This one (https://ninjatrader.com/support/foru...ad.php?t=93168) in particular was very helpful.
My observation in using a 1 Tick data series is the Bid/Ask values this data series is providing are often too many ticks apart to seem real. I'm testing against CL 03-18 and often find the delta between the bid and ask at over 10 ticks. My strategy is also running in TickReplay as I have an indicator that requires it.
I can understand this happening during the Oil Inventories announcement, but I'm seeing this at times of the day where there is no news related reason for a jump in volatility and this big of a gap.
Does anyone have an explanation for what I'm seeing?
Thanks!
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