AM bar now looks different since the high made by TICK "A" is now part of the prior bar, 10:31:00 AM. How is this possible?

• <LI class=rvps1>Your PC clock could have been off so the time stamp is delayed <LI class=rvps1>Your internet may have been lagging so the tick came in slightly delayed and therefore the time stamp is delayed <LI class=rvps1>Due to standard latency, even 50ms delay (which is normal) could be the difference between a 10:30:59 and 10:31:00 time stamp
• There is no way of knowing how the historical data provider packages their bars

The only way to ensure that data always looks the same is if every connectivity provider sent ticks with time stamps AND that all vendors synchronized on time stamps. Unfortunately, this is just not a reality nor plausible.

I understand how this would change minute/second charts, but why do tick charts look different after reloading them?

I have two computers sitting next to each other running 250 tick charts for CL (Zen-fire data provider for both) and the charts are different.

The only way is that the ticks are not sent in the right order at all times by the provider...

[NinjaTrader_Austin]

zaza5000, in addition to the ticks being delayed due to internet latencies, another point is the actual time at which the chart is loaded. If you load a 250T chart of CL on one computer and load the same chart on another computer just 1 second later, you'd have a different chart due to the loading times and data retrieval time and such.