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Tick Filtering

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    Tick Filtering

    It would seem and I have seen on a post that tick filtering works in realtime, this is not my experience. I figured out how to enable the tick filtering today but it doesn't happen in realtime.

    Do I have the wrong expectation?

    I closed and re-opened the workspace to see the data corrected, that is not very efficient. I saw on a post where I can right-click on the chart and reload historical data which is better but best would be for it to happen automatically.

    Any feedback appreciated.

    #2
    Originally posted by gdavis74 View Post
    It would seem and I have seen on a post that tick filtering works in realtime, this is not my experience. I figured out how to enable the tick filtering today but it doesn't happen in realtime.

    Do I have the wrong expectation?

    I closed and re-opened the workspace to see the data corrected, that is not very efficient. I saw on a post where I can right-click on the chart and reload historical data which is better but best would be for it to happen automatically.

    Any feedback appreciated.

    What have you set up?

    Are you using NT tick filtering to filter on 20% out of range? 10%?

    Are you looking at stocks like SPY that do odd things all the time with 'odd fills'?

    I don't think I've had a problem since I've enabled it in NT.

    I've attached an image of my setup.

    Can you provide a chart with these bad ticks the next time it happens? And show your NT Options setup...
    Attached Files

    Comment


      #3
      No need showing a snapshot of my tick filter option. I have it set to 0.1%

      I'm attaching an image of SPY on 04-12-13. 5 minute time frame.

      Look at the 8:30am spike up.

      Reload all historical data doesn't fix it either.

      Like I said, the bad ticks don't correct until I 'Reload all historical data' and in the case of the 8:30 bad tick, it won't go away even when using reload.
      Attached Files

      Comment


        #4
        Glen,

        Please contact us via email at Support AT NinjaTrader DOT com.

        With your message, include:
        1.) A link to this forum thread.

        2.) A copy of your Config file. The file is located in the Documents > NinjaTrader 7 folder and is named 'Config'.
        KyleNinjaTrader Customer Service

        Comment


          #5
          Done, thanks Kyle

          Comment

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