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**NinjaTrader_ChelseaB** · 12-29-2020, 11:19 AM

Hello cmarkb,

What is the actual issue? It is expected there will be way more market updates than last trade ticks.

OnMarketUpdate is run when there are changes to the level 1 ask or bid.

OnBarUpdate runs when there is a tick.

**cmarkb** · 12-29-2020, 08:38 PM

Hi ChealseaB,

In that snippet, shouldn't the values in BarsInProgress=1 / tick series have the open / high/ low / close values of the later BarsInProgress=0 value?

In this BIP=0 barupdate, OHLC is at >= 11190

25/05/2020 14:12:00.000000 barUpdate: BIP=0, CurBar=11, O=11198, H=11202, L=11196, C=11201

while the BIP=1 barupdates, values are at 1117x.

Also, found this weird stop that it did.

Attached Files

**NinjaTrader_ChelseaB** · 12-30-2020, 02:26 PM

Hello cmarkb,

I am not able to reproduce this behavior.

Below is a link to the test.

I5nS6ea4Ti.mp4

https://drive.google.com/file/d/1nG-kIXGIaE8KrzUjr83BHwZ2wNhuLo-H/view?usp=drivesdk

You may need to reload all of the tick data.

Open a 1 tick chart to the same instrument and load the same number of days, then right-click the chart and select Reload All Historical Data.

Go back to the original chart with the strategy and reload this chart as well.

**cmarkb** · 12-31-2020, 12:17 PM

Hi ChelseaB,

Tried that Reload All Historical Data and it didn't work. Still getting those stops at weird positions.

Have also tried deleting from Tools > Historical Data then importing from an earlier export months before this issue happened. And same result.

**NinjaTrader_ChelseaB** · 12-31-2020, 12:36 PM

Hello cmarkb,

This is definitely an issue with data.

I am not able to reproduce.

Attached is a reduced test script. Does this also experience the same behavior?

Attached Files

AddedTickSeriesTest_NT8.zip (1.2 KB, 2 views)

**cmarkb** · 01-01-2021, 10:47 AM

Hi ChealseB,

Okay looks like deleting from Tools > Historical Data then importing / loading from chart does remove the weirdly placed stops. The backtest results (Gross Profit,etc) though is still different from previous results. Will check my code again. Thanks for the help.

**cmarkb** · 01-02-2021, 08:50 AM

FDAX TickSize changing from 0.5 to 1 was the main culprit.

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OnMarketData and OnBarUpdate values mismatch while backtesting

OnMarketData and OnBarUpdate values mismatch while backtesting

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