Question on version 7.0

[maxreturn]

One of my frustrations with Ninja Trader 6.5 is that historical plots of indicators like the Delta Buy/Sell Volume do not get recorded. I don't know how anyone can do a backtest without this capability. Does version 7.0 have this capability? If not, why not?

Best Regards
Chuck

[NinjaTrader_Brett]

Hello,

Thank you for your forum post.

This data does not get recorded from historical data providers. As NinjaTrader needs to see the MarketDataUpdate/tick when it occurs on the bid price or the ask price. Therefor this is the reason this is not avaliable for historical data and works on live data only the same as it was for NinjaTrader 6.5.

Let me know if I can be of further assistance.

[un$ane]

I have an additional question regarding this topic:

Since you can download the historical Bid/Ask data via the Historical Data Manager, wouldn't it be possible to reconstruct the Delta Buy/Sell Volume indicator?

7.0.0.21 Zen-Fire 64 bit

[NinjaTrader_Brett]

Hello,

This is not possible at this time. Development is aware of this and is on the recommended features list.

Let me know if I can be of further assistance.

[alexman]

Hi there!!
In NT7 21b try to open chart GC-all bars at yhe top of the screen...try to change numbe rof days to load (as it`s usualy works on any instrument) didn`t make any changes..
Any advise....
thanks in advance

[NinjaTrader_Brett]

Hello,

Thank you for your note.

The way these indicators are currently coded they have to run on live data and do not run in onBarUpdate like most indicator and strategy functions. Because of this they do not run on historical data. This is something development does have on there recommended features list to add in a future version of NinjaTrader.

One thing you can do in NT7 is download replay data and then replay days and your indicator will work in market replay.

Let me know if I can be of further assistance.

[un$ane]

Maybe you can help me understand something then...I'm looking at the Historical Data Manager, and I see 3 data tables each for Tick: 'Ask', 'Bid', and 'Last'.

The 'Last' table contains a Date, Time, Price, and Volume traded for each tick, correct? The 'Ask' and 'Bid' tables also have these data columns, but is the Volume column traded volume or resting orders?

Also, could you or one of your code gurus look at my other recent post? Thanks Brett.

http://www.ninjatrader.com/support/forum/showthread.php?t=33592

[NinjaTrader_Brett]

Hello,

We have just added the ability to save this in NinjaTrader 7 to the database with our database overhaul in NinjaTrader 7. We have not overhauled the process that is used to create these indicators in real time which was required in NT 6.5. This is still the same in NT 7. It is added to the requested features list for development to possibly add in a future version of NinjaTrader. Unfortunately there is no further information at this time. I am not clear on if this can be created on historical data with this information by a custom coder such as yourself. ONe of my NinjaScript experts will respond to your other post shortly.

Thank you for your post and patience.

[NinjaTrader_Brett]

Hello,

This will be answered in your other thread.

Thank You.

[alexman]

Hi there!!
In NT7 21b try to open chart GC-all bars at yhe top of the screen...try to change numbe rof days to load (as it`s usualy works on any instrument) didn`t make any changes..
Any advise....
thanks in advance

[NinjaTrader_Brett]

Hello,

So that I understand correctly the chart bars are squished? This is usually from a third party indicator that is ploting large values or values that do not relate to the securities price.

If you right click on the chart and select indicators and remove all indicators does this resolve the issue.

If it does not please insure there is not an F on the top right hand corner of the screen if there is one please click on it.

I look forward to assisting you further.

[alexman]

I did remove all indicators and made sure that F is not in the corner but still have issue with this GC contract,if i choose another contract and even with all indicators that i have i can arrange bars nicely for the whole area of the screen.....something is there/??

[NinjaTrader_Brett]

Hello,

Can you please take a screenshot of this.

To send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CRTL + V to paste the image. Lastly, save as a jpeg file and upload the file to this post as an attachment.

I look forward to assisting you further.

[alexman]

Hey Brett...
Wenn i was waitintg for your reply i restarted NT,so after restart i can arrange all charts as i want,so even gc starts working now
thanks for your help any way, if tommorrow gonna be the same i will posting screen shoot straith away..
thanks again

[NinjaTrader_Brett]

Hello,

Sounds good thanks for letting me know.