How to plot weekend end-of-day data?

[karfey]

Hi,

I am having loads of problems trying to plot End-of-day data downloaded from either IB or google to be as it is. I have noticed many missing bars, all of which are due to Ninjatrader ignoring bars which have timestamp on the weekends.

How can I just get Ninjatrader to plot all the bars, regardless of weekends?

I don't want to figure out the timestamp of various regions. Since all the historical data is already in the database, my question is: can Ninjatrader simply plot all the historical data as it is?

Thanks very much for your time.

[NinjaTrader_ChristopherS]

Hello karfey,

The time frame that dat is displayed on the charts is controlled by the session template.

You can select the session template used on the chart in the Data Series window.

The Data Series window is the window that first opens when opening a new chart. You can access the Data Series window on an open chart by right clicking on the chart and selecting Data Series.

Once in the Data Series window, select Session template, select a session template and press OK.

The session template used for daily bars is provided by the data provider and cannot be changed in NinjaTrader.

To control the session template used for daily bars please use 1440 minute bars. (24x60=1440)

You can view/edit/create session templates in the Session Manager window. Below is a link to the Session Manager section of our help guide.

http://www.ninjatrader.com/support/h...on_manager.htm

[karfey]

Hi,

thanks for your quick reply.
I have come to understand the many issues with plotting data off historical table, unfortunately many of the workarounds are unsatisfactory.
Workaround #1: to use 1440min bars, but it is difficult to have minute data for longer pperiods. IB provides minute data up to 1 year.
Workaround #2: to change PC internal clock to tally with market data. This change is again unsatisfactory because the PC internal clock is universally used by all other softwares.

So can ninjatrader provide some settings which can simply plot the data very much like how Excel does it, without going into all the timestamp details?

Thanks.

[NinjaTrader_ChristopherS]

Hello karfey,

I would not recommend changing your PC clock.

You can manually add the data into the Instrument Editor window.

Below is a link to the Editing in the Historical Data Manager section of our help guide.

http://www.ninjatrader.com/support/h...ml?editing.htm

With a basic service subscription to Kinetick you will receive, at a minimum, and for all instruments Kinetick offers:

120 calendar days of historical Tick data (for building tick based charts, such as range and volume)
2 years of historical Minute data
10 years of historical Daily data
For more commonly traded symbols it is likely that more extensive historical data will be available, as well.

[karfey]

Ok. Is there ANY way to plot all the data points off historical table without going through all these workarounds?

A software should try to help perform a task as simply as possible, not to introduce layers of complexity to an otherwise straightforward task of plotting a series of points.

I am still hoping that there is a setting somewhere which simply ignores all these messy timestamp issues.
Thanks.

[NinjaTrader_ChristopherS]

Hello karfey,

For the data to plot on the charts you will need to receive this data from the data provider.

If the data is not supplied you will need to manually enter in the data in the Historical Data Manager window.

What instrument(s) are you trying to chart daily weekend data for?

[karfey]

Hi, thanks for your quick reply.
I think there is a misunderstanding. I have EOD prices of stocks traded in the US market (e.g. AAPL) with all the data intact for the past 3 years. However, when I run the ninjatrader Chart with the data, I found that the chart has missed out on all the weekend dates (weekend because where I stay, the market closes on the next day...so basically all Friday data are not plotted, all because the dates represented are Saturdays on the historical data.).

I am not trying to plot nonexistent data onto the Chart. I am trying to plot existing data on the historical data (which I have gotten off either IB or Google...which source doesn't matter) onto the chart.

[NinjaTrader_ChristopherS]

Hello karfey,

Please go to Tools > Historical Data Manager > Edit tab. Then select on of these instruments, click the + to expand the options. Then send me a screenshot of the daily data for the instrument.

[karfey]

Attachment

Hi,

can you please refer to the attachment in this reply?
There are 10 data-points from the new year '13' onwards.
However, I can only count 9 bars.

The missing bar is the one dated '12/01/2013', with EOD close at 520.

I need to plot this bar, regardless of the date in the timestamp.
Thanks.

[NinjaTrader_ChristopherS]

Hello karfey,

There is likely no data available for this day as it was a holiday.

You will need to manually add the data.

Below is a link to the Editing in the Historical Data Manager section of our help guide.

http://www.ninjatrader.com/support/h...ml?editing.htm

[karfey]

Hi Christopher,
the data is already in the historical table. Its timestamp is 12/01/2013, and closes at the price 520. This is the data for AAPL for your information. It is marked on a Saturday, coz that is the time the US market closes where I am staying.

Can you please tell me how can Ninjatrader plot that data point?

I am still hoping for a satisfactory answer from Ninjatrader, thank you.

[NinjaTrader_ChristopherS]

Hello karfey,

The time stamp in NinjaTrader is for the end of a bar. If a daily bar ends the next day, it will use that date for the time stamp.

The data listed for the 12th is the data for last Friday.

If you enable the databox on your chart, you should see the bar with a time stamp of 12/1/2013 and the OHLC information in this row.

[karfey]

Yes I understand. So basically the 11th Jan 2013 bar on your chart is my 12th Jan 2013 bar, but mine is missing from the plot. How can I plot that?

Btw, thanks for taking the effort to plot the AAPL barcharts.

[NinjaTrader_ChristopherS]

Hello karfey,

Please send a note to Support [AT] NinjaTrader [DOT] com with "ATTN: Chris S" in the subject line and I can take a closer look via a remote support connection.

In the message, please include the following:
1.) A link to this forum thread. http://www.ninjatrader.com/support/f...d.php?p=317075

[vanesavis18]

but i am already maintain it.