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Strange mismatch of data on charts

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    Strange mismatch of data on charts

    Hi,

    I'm running the same strategy once with the Strategy Analyzer and then display the results on a separate chart to see the data plots. The charts look exactly the same, but the strategy entries and exits do not align at all.
    I have checked that the session templates are the same, reloaded the data several times, even used different time frames on both - but the discrepancies remain.
    Any idea ?

    Thanks.

    #2
    Hello bkool,

    Could you clarify how you are getting the separate chart to see the data plots?

    Also, if you use the SampleMACrossOver Strategy that comes preloaded inside of NinjaTrader do you receive the same results?
    JCNinjaTrader Customer Service

    Comment


      #3
      Thanks

      Well, SampleMACrossOver didn't work as well, so deleting the db, not just reloading, solved the issue.
      I also unchecked the "Save chart data as historical", which potentially may cause some of these discrepancies. What do you think?

      Thanks JC.

      bkool.
      Last edited by bkool; 01-16-2013, 04:14 AM.

      Comment


        #4
        JC hi -
        I thought this issue is done by deleting and reloading data, but probably there is more to it.
        I opened two other Workspaces that I have with different charts, and the discrepancies mentioned above had returned. It looks like "data contamination" which may occur between Workspaces.
        Would it be wise to have separate db folders for each Workspace??

        Comment


          #5
          Hello bkool,

          NinjaTrader will only be able to access the "db" folder and you would not be able to access another folder simultaneously.

          Does it help if you right click inside the chart and select "Reload All Historical Data"?
          JCNinjaTrader Customer Service

          Comment


            #6
            Not at all, JC, see my first post here. Only full delete and reload did it for a while until other workspaces were loaded.
            I believe this is a series issue when working with multi time frames and instruments. It could be either data quality or conflicts between data types like daily and minute, between instruments like ES 03-13 and ES ##-##, or between session types.
            Please suggest some other solution and I'll be happy to test it out.

            Comment


              #7
              Hello bkool,

              Who is your data provider so that I may look into this?
              JCNinjaTrader Customer Service

              Comment


                #8
                I am using CQG datafeed.

                Comment


                  #9
                  Hello bkool,

                  Could it be the chart has less/more historical data than the Strategy Analyzer backtest? If the data is not exactly the same, you can get different results.

                  Do you see the same results if you create two Strategy Analyzer windows and you perform two identical backtests?

                  If the issue remains, please try the following. Shut down NinjaTrader and delete the following folder:

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

                  Start NinjaTrader and check again.
                  JasonNinjaTrader Customer Service

                  Comment


                    #10
                    Hi Jason,
                    Thanks for your reply.

                    Indeed, clearing the cache and the other dbs is helpful. I have no such issues any more as long as I don't open the other Workspaces that contain different sessions and instruments.
                    You may need to reproduce the issue at your end in order to trace its source. Just remember that the strategy is a multi - instruments and time-frames.
                    Best,
                    bkool.

                    Comment

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