Ninja7 Charting problem - LineBreak on TICKS

[david111]

Hi,

There is a repeating problem attributed to line break charts, where line breaks are not plotted correctly upon volume spikes in real time. When opening a new chart with exactly the same parameters after the volume spikes the bar plots is categorically different . We checked it many times and we are quite certain that the origin of the problem is attributed to the way Ninja handles bulks of data after volume load. Naturally due to the way line breaks are constructed, when plotting the line breaks after the volume spikes Ninja should be consistant with the tick count
before the volume spike.

It should be noted that this problem is not associated with hardware load since I am using very powerful computers for analysis.

[NinjaTrader_ChristopherJ]

Hello david111,

Thank you for your post.

This is due to the way historical data is stored on your data providers server and which will cause bars to look differently after reloading historical data.

I have provided a link below to our Help Guide that goes over why bars may look different after reloading historical data when compared to real time bars.

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

Please let me know if I may be of further assistance.

[david111]

Reply

Hi Chris,

Unfortunately, we are referring to a different problem from the one you mentioned.

We are using Iqfeed which time stamps every tick. The problem we are referring to arises under the following circumstances:

1. Chart Type: Line break.
2. Chart base period type: Tick.
3. Ninja freezes due to volume spike.

After the volume spike, charts with the same parameters look different. When we are checking the historical data manager we observe that the whole tick data is time stamped the same in the chart that is running in real time and in the chart that was opened with historical data after the freez. However, these two charts present different bar plot. In other words, these two charts that are based on the same tick data structure different bars.
It seems to us that when Ninja freezes it looses the tick count of the lats bar before it was freezed, so when it comes back it doesn't sort the data the way it should.
I will be happy to call your skype in order to further explain it, if needed.

Many thanks

[NinjaTrader_ChristopherJ]

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

In the message, please include the following:
1.) A link to this forum thread.
2.) The trace and log files for when the freeze happened.
3.) The Tick size you are applying to your LineBreak chart.

You will find the file here: My Documents > NinjaTrader 7 > Trace > trace.YYYYMMDD.txt

Log file will be located by going to Documents->NinjaTrader 7->Log->log.YYYYMMDD.txt