Strategy Analyzer (Chart) and Chat show different data

[Shai Samuel]

I am backtesting a strategy with data from 5/1/13-11/2/13. For debugging, I opened a second chart of the same instrument (ES 12-13) for the same period (I move the date of Chart, by changing the End date=7/10/13 and the days to load=19).

The Charts look the same, but the prices values are different, as you can see by the screen shots.

When changing the Chart to load 208 days from today, they are indentical.

[NinjaTrader_PatrickH]

Hello Shai Samuel,

Correction to my last post; this is unrelated to the Merge Policy.

As the data is loaded to different dates and days to load, the results of the strategy are different. Each chart is beginning to calculate values on different bars.

Please let me know if I may be of further assistance.

[Shai Samuel]

Thanks Patrick.

This doesn't make much sense when 2 charts of the same day show similar looking bars, with very different values. There is a scale difference between the left and right charts of 6.75 points.

This looks like a BUG of a situation, which probably not many people will use (opening the chart for date in the past). I explained how you can try and reproduce it.

[NinjaTrader_PatrickH]

Hello Shai Samuel,

Thank you for your response.

Please go to Tools > Options > Data > Merge Policy > DoNotMerge > OK. Then reload data on the charts, are the results similar after the data reload?

I look forward to your response.

[NinjaTrader_PatrickH]

Hello Shai Samuel,

Thank you for your patience.

The Merge Policy of DoNotMerge will not provide the data that far back for the current contract as the historical data would not be merged. When using a Merge Policy such as MergeBackAdjusted or MergeNonBackAdjusted, the data will be merged from contract to contract to form a continuous contract. However, there is a limitation in NinjaTrader when setting the End Date to a date behind a rollover date. This will result in the Merge Policy not merging the data into the contract that would follow. So the ES 06-13 data is not merged into the ES 09-13 for example.

In this case you can use the contract month for that date exclusively (ES 06-13 for example) or you can call a continuous contract from your provider (if they support this data) in NinjaTrader by selecting the expiry of "##-##".

Please let me know if I you have any questions.