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    Data inconsistency

    I'm trying to use one of Gomi's product which is price ladder.

    What I'm really disappointed at right now is the data inconsistency.

    As you can see in the picture I have a blank period for ES and for ZB I don't have anything till

    the chart begins taking in some data.

    I use ninjatickfile as a rec format but I don't record because my datafeed, which is Rithmic, provided historic bid/ask data according to ninjatrader help guide.

    Please don't tell me that gomi's indicators are not native NT indicator and not supported.
    He's done enough for NT and least thing NT can do is supporting his indicators.

    Anyway, the way I see,,,it's not indicator problem because with the same indicator I get different results because of data inconsistency.

    If NT don't save historical bid/ask how come I get the data plotted on ES chart prior to 12:32?

    #2
    Unfortunately your screen shot did not come through - can you please reattach?
    MatthewNinjaTrader Product Management

    Comment


      #3
      screen shots

      Sorry,,
      I forgot to attached them.
      Attached Files
      Last edited by kalalex; 07-20-2012, 03:41 PM.

      Comment


        #4
        parameters for the indicator
        Attached Files

        Comment


          #5
          I have another question about this data corruption problem.

          Whenever NT doesn't close normally, like in a case of crash or live data disconnection, I have this data corruption problem.

          When I try to reopen NT after abnormal close, it takes forever to load charts.

          What's the "CORRECT" process to remedy?

          Thanks.

          Comment


            #6
            You should understand that NinjaTrader cannot provide support for an exotic product as GOM ladder modified by Tim and Zondor. The GOM framework uses a separate data base, as NinjaTrader cannot store synchronized bid and ask data, due to the 1-second granularity of its historical data base.

            Your "data inconsistency" has really nothing to do with NinjaTrader, as that data is not stored by NinjaTrader. Historical data is exclusively coming from the database files of the GOM framework, provided that you have recorded it.

            Why don't you ask Gomi or Richard (Zondor), if you have a problem with the indicator. None of the support staff of NinjaTrader knows the relevant details regarding the GOM framework, and it is really not their job to provide free support for complex third party indicators.

            I love that Ladder indicator as well, see screenshot,,,
            Attached Files

            Comment


              #7
              Hi,,,Harry,,,,or FT.

              This is not about the indicator.
              I think I should've picked some other chart screen when it happened.

              Ever since gomi made "ninjatickfile" rec format available I don't save(write) data for any of gomi's indicator.

              Also if you care to look at the picture I attached, they are minute charts. When I changed them to P&F chart all the ladder came up ok.

              And the more serious problem for me is the 2nd question when NT closes abnormally. When it happens I just can't turn it back on because 90% of the time I get blank charts saying "loading" forever.

              Comment


                #8
                I do not have abnormal shut downs of NinjaTrader, I had plenty of them back in the days of NT 6.5, but this is history now.

                Does NinjaTrader hang on loading charts, when you do not have any GOM indicators? If not, the problem is related to the GOM indicators and the GOM database.

                If you have loading problems, when you have no GOM indicators on your chart, then you should ask the question here, but show us a screenshot without any of the GOM stuff.

                Comment


                  #9
                  Originally posted by Harry View Post
                  I do not have abnormal shut downs of NinjaTrader, I had plenty of them back in the days of NT 6.5, but this is history now.

                  Does NinjaTrader hang on loading charts, when you do not have any GOM indicators? If not, the problem is related to the GOM indicators and the GOM database.

                  If you have loading problems, when you have no GOM indicators on your chart, then you should ask the question here, but show us a screenshot without any of the GOM stuff.
                  So you are saying that I still have GOM database issues even when I don't save/write with any of GOM indicators ?

                  All of GOM indicators I use,,,I use "ninjatickfile" with write parameter set "false" and data source as "file" when I have this option.
                  Last edited by kalalex; 07-22-2012, 05:38 PM.

                  Comment


                    #10
                    Originally posted by kalalex View Post
                    So you are saying that I still have GOM database issues even when I don't save/write with any of GOM indicators ?

                    All of GOM indicators I use,,,I use "ninjatickfile" with write parameter set "false" and data source as "file" when I have this option.
                    I did not say that. I think you need to check whether the problem you experience

                    (1) only occurs with GOM indicators added
                    (2) also occurs without GOM indicators

                    The GOM framework is an extremely complex piece of code, so you must exclude that it causes the problems.

                    If (1) you should ask Gomi or Zondor for help. If (2) you should address your problem to NinjaTrader support.

                    Comment


                      #11
                      Originally posted by Harry View Post
                      I did not say that. I think you need to check whether the problem you experience

                      (1) only occurs with GOM indicators added
                      (2) also occurs without GOM indicators

                      The GOM framework is an extremely complex piece of code, so you must exclude that it causes the problems.

                      If (1) you should ask Gomi or Zondor for help. If (2) you should address your problem to NinjaTrader support.
                      Harry,

                      This morning when I turned on NT it hung up big time.
                      It was working fine till I turned off the computer.

                      This morning data for ES won't load and for ZB the ladders were all stacked up in one big column.

                      So I disconnected from datafeed and repaired DB then cleaned out cache, tick, minute, day folders under db folder in NT.

                      This time I didn't load the workspaces with any of gomi's indicator.
                      Just one workspace with charts without any indicators and all the charts loaded up fine.

                      Then I opened the workspace with all the indicators and now it all fine.

                      What I don't understand is that none of gomi's indicator I use writes or saves data and still affect the saved data?

                      I assumed that by using "ninjatickfile" these indicators just drew up on the data saved.

                      I'll ask gomi about this.


                      Another question for you is that if you use saved binary data you don't have these problem on your end. I'm only asking this because you seemed like you use gomi's or Zondor/Timmy enhanced ladder.

                      Thanks.

                      Comment


                        #12
                        Originally posted by kalalex View Post
                        Harry,

                        This morning when I turned on NT it hung up big time.
                        It was working fine till I turned off the computer.

                        This morning data for ES won't load and for ZB the ladders were all stacked up in one big column.

                        So I disconnected from datafeed and repaired DB then cleaned out cache, tick, minute, day folders under db folder in NT.

                        This time I didn't load the workspaces with any of gomi's indicator.
                        Just one workspace with charts without any indicators and all the charts loaded up fine.

                        Then I opened the workspace with all the indicators and now it all fine.

                        What I don't understand is that none of gomi's indicator I use writes or saves data and still affect the saved data?

                        I assumed that by using "ninjatickfile" these indicators just drew up on the data saved.

                        I'll ask gomi about this.


                        Another question for you is that if you use saved binary data you don't have these problem on your end. I'm only asking this because you seemed like you use gomi's or Zondor/Timmy enhanced ladder.

                        Thanks.
                        I have been playing around with the ladder, but the whole process of writing those binary files takes up too many resources. Therefore I have never used it for live trading. But then I am not an order flow trader. So I am afraid that I cannot really help you with the GOM framework.

                        Comment

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