Wrong buy & sell markers on chart

[atrader123]

Ninjatrader does not show the buy and sell markers on the chart correctly. It shows markers randomly few bars away and same issue with arrows. When my orders are filled at a particular price and time, I expect ninjatrader to show markers correctly on the chart i.e., candle bar and price @ which I got filled.

Is the problem with my computer time settings or is it problem with Ninjatrader software? Do I need to set my computer to sync with any particular internet time server for these trade markers to show correctly?

Note: This issue does not happen when trading in replay mode. It only happens when I am trading live. Markers working correctly is more important for me in live mode so that I don't need to manually mark each trade end of day on charts. Also then I don't have to check via another ninjatrader feature each time my order is executed during the day.

I enter and exit orders via chart trader (i.e., by moving orders on the chart.). I use Zenfire, trade 6E on 233 tick time frame using Ninjatrader v7

[NinjaTrader_Chip]

Hello atrader123

Thank you for your post.

These trade plots are most likely due to the use of ticks charts. When tick data is reloaded it can appear to shift and these slight aberrations are more noticeable when using tick-based data. for the specifics of how NinjaTrader builds bars please see the following:

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

NinjaTrader charts will sync off your PC clock. As long as your PC clock is synced to the time zone you want you should be all set.

Please let me know if you have any additional questions.

[atrader123]

Chip,
I am not sure I understand. I am not reloading the charts.

For example, during live session, when I enter long by dragging a limit order, as soon as it gets filled shouldn't ninjatrader be showing markers on the bar @ price the order was filled? The markers and arrows show up randomly couple of bars left to the actual bar I got filled.. Similarly when my stop order is filled the markers are off by couple of bars left to the bar at which price is executed.

I heard that if I set my PC to get time from same internet time server as Ninja trader servers, this problem might be solved. I tried setting my internet time server as - times.nist.gov. That did not help.

[NinjaTrader_Brett]

Hello,

What type of chart are you running this on. A Tick chart? Minute chart? What interval?

Also, the execution markers are plotted due to your local PC clock.

What data feed provider are you using?

I look forward to assisting you further.

[atrader123]

Hello Brett,
>>What type of chart are you running this on?
I running this on Tick Chart.

>>>What data feed provider are you using?
I am using ZenFire.

I have two questions:
(a) If I am not refreshing the charts shouldn't the buy/sell markers display on the bar and price they got filled?
(b) What is the internet timeserver used by ninjatrader historical data servers? My thinking is if I set my desktop clock to synchronize time from same internet time server as ninjatrader historical data servers, that might take care of the problem of seeing different bars in live vs reload of charts after hours?

Regards

[NinjaTrader_Brett]

Hello,

One second, what value tick charts are you using?

And on what instrument. Heres the question why.

If your using a tick chart that can have multiple bars on the same second. Then this would be expected as it will go to the first bar. The smallest granularity is seconds for the execution plots.

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

Please see the above link and understanding plot execution on tick based charts.

Let me know if I can be of further assistance.

[atrader123]

Thanks. I use 233 tick chart on 6E contract.

Except for brief periods, I doubt I get multiple bars per second that often on this time frame. But markers are off pretty much for most trades. If there is no other explanation, I guess I need to find how other traders with same issue as mine workaround this.

Regards

[NinjaTrader_Brett]

Hello,

There are no others running into such an issue that I'm aware of on such a wide chart, exept for when your PC clock is no in sync. Can you please place a trade and then take a screenshot for me immediately after.

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 send the file as an attachment.

[atrader123]

Re: Wrong buy & sell markers on chart

Brett,
I uploaded two sample JPG charts. These are taken during live session. So there was no reloading of charts.

Markers are off by 1-2 bars consistently. Please let me know what I can do to resolve the issue.

Regards

[NinjaTrader_Brett]

Hello,

OK so now that we have an isolated case.

Lets focus on the first screenshot first trade.

CAn you please go into the execution report and let me know the time down to seconds for this trade in the execution report.

Now, also please pull up the data box right click on the chart->databox enable.

Then please let me know the time stamps of the bar that is should have placed on and the time stamp of the bar it did place the marker on.

Thank You.

[atrader123]

Re: Wrong buy & sell markers on chart

Brett,
Attachment has updated sample annotated with order execution details and timestamps of the bars around price markers.

Regards

[NinjaTrader_Brett]

Hello,

OK this case is expected then based on the information you have given me and lines up perfectly with the following article that explains whats occurring here on your tick chart. Let me know if you have any questions.

http://www.ninjatrader.com/support/h..._are_plott.htm

[atrader123]

Brett,
Thanks. If I understand correctly the reason for discrepancy is because of 1st scenario (i.e., "Trade executions & local PC Clock) mentioned in the article. Did I get it right?

How do I synchronize my PC Clock with ZenFire data feed so that they both have same timestamps? Do I need to point my PC to any particular internet timeserver?

Regards

[NinjaTrader_Brett]

Hello,

In this case the time stamp of the execution is time stamped to the correct time stamped bar.

Heres what you may be facing on such a small time frame charts that is determained on ticks recieved.

Please do one quick test for me.

Please run the chart live and place any entry long manually and in that same second please check to see that the execution marker matches up and everything looks good.

I have a hunch that what you could be seeing is your time is good and your time stamp is executed correctly. However your chart is changing slightly when you reload historical data.

Understanding why a chart can look different after reloading historical data from the server

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

So with the above test I want you to submit an order and then immediately check its placement on the chart, its time stamp and that it looks good. If thats the case then with such a small time frame chart you could be more prone to the above case where your chart bars are actually the ones changing and the execution is fine.

As you can tell we have very small timed bars. Sometimes less then 30 second bars.

Let me know if I can be of further assistance.

[jtrade]

Brett,
Thanks. If I understand correctly the reason for discrepancy is because of 1st scenario (i.e., "Trade executions & local PC Clock) mentioned in the article. Did I get it right?

How do I synchronize my PC Clock with ZenFire data feed so that they both have same timestamps? Do I need to point my PC to any particular internet timeserver?

Good morning !

I've had exactly this issue using ZenFire & IB data for some time (couple of years) on tick and range bar charts in both 6.5 and 7 (currently using 7.0.1000.5), so I'm wondering what the answer to the OP's questions above are, please ?

I attach a SIM trade from yesterday morning showing the chart markers and vertical lines / arrows on the bars on which the entries were made (5 range chart / I also use a 55 tick chart same issue; edit : pls see 2nd chart attached from this morning). PC clock auto syncs and chart times are CET.

J.