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Filtering bad ticks
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Filtering bad ticks
Hello, Is there a way to filter bad ticks? I have the Real-time tick filter on in 6.5 but it doesn't seem to do anything.
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That is correct. We have historical tick editing on our list for the future. It is something we plan to address. Right now, you could export the data via Tools > Historical Data > Export, open the file, manually edit the bad tick, import the file back in again.RayNinjaTrader Customer Service
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Hello,
Just a few seconds ago there was a bad tick in the IWM over $1. I had it in a chart at the time and was watching it real time. NT did not filter the real time bad tick out. Is there a way to fix this?
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- Please double check that "Real-time tick filter" is enabled
- If yes, what is the offset %
- What is the current trading price of IWM
- What was the price of the bad tick
For clarification, if NT saw (I think) three bad ticks, the first two are ignored and the 3rd will make it through since we then classify that is a good tickRayNinjaTrader Customer Service
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Yes it is on, and it is set to 0.1, which looks like the lowest setting. The spike was about .80 , the IWM was trading about 75.10 at the time. So it looks like it should of filtered it.
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I would be curious if your data provider will clear these ticks out by tomorrow (try reload tomorrow) or if they will leave them in there.
What I suspect happened is that more than two ticks came it at those spike prices. If we see three successive ticks outside of the % offset you specifiy, we then treat the 3rd tick and subsequent ticks at that price as valid and do not filter them out.RayNinjaTrader Customer Service
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So there is no way to filter bad ticks, I hear what you are saying but tomorrow doesn't help when I am trading today.
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That's not a work around for real time trading, by the time you do all that it is to late..............
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Originally posted by NinjaTrader_Ray View PostWhat I suspect happened is that more than two ticks came it at those spike prices. If we see three successive ticks outside of the % offset you specifiy, we then treat the 3rd tick and subsequent ticks at that price as valid and do not filter them out.
JD
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