Unusual gap in the chart

[Jaro888]

Hello,

Please look at the attached picture of price chart to understad my question.

The unsual gap is show in a daily chart in a Market Replay, however the gap is displayed also in shorter timeframes.

I cannt understand where it came from. I am backtestig and papertrading several months and so far did not have such a problem.

Durig my backtestig and papertrading I used market replay data, and also downloaded historical data via my accout at InteractiveBroker.

Jaro

[NinjaTrader_RyanL]

Hello Jaro888,

Thank you for your post.


From the screenshot, it looks like the Market Replay data had downloaded a bad tick.

You can troubleshoot the situation by re-downloading this data from the Market Replay server and re-testing.

• Control Center > File > Utilities > Download replay data...

If re-downloading the data does not resolve the situation then I would suggest to delete this day of data and then re-download the same day.


You can locate this data from the following directory:

• C:\Users\<UserName>\Documents\NinjaTrader 7\db\data

Select the folder with the correct date (20121031) and delete this folder.




Please let me know if this helps to resolve the situation or if I can provide any further assistance.

[Jaro888]

Ryan L.,

Thank you, it helped.

I deleted that day from Market replay data, and reloaded again.

When I played back that day (1st oct 2012) within Market replay, the gap did not appear, so it was ok.

When I played back later day, starting as of 8th oct 2012, the gap appeared again. This happened because I had a setup to display previous 30 days before 8th oct
I have solved this by reloading the history data again from may broker. Afterwards this problem also disappeard.

I do not know whether or how ninja combines Market replay data with history data, however the problem is solved out.

Thank you again

Jaro

[NinjaTrader_RyanL]

Hello Jaro888,


Thank you for the information and I am glad to hear that the situation has been resolved.

Regarding Market Replay data and saved historical chart data:

Market replay is a special type of data that is meant to playback prior real time data. It records all updating events as they occur and then it's played back the same way it would when it's live.

The data provided by your data provider is used to build charts with real-time and historical data, which is the OHLCV data marked with a timestamp. There is currently no "playback" feature for this style of data.