Same time frame in different charts ( analizer & common chart ) with different bars.

[mbcito]

Hello!

Why in the strategy chart (5 minutes) the lowest value ( example 02/11 ) doesn't equals to the Chart in days (see attached image )????

What am I doing bad???

Thanks!!!
Mariano

[NinjaTrader_Jesse]

Hello mbcito,

Thank you for the post.

If you would like to upload your image again please do, I removed it because your email was in the image.

I did see the image and you are comparing a minute series against and daily series. This could be related to the data provider being used, what data provider are you using?

Depending on the provider you could be comparing a different trading hour set here, daily bars are provided in a specific trading hour template determined by the data provider.

If you compare the 1440 minute series do you see the correct result?

Also have you reloaded historical data?


I look forward to being of further assistance.

[mbcito]

Thanks Jesse, I don't realized if the email was visible, now I'm reposting corrected.

The data provider is the same ( historical ). Downloaded from my broker ( Phillips ).

I did reloading data many times .. if you wanna know too.

The chart with different time frames has different bars, as you requested.
The horizontal lines are plotted in the daily panel ( mode all charts ).

Regards!

[mbcito]

I found the problem!!!!!! Not for the difference in chart whit data series 1 day and 1440 min, that's wrong!

Is in the instrument I ran with ES 12-16 and correct timeframe Feb 2016, when I'd changed for ES 03-16 works correctly.

Now, can I be sure that the strategy analyzer works correctly? How should I configure the instrument because if I change the results for small date ranges, if I want to run it for a whole year, it works ???????

Isn't nice this.

Regards
Mariano

[NinjaTrader_Jesse]

Hello mbcito,

Thank you for providing the additional details.

I do see in the images where you had a different contract selected, I am glad you were able to resolve that part.

Regarding the daily bars, in this case you are seeing a difference between the close prices and settlement close price. The daily bars are sent from the provider and certain providers would include the settlement close price with that data. When comparing against a non-daily series we would generally see most values line up except the closes due to the difference in data types. To make a comparison against a minute or less granular than daily series you could use 1440 minute bars to create a daily bar instead of using specifically daily bars. this would use Minute data instead to avoid the settlement close prices.

Now, can I be sure that the strategy analyzer works correctly? How should I configure the instrument because if I change the results for small date ranges, if I want to run it for a whole year, it works ???????

I am not certain what you are asking here, you should not need to reconfigure the instrument for it to be used with the analyzer. Can you please rephrase this question if the above information does not apply?

I look forward to being of further assistance.

[mbcito]

Hello mbcito,

Thank you for providing the additional details.

I do see in the images where you had a different contract selected, I am glad you were able to resolve that part.

Regarding the daily bars, in this case you are seeing a difference between the close prices and settlement close price. The daily bars are sent from the provider and certain providers would include the settlement close price with that data. When comparing against a non-daily series we would generally see most values line up except the closes due to the difference in data types. To make a comparison against a minute or less granular than daily series you could use 1440 minute bars to create a daily bar instead of using specifically daily bars. this would use Minute data instead to avoid the settlement close prices.




I am not certain what you are asking here, you should not need to reconfigure the instrument for it to be used with the analyzer. Can you please rephrase this question if the above information does not apply?

I look forward to being of further assistance.

Sorry Jesse, I was wrong,

I do see in the images where you had a different contract selected, I am glad you were able to resolve that part.

Yes, are different contracts, with de same data!!!!!

Regards
Mariano

[NinjaTrader_Jesse]

Hello mbcito,

In the images you provided these are different dates for the data and are not the same. The dates are similar and are both from 2016 but are not the same. For example in one image you have dates from the range starting in October and in the other you have the range starting in January.


I look forward to being of further assistance.

[mbcito]

Hi Jesse thanks for your answer,

I'm showing the sorce data of different contracs, as I've downloaded from the platfform ( Ninja ). After the strategy analizer gets these data.
An example is: contract ES 12-16 and dates between 01-01-2016 and 12-31-2016, the programa gets data from ES 03-16 FOLDER.

Main problem is: In same chart, different tempo, same contract, DIFFERENT BARS. This is wrong.

Regards
Mariano

[NinjaTrader_Jesse]

Hello mbcito,

In general the platform will download data for the contract selected and past months with the default data merge settings. If you have merge back adjusted as the merge policy and have viewed the 12-16 contract and included a date range that includes 03-16 it would try to acquire data for the prior contracts.

https://ninjatrader.com/support/helpGuides/nt8/merge_policy.htm

I otherwise don't understand how you have worded the question, are you still referring to the difference in daily data versus minute data? From the images provided so far I am unable to see a problem with the data that was downloaded. Are you trying to view the data from only one contract? If so, please review the information in the link above about the merge policy.


Please let me know if I may be of further assistance.

[mbcito]

I understood!!!!!!

Thanks a lot!!!