Tick Replay loading and Renko Bars

[Sparkyboy]

Hi there,

I'm experiencing a problem with the NT8 Uni Renko bar (converted to NT8 by ChelseaB):

https://ninjatraderecosystem.com/use...nko-bartype-8/

and, in fact, all other renko bar variants I've tested when using tick replay.

Very frequently, when opening a renko chart in tick replay, the chart is corrupted. See screenshots.

It happens across all instruments, with different renko bar types.

The only way to solve this is to reload historical data, and oftentimes, that does not fix the problem -I have to go to Data Series and select a different number of days to load.

Non-tick replay charts are fine.

I know you can't comment on the coding of 3rd party indicators but because the issue seems universal, I was wondering: is there a basic issue with the loading of tick replay data that is going to routinely cause problems for tick-built bars? Is it a data synchronization problem? Why does it only affect tick replay data? Is there any work-around?

Many thanks

[NinjaTrader_ChelseaB]

Hello Sparkyboy,

Thank you for reporting the behavior.

I am looking further into this.

If I am able to correct the behavior, I will be uploading a new version of the script to the user app share section of the NinjaTrader ecosystem.

[Sparkyboy]

Thanks.

It might be of interest that someone else has posted about this exact same issue with Renko bars, only using Market Replay.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/1084412-displaying-renko-bar-incorrectly

The chart corruption look identical to mine.

Deleting the cache and redownloading tick data temporarily solves the problem, but only until the next NT8 restart. If you then close down and restart, the problem is back. Also, the problem is present on both of my PCs.

The issue is most easily duplicated by relaunching NT8 during a live session. There are then two scenarios: the data since the last successful chart is now corrupted, or the entire sessions' data is corrupted. Most usually it's shown by a single long bar to zero, and then hundreds of consecutive up bars back to current price.

[eDanny]

Could this be because these Renko types have many phantom bars with no ticks or trades? Maybe that is causing havoc with tick replay.

[Sparkyboy]

Could this be because these Renko types have many phantom bars with no ticks or trades? Maybe that is causing havoc with tick replay.

I've tested this with large bar sizes -which all have volume. Same problem.

Also, deleting the cache and restarting fixes the problem temporarily -it charts perfectly. But you have to delete the cache before every NT8 restart. So it seems to be some issue with tick replay and cache.

[Louis335]

I also see the same issue of a drop of bar from current open (around 13500 points) to around 120 points and climb up to current price.
This occurs on starting NT - If I delete the cache (Docs / NinjaTrader8 / cache) file contents and restart NT again, it seems to clear problem.
It only seems to be happening on Tick Replay, non Tick Replay charts are fine.

[Louis335]

Dear NinjaTrader Team,
I've noticed over some time, and also on other forums that this issue has cropped up, again and again.
It seems that there may be a solution to overcome the problem, I hope you agree !

If we have a tick box allowing 'clear cache on exit program' this would allow a clean start-up and cache would refresh.
In practice this just deletes the DB/Cache folder, so might be a reasonably easy implementation.

Kind regards,
Louis

[Gregorian]

I am having the same problem with Neurostreet's RenkoBXT bars. Reloading historic data does not work; you must change the number of days loaded.

[NinjaTrader_ChelseaB]

Hello Gregorian,

Welcome to the NinjaTrader forums!

I would recommend contacting the vendor of the script to see if the script code can be corrected to prevent the behavior.

Below is a link to an example. Let me know if this also experiences the same behavior when using 8.0.21.1 and I can take a deeper look at this open source script.

https://ninjatraderecosystem.com/user-app-share-download/unirenko-universal-renko-bartype-8/

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