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Bad Tick Filter?

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    Bad Tick Filter?

    What is the best setting for it? Should it be used it all because I have to turn it off for market replay so it doesn't change the chart around.

    if others use it, tell me what settings/percentage works best for you?

    #2
    This realy would depend on the market you are trading. We have not done any testing on what good values may be, you would have to experiment.
    RayNinjaTrader Customer Service

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      #3
      Is a solution to filter bad ticks in historical data something we can expect for NT7?


      Its incredibly annoying to have an entire chart with months of data made worthless because of a single bad tick.



      One solution to this I can think of is to have the user click on the bad tick with a modifier key (Crtl+Shift+click or something) and then have NinjaTrader replace the offending tick using the average of the two adjacent ticks.

      The biggest problem is not the tick itself, but rather the effect on the price axis scaling, so that be another angle from which to arrive at a solution...

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        #4
        Thanks for your suggestion. We'll add it to the list of future considerations.
        DierkNinjaTrader Customer Service

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          #5
          Is a solution for this currently planned for NT7?

          Look at this horrible spike from last thursday on the GBPUSD! (eSignal data feed)

          It went to over 100x its normal price range, which pretty well makes this instrument untradable now except for very short term as every indicator based on price is way out of whack and the chart is unreadable.



          Any solution, even if its completely manual would be much better than nothing.

          What about editing the 'NinjaTrader.mdb' file in Access? Could that work?

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            #6
            Hello,

            You could try deleting the historical data via the Control Center --> Tools --> Historical Data --> Delete.

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              #7
              I think I might have found the beginnings of a solution.

              I noticed that if I plot any type of moving average with a period of 1, there is no perceivable difference in the data, but the bad tick is removed!



              Aside from plotting the MA in panel two and minimizing panel one, are there any other potential work arounds? Can I prevent the price data from plotting altogether, or or fix the vertical axis?

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                #8
                Using the real-time tick filter will do what you need in real-time. For historical data, we have tick editing on our list for NT7.
                RayNinjaTrader Customer Service

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                  #9
                  Bad Tick Filter

                  I also would very much appreciate a bad tick filter. IB has plenty of them on their historical charts (that explains that they are cheaper than others...)!

                  Comment


                    #10
                    Tick editing

                    Is it still on your agenda for NT 7?

                    Having problems regularly, because I can not cut off spikes. If they remain in the chart, they tend to falsify indicators depending on lows or highs such as Pivots or all indicators that use the typical price instead of the close.

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                      #11
                      Missing Tick Filter

                      Want to come back with this issue. This is really important. Not being able to filter bad ticks of historical data makes the data and all indicators based on those worthless.

                      It means that all backtesting and charting capabilities of NT are hypothetical but not real, if there is a single bad tick! It is difficult to understand that there is no tool to edit the database and correct a bad tick. I mean this is really basic.
                      Attached Files
                      Last edited by Harry; 11-02-2008, 04:49 PM.

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                        #12
                        Thanks for your comment. We have this feature on our list of future considerations yet. Unfortunately we can't commit to an ETA at that time.
                        DierkNinjaTrader Customer Service

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