Getting erroneous charts.

[molecool]

Another one...

I have two concurrent charts running - both 60-min EURUSD. The active candles are completely different from each other and the one on the right once again is showing a data spike.

Enclosed again the exported data files.

[NinjaTrader_Matthew]

molecool,

Thanks - I've been running this on the $EURUSD all morning and have not seen any spikes.

What is different between the two charts you're running?

If you were to create a fresh chart without any templates or indicators/strategies running, do you see the same behavior on that chart?

Do you have another machine you can test on? I'd be happy to provide you with a guest kinetick account to try from a clean install in NinjaTrader to eliminate any network/latency items.

[Harry]

I have already explained that the problem goes away when you toggle between instruments.

The spike can only be observed once, that is

-> if you open a second identical chart there will be no spike
-> if you switch the first chart with the spike to another instrument and then back, the spike will disappear
-> if you open three charts, only the first one will show the spike


Once you have done this, you have to wait for 30 or 60 minutes, before you can produce a spike for this instrument again. Remember that both direction of spike and cumulated volume depend on the real-time data which is being collected during the waiting period.

It is easier to produce spikes on a 1 minute chart than a 60 minute chart, because the relative size of the spike is more impressive on the 1-minute chart and can be easily overlooked on higher timeframe charts.

[NinjaTrader_Matthew]

Thanks for chiming in Harry. Your expertise is always welcome.

We're aware of your report which so far we could not reproduce. We're not sure at this point if these two items are exactly related, but we'll keep all of this in mind as we look for solutions in terms of molecool's report.

[molecool]

molecool,

Thanks - I've been running this on the $EURUSD all morning and have not seen any spikes.

What is different between the two charts you're running?

If you were to create a fresh chart without any templates or indicators/strategies running, do you see the same behavior on that chart?

Do you have another machine you can test on? I'd be happy to provide you with a guest kinetick account to try from a clean install in NinjaTrader to eliminate any network/latency items.

The difference is that the one on the right didn't have any indicator/strategies running. And as I pointed out - BOTH showed erroneous data. The one on the left has an improper high and the one on the right a downside spike which does not exist (i.e. the problem Harry experiences as well).

Not sure what else to offer - very frustrating as it completely puts me out of commission.

[NinjaTrader_Matthew]

molecool,

Would you be able to send me a copy of your entire NinjaTrader user data directoy? You may remove any custom indicators or assemblies you do not wish to share.

Once you have temporarily removed the information you wish, please shut down NinjaTrader and zip your entire NinjaTrader 7 folder in (My) Documents

This may take some time to compress and I'd expect the file to be very large. You may feel free to clean up some of the information such as your extended data in the DB folder, however any information you exclude may exclude the key to what is triggering this behavior

Once you have a copy of the NinjaTrader 7 file in a zip archive, please use www.wetransfer.com to send the file to support[at]ninjatrader[dot]com with ATTN Matthew in the body.

I get into the office 8:00AM Eastern and can have an environment set up shortly there after so I will be looking out for this information.

I sincerely appreciate your thoroughness and patience in this matter.

Thanks in advanced.

[molecool]

Maybe found the culprit

molecool,

Would you be able to send me a copy of your entire NinjaTrader user data directoy? You may remove any custom indicators or assemblies you do not wish to share.

Once you have temporarily removed the information you wish, please shut down NinjaTrader and zip your entire NinjaTrader 7 folder in (My) Documents

This may take some time to compress and I'd expect the file to be very large. You may feel free to clean up some of the information such as your extended data in the DB folder, however any information you exclude may exclude the key to what is triggering this behavior

Once you have a copy of the NinjaTrader 7 file in a zip archive, please use www.wetransfer.com to send the file to support[at]ninjatrader[dot]com with ATTN Matthew in the body.

I get into the office 8:00AM Eastern and can have an environment set up shortly there after so I will be looking out for this information.

I sincerely appreciate your thoroughness and patience in this matter.

Thanks in advanced.

Hi Matthew - thanks for keeping the ball rolling. I have a sneaking suspicion as to what may have caused it. Now I'm not 100% certain and will need a few more days of testing but here it goes:

My strategy was doing a DrawText() call where it was possible for it to paint a label one bar ahead. Meaning the index wasn't 0 - it was -1. That little hack works fine as long as there are more bars on the chart but if it's the very last one it can cause trouble as it's painting ahead of the current transition candle.

What I have done is to look at the bars[] array and am checking whether it's the last bar on the chart. If it is then I'm omitting the DrawText operation as well as candle highlighting - which may also be the culprit now that I think about it ;-)

Since I put in that code I have not seen errant behavior but it would be a bit early to pop the champagne. I'll give it a few more days to make sure that this is what was causing this. It's not impossible that unorthodox draw operations may break Ninja's charting. What would be your take on this theory?

[NinjaTrader_Matthew]

Hi Matthew - thanks for keeping the ball rolling. I have a sneaking suspicion as to what may have caused it. Now I'm not 100% certain and will need a few more days of testing but here it goes:

My strategy was doing a DrawText() call where it was possible for it to paint a label one bar ahead. Meaning the index wasn't 0 - it was -1. That little hack works fine as long as there are more bars on the chart but if it's the very last one it can cause trouble as it's painting ahead of the current transition candle.

What I have done is to look at the bars[] array and am checking whether it's the last bar on the chart. If it is then I'm omitting the DrawText operation as well as candle highlighting - which may also be the culprit now that I think about it ;-)

Since I put in that code I have not seen errant behavior but it would be a bit early to pop the champagne. I'll give it a few more days to make sure that this is what was causing this. It's not impossible that unorthodox draw operations may break Ninja's charting. What would be your take on this theory?

That is interesting - I'm not immediately aware of any items here, but I typically do not draw ahead in my personal experience.

I can check in with a few heads around here and get their thoughts. As far as the theory, it sounds testable/reproducible so that's always great. Thanks for the follow up and let me know if this report changes.