NT7 and NT8 Range Bars are different!

[cesario1234]

Hello, this is about issue ID NTEIGHT-9906, that was identified on another thread: http://ninjatrader.com/support/forum...ad.php?t=85803

The range bars are different in NT7 and NT8, which makes no sense.

On 5/27/17 the commentator on the thread wrote that the issue was going to be fixed on the next release. I installed NT8 today, about 3 months later, but the issue still exists.

Are there any plans to fix this? Or should we just keep on using NT7? I only use range bars so NT8 is useless to me at the moment. Thanks.

[NinjaTrader_Jason]

Hello cesario1234,

Please note that the commment dates from 2016. The issue reported there has been resolved.

Could it be you have 'Break at EOD' disabled in the Data Series menu of the chart in NinjaTrader 8? If so, please enable it and check if data is the same in NinjaTrader 7.

If the issue remains, please tell me to what data feed/broker you connect in NinjaTrader 7 and NinjaTrader 8 and what instrument (+ expiry month) you have selected.

[cesario1234]

'Break at EOD' is enabled in NT8. Both connections are to FXCM. This is happening on all currency pairs. Here is an image with both charts.



Thanks.

[NinjaTrader_Jason]

Can you please tell me what source of historical data is used for your FXCM connection in NinjaTrader 7?

Do you have 'NinjaTrader historical data server' enabled in the FXCM connection settings in NinjaTrader 8?

Does it make difference if you set 'Quote currencies (FX) in' to Tenthpip in NinjaTrader 7 and use a 50 Range chart like in NinjaTrader 8? You can find 'Quote currencies (FX) in' at Control Center-->Tools-->Options-->Data-tab.

[cesario1234]

In both cases, historical data is set to NinjaTrader Servers.

It does not make a difference when I set 'Quote currencies (FX) in' to Tenthpip in NinjaTrader 7 and use a 50 Range bar. There are still divergences.

Is there a way to set NT8 to quote in pips rather than Tenthpip?

Thanks.

[NinjaTrader_Jason]

When I test it on my end, I see the same historical data. The last traded price is not the same as 1 NinjaTrader instance was not connected anymore. However historical price bars are the same.

Can you please try the following. Shut down NinjaTrader 7 and NinjaTrader 8.

Navigate to the Documents-->NinjaTrader 7-->db folder. Delete the cache folder and transfer (cut and paste) the tick folder to your desktop.

Then navigate to Documents-->NinjaTrader 8-->db and do the same. Delete the cache folder and transfer the tick folder. Please rename the tick folder different so you can tell which folder is from NinjaTrader 7 and which from NinjaTrader 8.

Start both NinjaTrader 7 and NinjaTrader 8 and check if historical data is the same now that all data is loaded fresh.


Unfortunately you cannot configure forex quotes in NinjaTrader 8. There is no 'Quote currencies (FX) in' setting. NinjaTrader 8 will show realtime forex data as provided by the connected data feed/broker.

[cesario1234]

That seems to have fixed the issue. So I cannot use any of the tick data I have saved for years on NT8???

Thank you.

[NinjaTrader_Jason]

Because it is causing differences, I would use the historical data you loaded anew.

Did you record historical data from realtime data by enabling 'Save chart data as historical' at Control Center-->Tools-->Options-->Market data? If so, please disable it as historical data is supported with FXCM. You should only use this option when you connect to a data feed/broker that does not provide historical data.

Could it be you connected to a different data feed/broker other than FXCM in NinjaTrader 8?

[ij001]

Hello cesario1234,

Please note that the commment dates from 2016. The issue reported there has been resolved.

Could it be you have 'Break at EOD' disabled in the Data Series menu of the chart in NinjaTrader 8? If so, please enable it and check if data is the same in NinjaTrader 7.

If the issue remains, please tell me to what data feed/broker you connect in NinjaTrader 7 and NinjaTrader 8 and what instrument (+ expiry month) you have selected.

Hello there,

I was unaware of the "Break at EOD" feature.

If this is not checked off, it appears to be continuous from day to day.

Am I correct with my understanding?

Also enable or disabling it is a matter of preference for the user or is there another reason why we would leave it enabled/checked off?

[NinjaTrader_PatrickG]

You're correct - I would expect a chart to continue to print a bar until the underlying criteria of that bar are met. When Break at EOD is enabled, the bar will be 'cut off' and a new bar will start at the beginning of the session.

The setting is present so that the end user may make a decision on what is best for them. There is no inherently right or correct choice.