Filtering bad ticks

[NinjaTrader_Jason]

Hello JD,

NinjaTrader 7 will have a Historical Data Manager, which you can use to exclude ticks. Please see the link below for more information.

http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html

New Historical Data Manager
The Historical Data Manager allows you to import/export and edit historical data. The image below depicts a historical tick table with an excluded record (bad tick) marked in red and a changed record which is marked in yellow. If historical data is reloaded it will not overwrite any of the changes, exclusions or data additions. Changes logs are maintained and original values can be easily restored.

[billitin]

I've got issues with filtering historical data, too. The data format I have is 1-minute bars and not tick-by-tick data. Can 'bad' 1-minute bars be filtered out using NT7 Historical Data Manager (I'm still using NT 6.5)?

[NinjaTrader_Jason]

Hello billitin,

Yes, you can exclude minute bars in the Historical Data Manager in NinjaTrader 7 as well.

[billitin]

That's great news. Is it done in the same manner as removing bad ticks in NT 6.5 (check-mark "filter data" under Options>Data) or NT will do this automatically?

One more question: can I filter pre-existing data (not when I'm loading it into db)? I'm thinking to upgrade to NT7, port the db and then run filtering on the instruments. Also, to migrate db can I just copy old NT6.5 db file from the db folder into the new NT7 bd folder, or I have to go through some sort of NT7 wizard to do that? Thank you!

[NinjaTrader_Kyle]

Hi billitin,

The exclusion here is done using the same method as with tick data.

[billitin]

Hi Kyle, thank you for the flashing speed reply. There's one more question I had (I've edited my post below).

[NinjaTrader_Kyle]

Hi billitin,

1.) Can you clarify what you mean by filter data without loading it in the DB?

2.) "Also, to migrate db can I just copy old NT6.5 db file from the db folder into the new NT7 bd folder, or I have to go through some sort of NT7 wizard to do that?"

To Migrate, you'll need to use the wizard that loads automatically on NinjaTrader 7's first start-up.

[billitin]

Hi Kyle, What I was meaning by filtering data without loading it, was that I'll already have the data loaded, since I'll have my db ported (as far as I know in NT6.5 you can filter data only when you're loading it into NT, once it's there it's too late to change it).

The reason I've asked about copying db rather than porting it is that the .mdb file size is 2Gb+ and I'm afraid that importing wizard might choke on that.

[NinjaTrader_Jason]

Hello billitin,

NinjaTrader 7 will still allow you to filter real-time data using the 'Real-time tick filter', which you can find at Control Center-->Tools-->Options-->Data-tab. However, NinjaTrader 7 will allow you to edit historical data in the Historical Data Manager which was not available in NinjaTrader 6.5.

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

Unfortunately you cannot copy and paste the database file between NinjaTrader 6.5 and 7. NinjaTrader 7 uses improved database technology.

[billitin]

That's a great improvement in NT7, thank you for the info