Problem Switching Computers

[scottreynolds]

I placed a couple trades this morning at home on my laptop and exited those positions, closed NT and then came to work and opened the same chart on my work computer and something is definitely not being drawn correctly (please see attachment). First, I'm guessing it correctly says "external", since the trades were placed on a different computer. But look at how it's drawing the small arrows indicating trade entry - nothing is aligned correctly.

[NinjaTrader_Matthew]

Are these live trades? Who is your broker?

From the Executions tab, do the timestamps line up with the time you connect?

It's likely that the brokerage you're using does not send the time stamps when injected these external executions. As a result, the time stamp will reflect the time your database received the execution. The price should be correct for these trades.

[scottreynolds]

Yes, live trades; broker is AMP. The Time column is wrong on the Executions tab - it says 10:17 but I took the trades before 9AM. Any suggestions?

[NinjaTrader_Matthew]

Hello,

This is expected as the execution times are not downloaded. They will be time stamped with the time you connected.

[scottreynolds]

Is this a broker-specific issue? Are you saying that other brokers might handle this correctly? Like which ones?
Thank you.

[NinjaTrader_Matthew]

I don't have a list. But most brokers do not even send this information. This is a value added service from AMP, but it does have limitations. It's just the time that is off. The performance reporting will be correct in terms of PnL which is what this was designed for.

If you want the same exact executions times to be plotted on your chart, you can transfer your database from one PC to another using the backup/restore feature - http://www.ninjatrader.com/support/h...p__restore.htm

[scottreynolds]

One of the short trades I took before 9AM was at 95.75 (according to my Executions tab), but look at the attached image of the chart from my work computer - price is no where near 95.75 - shouldn't at least the price data show correctly on my chart, nevermind the trade data? I'm starting to think that my chart at work is completely unreliable since I had it opened at home this morning.

[NinjaTrader_Matthew]

Was the trade on the CL 02-13 or CL 03-13?

Have you adjusted your rollover dates for the CL 03-13? It's not scheduled to rollover until next week.

If you wish to roll over to the 03-13 now, you will need to change the roll over date for this contract.

You can do this by going to Tools--> Instrument Manager--> locate the instrument and select 'Edit'.

From the Instrument Editor, click on the Misc tab--> scroll down the the "Contract Months" section.

Click here for more information on Understanding the Misc tab > Contract Months

Please change the rollover date to the date you wish to roll over.

Once you have made this change, you can right click on your charted instrument and select 'reload all historical data'.

[scottreynolds]

I am trading CL 03-13 since the volume is greater than CL 02-13. I am back at the computer where I actually took the trades this morning. I opened NT and a CL -3-13 chart and look how the printed trade entry and exit prices don't correspond to the legend of the chart. I've never seen this before. What's going on with this?

[NinjaTrader_Matthew]

Looking at the chart, it appears the CL 03-13 is still merging into the CL 02-13 contract for your chart.

If you started trading the CL 03-13 in 1/18, you need to make sure you've updated the merge policy to reflect this.

[scottreynolds]

I don't understand what you mean by "merge". If on 1/18 I open a chart for contract, CL 02-13, I would expect to see real-time prices for that contract. And if I open a second chart for CL 3-13, I would expect to see the correct prices for that contract. I can choose to trade either or both contracts. In my mind, they are separate contracts having nothing to do with each other - their data is independent from each other. So, I'm really thrown off by the notion of having to merge data. Can you please elaborate?

[NinjaTrader_Matthew]

There is an automatic merge policy that is enabled on Futures contracts. The previous contract historical data into the current contract on a date defined in the instrument manager. This is setup to create a continuous contract so you can load historical data. If you load a chart for a contact before this rollover date, you will see the behavior you're seeing in the next contract.

If you would rather just load the raw data for each contract, you can disable the merge policy under Tools--> Options--> Data tab--> set the "merge policy" to "Disabled".

You can read more on 'Understanding Merge Policy' from the following link:

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

[scottreynolds]

I appreciate your patience and I'm sure you can understand how disconcerting my last attachment is. I need to have trust that I am understanding the data correctly.

Tell me if I have this correct - I opened a chart on 1/18 (CL 03-13) for a contract whose rollover date is in the future (1/21 in my system). And because my merge policy is set to MergeBackAdjusted, I actually got 02-12 data plotted despite really wanting 03-13 data.

This feature seems to be only relevant when dealing with historical data and testing when a time frame is requested that spans more than one contract period - so in that case, this feature totally makes sense. However, for anyone trading live, can you ever think of a case where setting the merge policy to anything other than "disabled", makes any sense?

[NinjaTrader_Matthew]

If someone had indicator values, etc that needed be used from historical prices, this feature will come in handy. This is used by most of our users and they prefer the merge policy. However, you do need to be mindful of the rollover date when using it.

[scottreynolds]

What about my 2nd paragraph - is my description accurate?