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chart appear with gaps in a playback of strategy

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    chart appear with gaps in a playback of strategy

    dear sir

    attached you can find a plot of ES12-18 chart in 5minutes timeframe from market replay (level I and II). I want to test a strategy (with max speed) but this chart is wrong

    the gaps are completely irreal

    what is the problem?











    #2
    No attachment was included in your post. If we need to exchange detailed information and files, it may be best to contact us via email at PlatformSupport[AT]NinjaTrader[DOT]com. If you choose to write in, please include a link to this thread and '1997314 ATTN Patrick G' in the message along with the file you intended to attach here.

    What version of NinjaTrader 8 are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.0.X.X)

    Can you provide a screenshot of what you're describing?
    • To send a screenshot with Windows 7 or newer I would recommend using Window's Snipping Tool.
    • Alternatively to send a screenshot press Alt + PRINT SCREEN to take a screenshot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.
    Does the issue persist at a slower playback speed?

    Does the issue persist when using the built-in Sample MA Crossover strategy?
    Patrick G.NinjaTrader Customer Service

    Comment


      #3
      Dear Patrick

      My license is 8.0.16.3 64-bit

      attached you can find a screen shot of sample MA Crossover strategy in ES 12-18 from 02/09/2019 in 5min time frame in market replay data.

      the data are downloaded from historical data-> get market replay

      i have test the speed up to max from 100x and the irreal gaps appears.

      thanks

      Comment


        #4
        When downloading Market Replay data, it is important to consider what the front month was for the time period you intend to use in Market Replay. ES 12-18 was not the front month on September 3/4 and therefore is relatively thinly traded. The data you're looking at is valid ES 12-18 data for those dates. Here is a historical chart from my end displaying the same data:

        https://www.screencast.com/t/c5q6g8WgCUB

        The front month in the beginning of September was ES 09-18. ES 12-18 rolled over in NinjaTrader on September 13th. You'll want to download ES 09-18 data if you intend to replay September before the rollover.
        Patrick G.NinjaTrader Customer Service

        Comment


          #5
          thanks PatrickG

          I have downloaded data from ES09-18 but the strategy start at 13/09/2018. in the chart i can see bars from 14/08/2018 but the strategy start to work at 13/09 not before

          thanks

          Comment


            #6
            I don't have enough information about your strategy to know why it does not begin until 13/09. My first suspicion is that because you're replying across a rollover date, you will inherently experience volatility issues either before are after the rollover date depending on which contract you've selected. Please contact us via email so we may investigate further.
            • You can do this by going to the Control Center-> Help-> Email Support
            • Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default.
            • Please reference the following ticket number in the body of the email: 1997314 ATTN PatrickG


            Patrick G.NinjaTrader Customer Service

            Comment


              #7
              thanks Patrick

              i have solved. i needed to load ES 03-18 not 12-18

              thanks

              Comment

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