Problem about historical data import and backtest

[Sulfred]

I am using NT 8.0.21.1 64-bit. I bought tick data from tick data suit for MHI future in Hong Kong market.
I then import them into Ninjatrader, generate minute data from tick data and found that the data is strange.

From the attached picture, I am comparing minute bar 2019/01/07, 09:16

• In the historical data, minute bar, open price is 25986
• In the chart, data box, open price is 25563

Basically, the data from tick and minute bar are correct in the DB but in the chart, it is not correct.

I would like to ask how to fix it. May I have a wrong setting?
Thank you very much.

[NinjaTrader_SergeyS]

Hello Sulfred,

Thank you for posting.

It is likely the mergeback policy of NinjaTrader platform is causing this. To check, please go to Tools>Options>Market Data. Under Mergeback Policy, what do you have selected? Our recommendation would be to select 'Do not Merge' since you are working with imported data. Press OK to save changes.

Once this is done, I would also recommend to delete and re-import the Historical Data back in.

Hello ##CUSTOMERFIRST##,

Thank you for your note.

Please delete your historical data using the instructions provided at the following page of the NinjaTrader Help Guide:

Removing Historical Data

• Once the data has been deleted close NinjaTrader. Open the Documents\NinjaTrader 8\db\cache folder. Select all files then right mouse click and select “delete.”
• Open NinjaTrader and connect to your data provider. Open a new chart.

Once the data is deleted, please re-import it and try again.

Please let me know if this resolves this item.

[Sulfred]

Thank you for your reply NinjaTrader_SergeyS

I have tried 3 setting in Options -> Market data -> Global merge policy. and here is the result:

• Do not merge --- No data is replay
• Merge back adjusted --- Data on chart is wrong
• Merge non back adjusted --- Data shows on chart only after I use Merge back adjusted before, and the data on chart is correct

Here is the work around I am using. First Merge back adjusted and do a backtest, then select Merge non back adjusted and do a backtest again.

I can use it but I would like to ask for a better solution.

Thank you very much.

[NinjaTrader_SergeyS]

Hello Sulfred,

Thanks for your reply.

I'm happy to check into this with you if you would please email us at PlatformSupport [AT] NinjaTrader [DOT] com. In your message please include a link to this forum thread and a message 'ATTN Sergey'.

Additionally, please follow the steps below to manually attach your log and trace files to your response so I may investigate this matter further.

• Open your NinjaTrader folder under My Documents.
• Right click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
• Send the 2 compressed folders as attachments to this email.
• Once complete, you can delete these compressed folders.

Thanks in advance; I look forward to resolving this item.

[Sulfred]

I have sent the email.

Thank you very much.