Cannot get OFA working with Market Replay (manual trading)

[Delerium]

HI,

I used third party software to download several months of data on a few instruments (ES, ZB and CL) and I wanted to use OFA on this data so I could practise seeing weak and strong bid and ask. Instead I am getting nothing on my charts. I cannot see anything when I run regular candle charts either. I am using the market replay connection.

Are there settings I need to change to get the OFA bars to work?

[NinjaTrader_Kyle]

Hello,

Thank you for your post.

Which date's data are you playing back? Are you using the correct futures contract for that date? For example, if I was replaying replay data from a date in November I would need to use the 12-15 contract of ES in my charts in order to see data.

[Delerium]

Yes, I was trying to replay back data from Sept or Nov for the ES 12-15 contract. I am getting a blank screen.

[Delerium]

Here is a screenshot, as you can see nothing there:

https://gyazo.com/67f8365c09ce9632836a548feec40634

[NinjaTrader_Kyle]

Hello Delerium,

Please right click in the playback control window and select Available Data. In the Available Data menu click the '+' button to the left of ES 12-15. In this window, do you see Level I data for the date(s) which you are playing back?

[Delerium]

Sorry there is a problem with my screenshot software, here is another:

https://i.imgur.com/77xGqti.png

[Delerium]

Yes I see level 1 and level 2.

https://i.imgur.com/gQTFav9.png

[NinjaTrader_Kyle]

Hello,

In the image which you provided I see that the Available Data menu shows data for the continuous contract of ES, ES ##-##. This data would not play back in a ES 12-15 chart. Will data play back in a new ES ##-## chart?

[Delerium]

FYI I used the downloader from marketreplay.net to download a few months of data.

https://i.imgur.com/wo8yNPk.png

I emailed them about this issue and they said there should be no reason why it would not work on custom bars.

[Delerium]

Good suggestion but this is what I get now, this single blurry candle when I fast forward, no bid or ask volume information:

https://i.imgur.com/o3zkYB7.png

[NinjaTrader_Kyle]

Hello,

Do you encounter the same behavior in a new minute based chart or does this appear to occur only when the OFA bar type is selected?

[Delerium]

Time-based chart looks fine:

https://i.imgur.com/a461MUC.png

[NinjaTrader_Kyle]

Hello,

Thank you for clarifying.

Unfortunately, I do not have any documentation on the OFA bars which I can use to further troubleshoot this behavior. Due to this I would recommend that you reach out to OFA to see if they can offer any clarification on why this bar is functioning in this way when using Market Replay.

[Delerium]

Okay thanks for your help Kyle.

[Delerium]

Okay I made a bit of progress, there was an OFA video on this and they said to use data type 2 but set days to load as 1. This is what I see now:

https://i.imgur.com/y2LMygq.png

I am only using OFANinja no other indicator from OFA. I can see bid and ask volume HOWEVER, it only paints ONE candle. Any new data is reprinted over past bid ask volume data.