NT Chart not plotting time periods when there is no volume

[happyfatguy]

Hello. I have run into an issue plotting charts with low volume. For periods where there is no volume, the time period does not plot. I am using a 2 minute chart for the stock AROW with Kinetick data. On the attached screen shot, for one day the period from 10:30 to 12:30 is pretty wide, for the other day it is really narrow. I would like for them to both be the same, and to see the price (and indicators) for every 2 minute period, even if there was no volume for that period.

I talked with NinjaTrader support and they said this was by design. Unfortunately it messes up my indicators and is not how other trading programs like StockFinder work.

Any suggestions or work arounds? Thanks in advance.

[NinjaTrader_CalH]

Hello Happyfatguy,

Thank you for your post.

Correct, the charts are designed to plot bars for that bar type with the data. If there is no data for that time then the charts will not create any bars for that time.

I am also not aware of any workarounds for this. However, I will leave this thread open for any of our other users to reply.

Let us know if we can be of further assistance.

[happyfatguy]

Indicators

Hi Cal,

Thanks for your response, and for your response to my support request.

The trouble that I am having is that indicators that I've created in other applications are not transferable to NinjaTrader because the show very different results. Well known indicators such as Bollinger Bands yield wildly different results as does simple moving average. The average of 8,5,5,5,7 is different than the average of 10,9,8,5,7, assuming the second two fives in the first example have no volume. Thus, I can't replicate my trading indicators from other applications.

Has this question not come up before? It seems like anyone moving from Worden or QuoteTracker or eSignal would have asked about it?

Someone on another forum where I asked the question suggested that different data providers may provide data for periods where there is no volume. Do you know of any?

Thanks in advance!

[NinjaTrader_CalH]

Happyfatguy,

What you can do to overcome this in your indicators is use a time range or DateTime structure instead of a bar count for the calculations.

Additionally, I am not aware of any data provider that supports this type of data.

[koganam]

Hello. I have run into an issue plotting charts with low volume. For periods where there is no volume, the time period does not plot. I am using a 2 minute chart for the stock AROW with Kinetick data. On the attached screen shot, for one day the period from 10:30 to 12:30 is pretty wide, for the other day it is really narrow. I would like for them to both be the same, and to see the price (and indicators) for every 2 minute period, even if there was no volume for that period.

I talked with NinjaTrader support and they said this was by design. Unfortunately it messes up my indicators and is not how other trading programs like StockFinder work.

Any suggestions or work arounds? Thanks in advance.

Maybe you can explain a bit better what you are expecting to see?

If there is no volume on a bar, then it means that no trade took place. Therefore, the Open == Close == High == Low. You wind up with a single data point representing that price, which is what I see and would expect, in the PRICE panel.

If your indicator is using Volume in its calculation, that is a different issue, not a lack of a price plot.

[happyfatguy]

Chart Plotting

Hi -

What I'm expecting to see is something like that the attached chart from StockFinder. You'll see lots of periods where there is no volume, yet the start still advances, as do the indicators. When I have a chart where the axis is a time series, I would expect that all periods in the time series are represented, regardless of whether there is volume or not.

I am trying to switch to NinjaTrader from another platform, and have purchased a lifetime NinjaTrader license, but am unable to because the two indicators that I produce vastly different results in NinjaTrader due to time periods not being plotted. For periods where there is no volume there is a plot, where OHLC are all the Close of the last period.

In NinjaTrader - vast numbers of periods are missing from the chart when there is low volume. Charts from day to day are dramatically different widths.

Cal, I appreciate your suggestion, but just don't understand it. I'm not using anything exotic. I can't even get a Bollinger Band to match any other charting platform. Are you suggesting that I hire someone to recode Bollinger Bands to produce their indicators differently? I simply select the indicator and enter a number of periods. One a one minute chart, I expect that 21 periods means 21 minutes. But in NT it does not. It could be an entire day for stocks with lower volume.

I was hopeful that there was a fix for this, or a chart option, or something. I'm happy to pay someone for a solution too, just can't seem to find one.

[happyfatguy]

Even on a Google finance chart, every day is the same width, regardless of Volume. This is what I am trying to achieve please.

[koganam]

Hi -

What I'm expecting to see is something like that the attached chart from StockFinder. You'll see lots of periods where there is no volume, yet the start still advances, as do the indicators. When I have a chart where the axis is a time series, I would expect that all periods in the time series are represented, regardless of whether there is volume or not.

I am trying to switch to NinjaTrader from another platform, and have purchased a lifetime NinjaTrader license, but am unable to because the two indicators that I produce vastly different results in NinjaTrader due to time periods not being plotted. For periods where there is no volume there is a plot, where OHLC are all the Close of the last period.

In NinjaTrader - vast numbers of periods are missing from the chart when there is low volume. Charts from day to day are dramatically different widths.

Cal, I appreciate your suggestion, but just don't understand it. I'm not using anything exotic. I can't even get a Bollinger Band to match any other charting platform. Are you suggesting that I hire someone to recode Bollinger Bands to produce their indicators differently? I simply select the indicator and enter a number of periods. One a one minute chart, I expect that 21 periods means 21 minutes. But in NT it does not. It could be an entire day for stocks with lower volume.

I was hopeful that there was a fix for this, or a chart option, or something. I'm happy to pay someone for a solution too, just can't seem to find one.

There must be something that I am not seeing.

I have taken the liberty of zooming into your original chart. The arrows I have put on the picture all point to price data that shows Open == High == Low == Close. That is what I would expect.

Have you placed the cursor on those points to see if the price is not reflected in the DataBox?

[happyfatguy]

Hi,

Thanks again for your reply.

It's a two minute chart. There should be about 10 times an many data points for this symbol.

The easiest thing to do is look at the time line on the axis. Look at the distance between time for two different days. One is much longer than then other. If you look at the data points, some will for 2 minutes and others for 24 minutes. Each are only represented by a single plot though. What I need is for every period to be represented on the chart.