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Limit Orders Fills Up Without Price

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    Limit Orders Fills Up Without Price

    Why does Limit Order Fills up without price ?
    Attached Files

    #2
    Hi Polo Trader, thanks for your post.

    This seems to be related to the Renko type you are using. Whan kind of result do you get using the standard NinjaTrader Renko bars? On a time-based chart, can you confirm if the price hit this level within the time frame of this particular Renko bar?

    I look forward to hearing from you.
    Chris L.NinjaTrader Customer Service

    Comment


      #3
      Click image for larger version

Name:	bid.jpg
Views:	20
Size:	190.8 KB
ID:	1085449Click image for larger version  Name:	limit_orders_log.jpg Views:	0 Size:	129.0 KB ID:	1085447Click image for larger version  Name:	limit_orders.jpg Views:	0 Size:	173.4 KB ID:	1085446 in minutes bar does not touch.


      in the BID chart it touches



      The question is ...In real account behaviour will be as this ?
      Last edited by Polo Trader; 01-28-2020, 03:35 PM.

      Comment


        #4
        Hi Polo Trader, thanks for your reply.

        I have not seen this happen on a live account, and I really only see it on the Sim101 in NT7 in particular. You can try clearing your cache and re-test after this:
        • Shut down NinjaTrader.
        • Open the Documents > NinjaTrader 7 > db folder.
        • Delete the sub-folder named 'cache'.
        • Restart NinjaTrader and test.
        Chris L.NinjaTrader Customer Service

        Comment


          #5
          i delete cache...chart is the same
          i download replay data and chart is the same
          it occurs while HALT time
          BID chart has Ticks with volume ...is this correct?


          Click image for larger version  Name:	bid_replay.jpg Views:	0 Size:	158.5 KB ID:	1085460
          Last edited by Polo Trader; 01-28-2020, 10:50 PM.

          Comment


            #6
            Originally posted by Polo Trader View Post
            Is this correct?
            <Probably not, but why are you looking at Bid charts?>

            I think I've seen this before, not sure exactly when or why -- I think I did some surgery on my historical
            data -- probably a full amputation was needed.

            First, what is your Merge Policy set to?
            I don't recall if this is important, I rarely have a need to change it, I always use
            "MergedBackAdjusted", which is the default. See attached.

            For this surgery, make a backup, then exit NinjaTrader.
            The goal of the surgery is to delete all your "ES 03-20" data and re-download it.

            Goto folder "<My Documents>/NinjaTrader 8/db"
            Inside this "db" subfolder will be 3 folders for historical data,
            day
            minute
            tick
            and 1 folder for market replay data,
            data

            Inside each of the 3 historical data folders, you should
            find a "ES 03-20" folder, delete each "ES 03-20" folder
            you find in the day, minute, tick folders.

            This is benign thing to do. Why? Because NinjaTrader
            will automatically download the data again when you
            restart it.

            But, we're going to force a download of everything by
            explicitly using the Historical Data Manager's Download
            tab.

            CC -> Tools -> Historical Data Manager -> Download tab
            Select "ES 03-20" on the left
            Change the Start Date to 12/01/2019 (the point is to choose
            something well before the "ES 02-20" contract rollover date)
            Check all 6 checkboxes (you want it all)
            Click Download button

            <btw, always use the 64-bit version of NT7 to download data, otherwise
            the RAM limit of 4GB in the 32-bit version (if reached) could cause it to
            hang, no such problems occur when using the 64-bit version>

            Reload your charts, retry your strategy ...
            Does that make any difference?
            Attached Files

            Comment


              #7
              Oh, and make sure your PC clock is synchronized to a time server.

              On Windows 7, I use a free program called "Dimension 4", and I
              tend to prefer "us.pool.ntp.org" for my time server.

              You could also synchronize your clock by going to https://time.is

              Comment


                #8
                Hello PoloTrader,

                This issue generally comes up with an out of sync PC clock. You could follow bltdavid's instruction for resyncing the PC clock, or you may follow the instruction below.
                • Shutdown NinjaTrader
                • Right-click the clock in the lower right corner of your desktop
                • Select Adjust date/time
                • For Windows 10 click 'Additional date, time, & regional settings' -> then click 'Set the time and date'
                • Select the 'Internet Time' tab at the top
                • Set the server to time.nist.gov and then click Update.
                • If the message that appears says successful your PC clock should now be updated.
                • If not, select a different server from the Server: drop-down and try again (repeat until one of the servers is successful)
                If issues are persisting, I'd like you to reach out to me over email so I may work more closely with you. Please send a message to platformsupport [at] ninjatrader [dot] com with the text "Attn Jim 2396542" and a link to this thread if that is the case.

                I look forward to assisting.
                JimNinjaTrader Customer Service

                Comment

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