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faulty bars?

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    faulty bars?

    Hi
    while backtesting my strategy, I figured out a few strange bars.
    I use the Kinetick EndOfDay(free) data feed.
    Was the Price on these days really that way? Or is this an mistake from the data feed?
    i added a few pictures.

    Palladium:


    Sp500:


    RobustaCoffe:

    #2
    Hello FlexW,

    Thank you for your inquiry.

    I would suggest deleting your historical data for these instruments and downloading this historical data once more to see if this resolves the odd bars.

    To delete your historical data please follow the steps below:
    • Within the Control Center go to Tools> Historical Data Manager> Edit
    • Select the data you want to delete, right click on it, and select 'Delete'
    • Once the data has been deleted close NinjaTrader
    • Open the Documents\NinjaTrader7\db\cache folder
    • Select all files then right mouse click and select 'Delete'
    • Open NinjaTrader and connect to Kinetick End of Day
    • Open a daily chart for each of the instruments to re-download the data


    I have provided a link below to our Help Guide that goes over how to delete historical data.



    Once you have done this, attempt to backtest once more.
    Zachary G.NinjaTrader Customer Service

    Comment


      #3
      thanks for your fast answer. I tried it, but it didnt helped..

      Comment


        #4
        Hello FlexW,

        Can you verify on a regular chart (File -> New-> Chart) if the bars replicate what is shown in the chart from your backtest results?
        Zachary G.NinjaTrader Customer Service

        Comment


          #5
          yes i´ve already tried this. same Problem.

          Comment


            #6
            Hello FlexW,

            Please delete your historical data once more and reset your instruments to see if this resolves your issue:

            To reset your instruments please follow the steps below.
            • Disconnect from your data feed: NinjaTrader Control Center> File> Disconnect> Select your data feed.
            • Reset your Instruments: NinjaTrader Control Center> Tools> Options> Data tab> Reset Instruments>OK.
            • Shut down NinjaTrader and Open the Documents\NinjaTrader7\db\cache folder
            • Select all files contained in this folder then right mouse click and select 'Delete'
            • Restart NinjaTrader> Connect (NinjaTrader Control Center> File> Connect> Select your connection.
            Zachary G.NinjaTrader Customer Service

            Comment


              #7
              i ve tried it. already there..
              added a screenshot from the sp500:

              Comment


                #8
                Hello FlexW,

                Thank you for the additional information.

                It looks like we are able to reproduce these erroneous bars on our end.

                We'll be contacting the Kinetick server team about this.

                Can you please specify the times that these bars occur on the other instruments as well?
                Zachary G.NinjaTrader Customer Service

                Comment


                  #9
                  sure

                  Day.Months.Year

                  CF: 9.1.2006 ; 4.12.2015
                  PL: 20.6.2004 (from 20.6.04 till 6.12.04 there is no data!)
                  PA: 23.1.2004-27.9.2004 is also no data ; 8.1.2001
                  and the Sp500 wich i had alredy sended.

                  this is what i detected with my backtesting, maybe there are some more..

                  Also there are sometimes the high low open or close lost from the bar:



                  thank you for your help!

                  by the way, I always use the SYMBOL ##-## Instrument. Example: FDAX ##-##
                  Last edited by FlexW; 12-11-2015, 02:45 PM.

                  Comment


                    #10
                    Hello FlexW,

                    This should now be corrected

                    Please right click on the chart and select Reload All Historical Data
                    Christopher S.NinjaTrader Customer Service

                    Comment


                      #11
                      Hi

                      the faulty bars are now corrected. thank you.
                      But the data for a few months is still missing.

                      Comment


                        #12
                        Hello FlexW,

                        Please detail what is still missing
                        Christopher S.NinjaTrader Customer Service

                        Comment

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