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Range Bar Problem NT v7.4

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    Range Bar Problem NT v7.4

    I trade on 5 tick range bars.

    Twice since upgrading to NT 7.4 I have seen a HUGE range bar (up to 20 ticks) suddenly materialize in the middle of live streaming and then the subsequent bars go back to 5 ticks.

    I'm used to getting sudden movements that result in a bunch of 5 tick bars getting generated all at once, but this is a new development.

    Click image for larger version

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    Click image for larger version

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    #2
    Hello ThatManFromTexas,

    Thank you for your post.

    What happens when you right click on your chart and select "Reload all historical data"? Do the 5 range bars go back to normal?

    Who do you connect to for data?

    Do you get any errors on the Log tab of the Control Center? If so, what do these errors report?
    MatthewNinjaTrader Product Management

    Comment


      #3
      I use Zenfire.

      I reloaded historical data, no change.

      I do not believe it was a "phantom" spike.

      In the past during sudden heavy volume, i.e. Petroleum Inventory Status report etc., I would get a group of 5 tick range bars shooting across the screen too fast to trade, that would eventually calm down once volume went back to "normal".

      It "feels" like that is what is happening now, only I get one long bar instead of a group of small bars. In the second attachment there is a long bar that is then "back filled" by a group of 5 tick bars.

      There was nothing in the log file related to any of this.

      Comment


        #4
        Hello,

        Please go to Tools--> Options--> Data tab--> Set the "Merge Policy" to "DoNotMerge". Then right click on your chart and select "reload all historical data" and let me know if it backfills correctly. If not, you can set this back to "MergeBackAdjusted".

        You can read more about 'Understanding Merge Policies' from our Help Guide:
        http://www.ninjatrader.com/support/h...rical_data.htm

        Please let me know if you need further assistance.
        MatthewNinjaTrader Product Management

        Comment


          #5
          Originally posted by NinjaTrader_Matthew View Post
          Hello,

          Please go to Tools--> Options--> Data tab--> Set the "Merge Policy" to "DoNotMerge". Then right click on your chart and select "reload all historical data" and let me know if it backfills correctly. If not, you can set this back to "MergeBackAdjusted".

          You can read more about 'Understanding Merge Policies' from our Help Guide:
          http://www.ninjatrader.com/support/h...rical_data.htm

          Please let me know if you need further assistance.
          Had you read my first post you would know that ... Once I shut everthing down and reopened everything... the bar was gone.

          I would prefer not to have to deal with the possibility of this recurring.

          Will what you suggested keep the long bar incident from happening in the future?

          Comment


            #6
            Hello,

            Thanks for the clarification.

            I'm currently testing this to see if I can reproduce. Please let me know if there is more information you wish to add to this case.
            MatthewNinjaTrader Product Management

            Comment


              #7
              FYI
              I used to have the same problem, and I was told to change Merge policy to MergeBackAdjusted, as described in post #4. This fixed the problem.

              Comment


                #8
                Originally posted by hcgaloi View Post
                FYI
                I used to have the same problem, and I was told to change Merge policy to MergeBackAdjusted, as described in post #4. This fixed the problem.
                Which version were you on when you had this problem? This only started after I downloaded 7.0.1000.4 .

                Thanks for the input. Unfortunately now occassionally I get this;

                Click image for larger version

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                But at least when I click on reload historical data, it goes away.

                Comment


                  #9
                  ThatManFromTexas,

                  I had this problem in the early "non-public" NT7 beta release (probably release 12). That was when I started to use range chart. After I changed merge policy to ergeBackAdjusted, I have not seen the problem again

                  Comment


                    #10
                    Thanks for the info.!

                    Comment


                      #11
                      Originally posted by NinjaTrader_Matthew View Post
                      Hello,

                      Please go to Tools--> Options--> Data tab-->[COLOR="rgb(139, 0, 0)"] Set the "Merge Policy" to "DoNotMerge". [/COLOR] Then right click on your chart and select "reload all historical data" and let me know if it backfills correctly. If not, you can set this back to "MergeBackAdjusted".

                      You can read more about 'Understanding Merge Policies' from our Help Guide:
                      http://www.ninjatrader.com/support/h...rical_data.htm

                      Please let me know if you need further assistance.
                      Originally posted by hcgaloi View Post
                      FYI
                      I used to have the same problem, and I was told to change Merge policy to MergeBackAdjusted, as described in post #4. This fixed the problem.
                      Happened again today.


                      1. Which is correct?

                      2. Why does the merge policy cause long range bars?

                      Comment


                        #12
                        ThatManFromTexas,

                        Thank you for reporting.

                        Can you please clarify which instruments and expiry you experienced this issue this morning?

                        Which merge policy did you have set?
                        MatthewNinjaTrader Product Management

                        Comment


                          #13
                          Originally posted by NinjaTrader_Matthew View Post
                          ThatManFromTexas,

                          Thank you for reporting.

                          Can you please clarify which instruments and expiry you experienced this issue this morning?

                          Which merge policy did you have set?
                          Today : TF 06-11

                          Merge back Adjusted

                          Comment


                            #14
                            ThatManFromTexas,

                            Thanks for the clarification. MergeBackAdjusted should work for the TF 06-11 contract.

                            I will need some additional information to look into this issue. Please send me an email to support [at] ninjatrader [dot] com and include 'Attn Matthew' in the subject line and reference to this thread.
                            MatthewNinjaTrader Product Management

                            Comment


                              #15
                              Originally posted by NinjaTrader_Matthew View Post
                              ThatManFromTexas,

                              Thanks for the clarification. MergeBackAdjusted should work for the TF 06-11 contract.

                              I will need some additional information to look into this issue. Please send me an email to support [at] ninjatrader [dot] com and include 'Attn Matthew' in the subject line and reference to this thread.
                              I appreciate the offer, but what would I put in the email?

                              I use ZenFire.

                              I changed it to Do not merge when it happened . Closed everything, rebooted and everything went back to normal. Last time I changed it to Merge Back adjusted and rebooted and everything went back to normal.

                              I have TF , CL and 6E set to 24/7.

                              I normally only have two charts open at one time. Both charts have the same indicator in the same time frame .

                              I don't have any other programs running when I am in NT.

                              Everything else seems to be working fine today.

                              This was the first time this has happened since I originally posted about the issue.

                              I don't do backtesting so the merge setting isn't an issue with me.

                              I don't know what else to tell you.

                              Comment

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