URGENT - NT8 Bars Series Data Innacurate

[b16_aln]

I am using TickReplay, multiple series data and millisecond millisecond precision.

When I run historical calculation the NT8 Bars Series data that it produces on the primary data series is wrong. At first I thought the primary data was one tick behind but on further investigation it appears that the primary bars series data is just randomly wrong, as if NT8 has just estimated a near enough figure. This could be the same issues that were raised on these two posts: https://ninjatrader.com/support/foru...-barsago/page2 & https://ninjatrader.com/support/foru...t#post1159463= . If I am reading these posts correctly it appears that NT8 is aware of this issue but the innacurate data production is classed as expected and therefore will not be getting fixed? Surely this cannot be right, innacurate data should not be acceptable or expected, am i missing something here?

If I add the same data again as a secondary series we see that;

Time[0][0].ToString("hh:mm:ss.fff") != Time[1][0].ToString("hh:mm:ss.fff")

Time[1][0].ToString("hh:mm:ss.fff") is correct and the primary series is randomly wrong. In regard to the primary series Time[0] = Time[0][0] however both are wrong.

The same goes for the HIGH and LOW bar series data. If this is correct then it is absolutely crazy that the fundamental Bar Series Data produced by NT8 is innacurate. Please tell me that I am missing something massive here and this is not the case. IF it is the case then it renders NT8 effectively useless for producing and testing trading systems accurately.

Please respond as a matter of urgency as this potenitally impacts all NT8 users who are using the platform and risking money by trading their systems in the real market.

Thanks

cc: BraisedInBlue kkc2015

[NinjaTrader_Kate]

Hello b16_aln,

Thank you for your post.

Any BarsInProgress == 0 to BarsInProgress == 1 comparisons should be made on BIP 1 after BIP 0 iterates the new bar.

I'm including a couple of examples below. The BuySellVolumeOneTick example does a better job at handling the single tick data series - it's pretty similar to how the Order Flow Cumulative delta handles a single tick series. Really, the only limitation you would get in an indicator is if you have ticks of the same timestamp, and in that case, you can use Tick Replay.

BuySellVolume shows the Tick Replay path to handling a single tick series, that's just built into the platform so you can have a look at that in the NinjaScript Editor. Note that tick replay will need to be turned on to see this indicator calculate historically.

The OneTickExample indicators show the one tick path, where we leverage the single tick series to recreate a similar effect.

Please let us know if we may be of further assistance to you.

[b16_aln]

Hello Kate, I don't think you have addressed my points at all or even mentioned the two other posts I referenced. Is it possible to pass this on to a senior member of the team to respond please as I don't belive you have considered what I am saying here. Thanks

[NinjaTrader_Kate]

Hello b16_aln,

Thank you for your post.

Time comparisons between an added single tick series and a primary chart series should occur after the primary series has iterated the new bar, as I have pointed out in my reply. If you can provide a test script that illustrates your points above, I am glad to look it over and point out what is occurring with your logic and how you can more properly track with the single tick series.

Please let us know if we may be of further assistance to you.

[b16_aln]

Are you saying it is expected behaviour for the time of the primary bar to be innacurate? Have you looked at the posts i referenced?

[kkc2015]

Hello b16_ain,
Hopefully you can get a solution to your problem. All of us would like to see NT processing data correctly.

[b16_aln]

Kate, can you get to me please. Have you looked at the posts I referenced?

[NinjaTrader_Kate]

Hello b16_aln,

Thank you for your replies.

I am working on a script that will better illustrate, however, we are experiencing a very high volume of support requests currently and I have not had time to complete it. I hope to have something for you to test later today, however, this will depend on how behind we are. As soon as I have this for you, I will let you know. In the meantime, if you can supply a simplified script that demonstrates what you are seeing, that would be helpful.

Thanks in advance for your patience, I look forward to assisting you further.

[NinjaTrader_Kate]

Hello b16_aln,

Thank you for your patience.

I apologize for the delay as I was out of the office for a bit.

I've talked this over with our team lead, and we are wondering exactly what else needs to be demonstrated? The given examples show how to handle multiple data series and where it would be appropriate to check the calculated plot, when it is up to date.

As far as the issue you're reporting, we would need you to show us through an example script.

Thanks in advance; I look forward to assisting you further.