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Suddenly charttrader trade arrows are horizontally shifted

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    Suddenly charttrader trade arrows are horizontally shifted

    See chart attached.

    Click image for larger version

Name:	tradearrows.png
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    #2
    Hello,

    Thanks for writing in today.

    This is possible with non-time based charts such as Renko due to the nature of how these bars are built- they filter out noise on the market and in this case, the "noise" area was where your order filled. If you switch to a 1 minute chart, you should see the orders submitted at a valid price level according to the candlesticks.

    If you have any further NinjaTrader inquiries we may assist with, please don't hesitate to ask.
    Marco G.NinjaTrader Customer Service

    Comment


      #3
      Up until now all charttrader arrows on this Renko chart have been placed correctly.
      And I do not agree that's it due to noise or whatever, because they're WAY off!

      You're right that they are correctly place on the 1 minute chart.
      But as you can see in my Renko chart some of them are 5-10 MINUTES after the trade moment, with lots of candles in between.
      This has worked fine before.
      So I'd like to report this as a bug.

      Tried restarting Ninjatrader and also disconnecting and reconnecting the chart trader, as well as reloading the chart from a template, but that didn't help.

      Comment


        #4
        Hello,

        Thank you for your reply.

        This is not a bug, but simply the functionality of the Renko bar type. Renko charts have a time axis, but the time scale is not fixed. Some bricks may take longer to form than others, depending on how long it takes the price to move the required box size. Renko charts filter out noise and help traders to more clearly see the trend, since all movements that are smaller than the box size are filtered out.

        I would adjust the settings of your Renko bars specifically the brick size if the current setting is not to your preference.

        If you have any further NinjaTrader inquiries we may assist with, please don't hesitate to ask.
        Marco G.NinjaTrader Customer Service

        Comment


          #5
          I think you're not reading my post thoroughly.
          The trade execution arrows were oké on this chart until some time this morning.
          I know perfectly well how Renko charts work, and that there can be multiple bars per second or the other way around.
          But again: this worked fine and now some are multiple minutes (and a lot of Renko bars) off.
          So this cannot be right.

          Comment


            #6
            To make this issue perfectly clear I created a simple standard Renko chart with trades on it from this morning.
            Then I compared them with the Trade Performance log.
            It seems like the trade entry and exit times in the log aren't correct, which probably causes the misplacement on the Renko chart.
            They're placed on the times registered in the log, but as you can see the ES prices don't correspond to these timestamps.

            Below you'll find an annotated chart and the corresponding trade performance log.
            Hope this explains why I call it a bug (but maybe not a charting, but only a trade entry/exit time registering bug?).

            Click image for larger version

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            Click image for larger version

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            Comment


              #7
              Checked the M1 chart also, see below.
              Looks like timestamps are correct after all, but bar times on Renko chart aren't correct?
              Then that's the bug.

              Click image for larger version

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              Comment


                #8
                Hello wjadevries,

                Thank you for your reply.

                As Marco had stated, this is due to the nature of Renko bars. Some of the noise areas being filtered out are where your order filled. With that said, you may re-sync your PC clock and reload the historical data from server to see if that aligns more closely to what you were seeing before.

                Please use the steps below to change/check your Time Zone and sync the PC clock:
                • Shutdown NinjaTrader
                • Right-click the clock in the lower right corner of your desktop
                • Select Adjust date/time
                • For Windows 10 click 'Date, Time, and regional formatting' -> Then click 'Additional date, time, and regional settings' -> then click 'Set the time and date'
                • Select the 'Internet Time' tab at the top
                • Set the server to time.nist.gov and then click Update.
                • If the message that appears says successful your PC clock should now be updated.
                • If not, select a different server from the Server: drop-down and try again (repeat until one of the servers is successful)

                After updating the PC clock, please restart NinjaTrader, then right-click the chart and select Reload All Historical Data.

                Please let us know if we may be of further assistance.
                Zachary S.NinjaTrader Customer Service

                Comment


                  #9
                  My pc clock is synced.
                  I still think this is a Ninjatrader charting bug (or wrong interpretations of timestamps in price data, although the minute chart is fine).
                  I will check seconds charts to see if these are correct, and also non timebased charts like volume or ticks.
                  If these show the trades correctly (and on the right timestamps) there must be something going on behind the scenes with Renko time charting.

                  I'll let you know (with screenshots) what my findings are, and hope you'll do something with it.
                  Up until now I feel you're ignoring the issue by just blaiming it on "the nature of Renko charts".
                  Although they're not timebased, they do have a start moment for a new bar.
                  And those bar times do not correlate with the real time on which the ES had the trade prices I've shown in my charts and log.

                  Comment

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