Volume Bar Data - Different Time Zones

[bobcat70]

Another trader and I are building a Strategy that we are now backtesting.

My question is, is it possible for our volume bars to be the same so we could get the same results? We have yet to get the volume charts or data for that matter to be exactly the same.

We've tried changing time zones, etc. We both use the 24/7 template.

I am in California (PST), she is in Texas (CST). We have both tried setting our time zone in the Session Manager to EST, CST, and PST and/or variations of that.

http://screencast.com/t/OWZiODgxMT

Is there anything we can do to get the charts to agree on our platforms? We use the same data provide (ZenFire), trading the exact same settings, time periods, etc. But, our moving avgs and other indicators will be slightly off.

If we can get them to agree, our backtesting will be more reliable. Again, this appears only to be an issue with Volume charts.

John

[NinjaTrader_RyanO]

Hi John,

I have posted on the other thread some tips regarding what Roxie has written.

Additionally, you will want to sync your PC clock, and set it to your local time zone. 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.

I had also mentioned that you may see slight differences in the real-time data based on the speed of the connection. NinjaTrader will plot incoming ticks as they are received. Since those ticks are natively time-stamped they may be reorganized based on where they belong versus where they were received.

Because of this you can refer to the performance tips regarding lagging data to make sure you get the most accurate tick data.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?performance_tips2.htm

[bobcat70]

Real-Time data I could understand, but what about historical trade data? Each of our time zones are set appropriately, and I also changed my Windows installation to adjust the time every hour.

Can you explain or link to a place where it mentions how the data is saved from the data feed? Meaning, do the date/times of the tick come from the data provider or built within Ninja? Guess I don't follow why those wouldn't show properly - course assuming that we started counting at the exact same time.

What else can we check?

[NinjaTrader_RyanO]

Hi bobcat 70,

The historical data should show the same after reloading historical data by right clicking on a chart. If you are seeing this across multiple instruments, and not just the GC contract you will want to rename the database.

The data is streamed real-time and stored in the database based on the time within the tick with Zen-Fire. Some providers do not support the time on their ticks and then it would come from the local PC, but this is not the case with Zen-Fire. This is why the historical data should be the same because it is loading from the historical server.

You can see more about this at the following link.

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

[bobcat70]

So, assuming that everything is equal, we should have the same charts, yes?

If I rename my database, am I going to lose my indicators, strategies, etc?

[NinjaTrader_Kyle]

Hi bobcat70,

Yes, so long as your using the same data source, after renaming you should see the same data.

The following items will be lost due to renaming the database:

• ATM Strategy Templates
• Historical Chart Data
• Custom Instruments and Instrument Lists
• Historical Order and Execution Data

All other settings will remain intact.

[bobcat70]

OK, renamed the database. It re-initialized a new database, but made no difference.

Here is a screen shot with two charts - a 377 and 610 of the YM.

Again, I am in PST, she is in CST.

My Charts: http://screencast.com/t/NmI1NDk3
Her Charts: http://screencast.com/t/MGI2NmQ1MWU

Notice the bars around the 21ma (Yellow) and 55ma (blue)? See the slight differences?

Is that going to be normal coming from ZenFIre?

All our chart's Data Series look like this: http://screencast.com/t/NDBkMDVmNmM
Both our Session Manager's look like this: http://screencast.com/t/N2MyMTAx

[NinjaTrader_Kyle]

Hi bobcat70,

Sorry for the confusion - I did not realize that you were using NT 7.

In version 7, chart data is not stored within the DB. Please open the Historical Data Manager by clicking Tools > Historical Data Manager.

In the HDM, navigate to the Edit tab, right click on YM 09-10 and select Delete.
Then, restart NinjaTrader, reconnect and reload the historical volume data.

[bobcat70]

OK, I've already done that - in fact, yesterday, I deleted ALL my history, cleared the cache and started over.

But, did what you asked, deleted, restarted NT, and loaded up my charts again.

No change.

[NinjaTrader_Kyle]

Hi bobcat70,

Please send a note to Support [AT] NinjaTrader [DOT] com with 'ATTN: Kyle' in the subject line.

In the message, please include the following:

1.) A link to this forum thread.

2.) Trace files from both PC's:
You'll find the trace file in the My Documents > NinjaTrader 7 > Trace folder.
Today's file would be named 'trace.20100810.txt'.