Chart navigation

[stockjoker]

Hello Support Team,

I want to test my build strategy on some more past days.

I disconnected the Market Replay recorder.
I disabled te option: Record data.

I have a live account from Zenfire and therefore I have acces to historical data.

I downloaded data days from august this year. I see the day folders now in the Folder: Data (in Ninja 7/db/data).

I opened a chart to Replay (FDAX) the month august.
I connected to the Market Replay Recorder and select some days from august (which I downloaded)
Only the data does not work on the Replay recorder properly.

Do I have to selct the correct Instrument as well in the charts left upper corner?
Do I have to add the correct instrument as well in the Instrument manager?

How do I get this downloaded data work in order to test the strategy?

Thanx for your help.

BR
Riny

[NinjaTrader_Jason]

Hello Riny,

Yes, you will need to select the proper instrument in your chart. If you select a different instrument you downloaded Market Replay data for, you will not receive any data.

It is not necessary to have the instrument added in the Instrument manager in an instrument list.

Please note that historical data you load from Zen-Fire cannot be used to replay as per the Market Replay connection. You can only replay Market Replay data you recorded or downloaded. Please see the link below for more information.

http://www.ninjatrader.com/support/helpGuides/nt7/set_up12.htm

[stockjoker]

Hi Support Team,

I have a few questions:

1. I started N7 and wanted to download data from Ninja (I did that already before and there were no problems). Now it seems not possible anymore because I receive everythime a message that I'm connected with the Market Replay recorder, which is not true.
I even downloaded N7 again, but the warning still shows up and does not allow me to download any data.

2. I record the (Zenfire) data every day in order to play it back later with the Market Recorder. Somethimes I have 1 file and somethimes I have 2 files at the end of the day. (ntm or/and nt2) Why one day 1 file only and one day 2 files?

3. I have several recorded days now (in db/data). But some of them I can not play back in the recorder. E.g. on dec. 2th I have a FDAX ntm file only and it does not play back in the recorder. Any reason?
In general a file is 1.5 Mb. This one is 700 bytes only. Can you check it what is wrong? I tried to att. the fil as a Zip, but I'm not sure if it is att on this mail.

4. I downloaded Ninja free data from august 2010 before, and compared it with my recorded data in the Replay recorder. There is much difference in the result between the Recorded data en the download Ninja data in the day result of my strategies. It should be approx. the same, shouldn't it?

5. I use Range bars for my strategy. When I record data every day, do I need to have charts open/run to have the proper data recorded?
Which charts need to be open during the day (Min/Ticks/Ranges) in order to play them back later in the Replay Recorder? All of them or only one?

Thanks for your help.

BR
Riny

[trigon]

May I ask? There seems to be less settings possibilities in chart settings in NT7 than was in v.6.5. For example I would like to change my plot executions from text and marks to marks only like in NT 6.5 but I can't find it in chart properties in NT7...

[NinjaTrader_Matthew]

Stockjoker,

1) Please disable the Market Replay Recorder by going to Tools--> Options--> Data--> uncheck "Record for market replay".

You cannot have this option enabled when downloading replay data from our servers. You can renable this feature after you have completed the download of replay data.

2) The two files represent either Level I or Level II data. Level II data may not be availalbe on all days from our replay servers. Level I data will give you OHLC and Volume values, however the market depth used in the SuperDOM or Bid and Ask data would require the level II data.

3) Is the only day for this instrument you are having issues with? I can replicate this issue on FDAX 12-10 for 12/2/2010. Please note that not all days of replay are guaranteed from our servers.

4) How large of a discrepancy are you seeing? Note that from two different sources, it is expected to see different results for data. Please review our help guide article on How NinjaTrader Creates Bar: http://www.ninjatrader.com/support/h..._are_built.htm

5) You will need to have the interval type selected for the data you would want to play make. If your charts were open to tick intervals, such as Range, Tick or Volume, you would not see Minute data recorded. If you would like both Minute and Tick data to record, please have both of these interval types selected when recording data.

[NinjaTrader_Matthew]

May I ask? There seems to be less settings possibilities in chart settings in NT7 than was in v.6.5. For example I would like to change my plot executions from text and marks to marks only like in NT 6.5 but I can't find it in chart properties in NT7...

Some of this information has been moved from the properties field to the 'data series' field.

Please right click on your chart--> select 'data series' and you should be able to configure the trade visualizations properties and other settings from this area.

Please let me know if you have additional questions.

[trigon]

OOOOOOaaaaahhhhh god.....I am an idiot. Thanks a lot, I never noticed that this is in data series. :-)

[stockjoker]

Difference in Recorded data and Ninja Downloaded data

Hi Support team


I do a lot of strategy testing. I recorded approx. 32 days from Zenfire and use that on the Replay recorder.
I compared Recorded and Ninja downloaded data and there is a lot of difference in it.

This answer I received on my prior same question.

4) How large of a discrepancy are you seeing? Note that from two different sources, it is expected to see different results for data. Please review our help guide article on How NinjaTrader Creates Bar: http://www.ninjatrader.com/support/h..._are_built.htm

In the test P/L result of my strategy is much difference between the 2 data sources.
The DOM is acting very strange as well on the Ninja downloded data. I downloaded ntm and nt2 files each day.

Is there anybody who can supply me recorded FDAX data? I believe recorded data is more reliable. The DOM is acting perfect on the recorded data.

17-sep20-sep22-sep23-sep24-sep29-sep30-sep4-oktRecorded DataH1450 655 5566 5286 4886 7033 1385 3037 € 29.298,00 L-1582 -609 0 -834 -834 -462 -1650 -1483 -€ 7.454,00 Ninja Downloded DataH0 1618 6382 1931 3636 5721 238 749 € 20.275,00 L-3111 -1239 -159 -412 -921 -462 -3236 -1196 -€ 10.736,00

BR
Riny

[NinjaTrader_Matthew]

Hi Stockjoker,

If you would rather use live market data that has been recorded from another source than our NinjaTrader severs replay data, you will need to find someone who has this data recorded.

Unfortunately, I do not have another source you can use. Perhaps another forum member can provide you with the data you are looking for.

Please let me know if there is anything else I can do for you.

[stockjoker]

2 Data suppliers

Hello Support Team,

Can I use 2 different data suppliers?

1 supplier for x instrument? (Zenfire)
1 supplier for y instrument? (IB)

BR
Riny

[uncogs]

Hello Support Team,

Can I use 2 different data suppliers?

1 supplier for x instrument? (Zenfire)
1 supplier for y instrument? (IB)

BR
Riny

No it's not possible to use 2 different data suppliers

Stockjoker, you should have a look more often to the help file or the search function, as the question has already been asked (like a lots of others question you asked)
Now wonder why NT7 is so slow to get developed, because NT staff is busy replying the same questions again and again...

So please do your homework, so we can all get NT7 free of bugs and with new functions quickly (portfolio backtesting/optimization...)

Thanks

[NinjaTrader_Matthew]

Stockjoker,

You can use more than one data feed providers, however you cannot tell NinjaTrader to use data for one instrument and the next for another of the same asset type.

This means if you wanted to use IB and Zen-Fire, you would need to always use Zen-Fire as the provider for your Futures instruments. You could not tell NinjaTrader to use Zen-Fire for half of your Futures instruments and IB for the other half.

However, since Zen-Fire does not provider Stock or Equities data, you would be able to use Zen-Fire and IB together to provide Futures data from Zen-Fire and use IB for the other assets you would like to trade. You would just need to ensure you are connecting to Zen-Fire first as the primary data feed.

Please see our Help Guide article on Multiple Connections:

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?multiple_connections.htm

In addition, to use both Zen-Fire and IB which are brokerage technologies, you would need to purchase a multi broker license to trade live. However, you can connect to both connections using a free simulation license.