Trade due to wrong data

[marcoheimann]

Hi,

I had an obvioulsly wrong data point in the 30 min eurusd at 1.1700. Unfortunately this falsely triggered a trade, that I could exit without damage.

Now I have two questions:
First, how did this happen? I first thought that it is data sent form My IB connection, since when hitting F5 the spike would reappear. But, then I saw that this is only true for the 30 min timeframe. In 60 min and Daily charts the spike was corrected on F5. Then I thought is was a chache problem and tried to load the chart on another PC, same spike in 30 min. No spike in IB's TWS though?

The second question is more important. How do I prevent this to occur again?

Marco

[marcoheimann]

I just checked in the historical data manager and found the wrong minute data point at 1.1700. I corrected it and now the chart plots fine.

But, I still would like to know how this happened, and how I can prevent it from happening again.

Marco

[NinjaTrader_Jason]

Hello Marco,

NinjaTrader receives data from the connected data feed as provided. You can enable the real-time tick filter to exclude any bad ticks you receive in real-time.

Please go to Control Center-->Tools-->Options-->Data-tab. Subsequently, enter a percentage for the 'Filter bad ticks % off market' field. A value of of 5, represents 5 %. So if a real-time tick is outside the range of 5 % compared the tick received prior, it will be excluded.

[ArnoB]

Hi!

Same issue here: a spike at 1.1700 with eurusd.
I managed to correct the tick and minute data, so every chart is ok, except the daily...
After a change & save, the low in "day" keeps popping back at 1.1700...

Any ideas?
Thanks!

[sledge]

Hi!

Same issue here: a spike at 1.1700 with eurusd.
I managed to correct the tick and minute data, so every chart is ok, except the daily...
After a change & save, the low in "day" keeps popping back at 1.1700...

Any ideas?
Thanks!

cross linking

http://www.ninjatrader.com/support/forum/showthread.php?t=52230

[marcoheimann]

Hi Arno,

So far my daily chart got fixed when I changed the daily data in historical data manager. So I had to chage tick, minute and daily data separately.

Marco

[ArnoB]

Thanks Marco,

I did all this and the changes were saved.
When I reloaded the charts everything is ok, except the daily: the low is back again on 1.1700.
So it must be something else...

[NinjaTrader_Jason]

Hello ArnoB,

Can you please delete the change you made and subsequently apply it once more. Make sure you click the Save button in the lower left corner of the Historical Data Manager after you made the change. Reload data in the EURUSD daily chart and check if the changed value is loaded.

[ArnoB]

Hi Jason,

That doesn't work either, I'm afraid.
After the reload the "low" value is "changed" (yellow), but still on 1.1700.

[NinjaTrader_Jason]

It works for me and others as well. Can you please shut down NinjaTrader and delete the following folder:

C:\-->Users-->*Windows user account*-->Documents-->NinjaTrader 7-->db-->cache

Start NinjaTrader and check if the changed value is still reflected in the Historical Data Manager. Subsequently check if the chart holds the changed value as well.

[ArnoB]

Hi Jason,
I'm not much of a Windows guy...
Would that be in XP:
C:\Documents and Settings\Administrator\My Documents\NinjaTrader 7?

If so; no improvement...
Maybe change first, no reload and then shutdown & delete?

[NinjaTrader_Jason]

Yes, that is the folder I am referring.

Try the following. Go to Control Center-->Tools-->Historical Data Manager-->Edit-tab and delete all historical daily data for the EURUSD. Also delete the change you made.

Shut down NinjaTrader and delete the cache folder once more.

Start NinjaTrader and load new data.

Apply the change and check if the change is applied in the chart when reloading historical data.

[ArnoB]

YES!
That did the trick!
Thanks, Jason!