jtRealStats replay

[lechad]

I am unable to see jtRealStats indicator on a chart when using market replay data downloaded from NT. The indicator is turned on, Level 2 data is running on DOM, but jtRealStats will not show.

This indicator works just fine when I use replay data previously recorded onto my PC during the day.

I have no problem with this indicator during live trading.

Did anybody have the same problem?

[NinjaTrader_Jason]

Hello lechad,

Does it work if you increase the From and To dates of the Market Replay? I am not sure how this indicator functions. Could it be there was not enough data replayed for the indicator to plot?

How much Market Replay data did you record? If you download a similar amount of data and replay it, does the indicator plot?

Do you perhaps see any error messages in the Control Center-->Log-tab when you apply this indicator?

[lechad]

Hello Jason,

Here is what I did today:

For NG futures, for Tuesday session, I downloaded replay data Level 1 and 2 from NT. The indicator did not plot. Log message: "Error on calling 'OnMarketDepth' method for indicator 'jtRealStats7': You are accessing an index with a value that is invalid since its out of range. I.E accessing a series [barsAgo] with a value of 5 when there are only 4 bars on the chart."

For Wednesday session, I replayed the data I previously recorded on my PC during the day. The indicator worked fine.

Then, for Wednesday session again, I downloaded Level 1 only from NT. I used Level 2 from my PC. During replay jtRealStats worked well.

Later I replayed (fast forwarded) both sessions back to back, Tuesday and Wednesday. The indicator did not work during Tuesday session. Then it did not work for Wednesday session until I refreshed the indicator.

Thanks

[NinjaTrader_Jason]

The error message indicates the indicator tries to access an index that is not available in the chart. You will need to avoid the indicator trying to access such an index to avoid the error from occurring.

Does it work if you download Replay data for Monday?

[lechad]

I am confused.

It is not an index, it is Natural Gas futures I am reviewing (NG 11-12). And the indicator works fine with Level 2 data I previously recorded on my PC (from Interactive Brokers) during the day. But it doesn't work with Level 2 data downloaded from NT.

I wonder if this has anything to do with the Kinetick symbol mapping. On advise of NT staff in the past, I had to reconfigure "+NG" to "QNG" to get real-time access to Nymex with Kinetick.

jtRealStats has always worked from data I recorded during the day. The indicator ploted on Monday, Friday last week or any other day in the past. As long as the data was recorded on my PC during the day.

It is only now I would like to use NT downloaded data as it covers the time my PC is off (pre-market, after-market, when my PC is off for the day).

I hope this helps.

Thank you.

[NinjaTrader_Jason]

The error does not refer to the instrument you apply it on. It means the indicator tries to access some value that does not exist.

I do not see it related to the symbol mapping.

Does it plot on Tuesday data if you download Monday data?

If you right click the Market Replay control window and you select 'Available Data', do you see L2 data listed for all hours of Tuesday after you click the plus icon in front of the NG 11-12?

[lechad]

The indicator does not plot on Tuesday data if I download Monday data as well. Nor it plots Wednesday data (all three downloaded from NT).

Only data recorded during the day on my PC plot.

When I right-click the Market Replay window, and select NG (or CL or GC, also downloaded from NT) as you suggested, the window will show Level 2 data present for all three days, start from after midnight till just before midnight of each day. The Level 2 is there. When I run replay and open a Level 2 Window, the Level 2 Window plots data all right.

Here is a thing. When I pause the replay and refresh jtRealStats7 (or Ed'sLevel2 indicator for that matter), both of these indicators will pop up on chart after refresh. Then I start replay again, both indicators will actualy change bit/ask and be active for a split moment. But as soon as the price moves (up/down) one tick, any of these indicators will dissapear immedialy.

Thank you.

[NinjaTrader_Matthew]

Are there any errors on the Log tab of the Control Center when the indicator is started or when the plots disappear? If so what do these errors report?

[lechad]

Yes, same message all the time. Please see post #3 above.

[NinjaTrader_Jason]

Hello lechad,

I am not sure why the indicator is trying to access values that are not available when you download Market Replay data opposed to recording it yourself.

Can you export this indicator and send it over so I can test it on my end. You can find instructions to export indicators at the link below.

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

Please send it to support[at]ninjatrader[dot]com and put 'Att Jason, jtRealStats replay' in the subject header.

[Theo Heine]

Hello Jason,

Can you tell me if the issue discussed in this thread has been solved and if yes how? I have the same problem.

Thank you!

Theo

[NinjaTrader_Jason]

Hello Theo,

Sorry I cannot recall. Can you please send me your indicator.

[lechad]

Hi Theo,

Download JT_Realstats_RJ7v301, that works well on NT replay as well as real time. I think I got it from Big Mike forum.