sec and min price bars missing ? VerticalLinesCustom inaccurate ?

[tradr]

using the 'Vertical Lines Custom' indicator on seconds and minutes charts and
discovered discrepancies in the timestamps of the price data bars the VLC lines
were printing on, for instance:
a 15 sec chart with VLC Line Interval set to 4 , a line prints on bar minute 13:45 and
the next line appears on minute bar 15:00 , next bar 16:15 , next 17:30 etc
using the 'TimeLines' indicator on the same chart, TL Minutes set to 1:
bar minute 13:00 , bar minute 14:15 , next 15:00 on the minute till 24:15 , 25:15 and
then 26:00 thru 30:00

however, as can be seen on the '15secVLCTL' chart, the spacing between indicators
bars - white bars is the VLC, blue bars the TL - is quite irregular, and price bars are
missing, similar on ' 5secVLCTL' chart

so far as the indicators are concerned, VLC seems to be 'off' somewhere in how it is
calculating and then printing on bars
TL appears to work correctly and accurately printing on price bars, but, the printed
time varies between being on the minute and the minute + 15 secs

further: the BarNumber indicator counts between 21:00 and 21:00 which is 9pm PST
Midnight EST for the Thursday - Friday session was 1365 and for the Wednesday -
Thursday session was 1374 - there are 1380 minutes in a session - 23 hours x 60


so, the question is, why are Time charts inaccurate ?

I expect there to be for instance 12 - 5 second price bars per minute on a 5 second
chart, but that isn't the case, the zipped 5 sec chart illustrates 11 and 8 bars between
TL lines, and even minute charts are inaccurate in quantity, and again based on the
TL indicator, are formed differently - some on the minute, some + 15 secs


I know the VLC is not authored by NinjaTrader, however would you look at the code
just to see if anything jumps out at you that suggests incorrect coding


the zip contains 2 charts and the 3 indicators
AMP Futures live CQG, contract is 6E Euro Fx, NT v7.01000.4 (Direct Live)

[NinjaTrader_RyanM1]

Hi tradr,

I created this vertical lines indicator and it works very simply to create vertical lines at even intervals. It doesn't use time at all - only bars. To evaluate if it's working properly you should count the number of bars inbetween lines. No other calculation is needed.

I took a look at 6E today and historically looks like the indicator is drawing correctly. I'm wondering if the issue is when using combination real time and historical data or maybe you have CalculateOnBarClose = false.

See if it corrects after right clicking > Reload Historical data. If you can let me know how to get incorrect bar spacing I will see what changes may need to be made with it.

[tradr]

hi RyanM, yes, now understand the difference between the indicators, however
you didn't answer the more important question

'why are Time charts inaccurate ?' - missing price bars


attached 5 sec 6E chart with blue lines TL applied, Minutes = 1 —
obviously Many 5 sec price bars are missing
.

[NinjaTrader_RyanM1]

To check this, chart a 1 second chart and look at the time stamps inbetween bars. There can be several seconds in-between bars for some of these. Since there is not a trade occurring every second, you also won't have evenly consistent 5 seconds bars.