Kinetick Real-Time Data Quality Issues

[Srgtroy]

I subscribed to Kinetick to get the most accurate real-time data I could for my tick charts.

However, I am finding there are still significant discrepancies between the real-time data and the historical data after it is reloaded from the server.

As a result, my strategy is giving off some 'false' signals which are later removed when the more accurate data is used. Too late to take the trade back, though.

What, if anything, can I do to resolve this problem?

[NinjaTrader_RJ]

Hello Srgtroy,

Thank you for your post.

Please see this link on why there are differences between real-time data and historical data when it comes to backtest results: http://www.ninjatrader.com/support/h...ime_vs_bac.htm

To get a more accurate backtest, you can backtest with an intra-bar granularity as shown at this link: http://www.ninjatrader.com/support/f...ead.php?t=6652

Happy Trading!

[Srgtroy]

I've read all the material in the help section already, thanks.

My internet is very fast, so I doubt that's the problem.

I am a little confused as to the pc clock/time-stamping issue. The help section implies that if your data comes time-stamped from the vendor as it does with Kinetick, the accuracy of your pc clock shouldn't be an issue. Other posts on this board, however, imply that that only applies to minute charts. I am left with the impression that with tick charts, while the data comes in time-stamped by the vendor (which can be seen in time & sales), ninjatrader still uses the local pc clock to build the tick bars. And thus despite the data being time stamped by the vendor, the synchronicity of the pc clock is still important. Can you please clarify?

Also, there is no mention as to whether the use of processor-intensive indicators has any affect on the accuracy of the bar building process or whether that is totaly unrelated.

Thanks!

[NinjaTrader_Kyle]

Hello Srgtroy,

Please send a note to Support [AT] NinjaTrader [DOT] com.

In the message, please include a link to this forum thread and a copy of today's trace file.
You will find that file in the Documents > NinjaTrader 7 > Trace folder.
The file I need would be named 'trace.20111211.txt'.