Thanks.
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So, at this point I have a couple of questions. First, information that is found in the link https://ninjatrader.com/support/help...ick_replay.htm says "Note: The system bar types "Line Break" and "Renko" cannot be used with Tick Replay and as a result, the Tick Replay option will be disabled when configured with those bar types. If this is the case then wouldn't this nullify my using the Tick Replay? Secondly, where exactly are we going with this? If the data is obviously different live than it is historically then how will this fix the problem I am having. It seems there is something intrinsically wrong with the Cumulative Delta indicator when used with Renko bars, which if I'm not mistaken, is authored by Ninjatrader.
Thanks.
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Hello PJtrades,
Thank you for your reply.
You are correct that Tick Replay doesn't work with standard Renko bars - usually bars that don't work with Tick Replay will disable that field to turn it on. BetterRenko bars don't disable this, which is why I suggested it. However, on testing they still run into the same error where they use the RemoveLastBar() method just like regular renko bars do.
After conferring with one of our lead techs, it seems that this behavior is unfortunately expected; even though the BetterRenko bars don't redraw the open they are still subject to many of the same behaviors as normal renko bars. It's not an issue with the Cumulative Delta indicator itself, it's simply expected behavior given the potential differences between live and historical data.
Please let us know if we may be of further assistance to you.Kate W.NinjaTrader Customer Service
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