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Gaps in BTC Spot - Different Results

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    Gaps in BTC Spot - Different Results

    Hello NT Team,

    I was running a backtest on BTCUSD pair, cryptocurrency, I downloaded historical data using "Coinbase", and I get some results for 1 week period test, but when I go to TradingView and I test (The same strategy, same parameters, same timeframe, same EVERYTHING) I get different results, so I dug a bit down to check what is wrong and I found that some candles are missing on NinjaTrader chart, it made a gap, but i don't know really why, could we get gaps on Spot ? and why we get gaps while TradingView is having the same data provider ? which is Coinbase ?

    also I saw that even if I use Trading Hours (Default 24x7) it doesn't trade 24x7 it doesn't trade on weekends, why ? crypto is trading everyday ?

    Thank you


    #2
    Hi Mohammed, thanks for posting. I just tested a 15M BTCUSD chart and I get no gaps in the data on a regular chart, please make sure to stay connected to the Coinbase connection and test a regular 15 minute chart. The CryptoCurrency session template is viewable from Tools>Trading Hours, this session template is a 24/7 time template.

    Kind regards,
    -ChrisL
    Chris L.NinjaTrader Customer Service

    Comment


      #3
      Hello Chris, what do u mean with regular chart ?, the chart i sent is the one generated after doing a backtest, and this is the real chart that generated the profit/loss so what do u mean to stay with regular chart, can u tell me in direct exact steps what i should do plz ?

      Thanks

      Comment


        #4
        I just run another backtest here, as u can see, it is skipping Sunday 25 September 2022

        Comment


          #5
          Hi Mohammed, it looks like your computer is not loading the data properly. Please start fresh and delete the data you have already, then connect to the Coinbase connection and try this again. I am getting every day in my test.

          To reset your data:

          Shut down NinjaTrader.
          Open the Documents > NinjaTrader 8 > db folder.
          Delete the sub-folders: "cache" and "Minute".
          Restart NinjaTrader and test.​
          Chris L.NinjaTrader Customer Service

          Comment


            #6
            Hello Chris, yes it worked like a charm, thank you

            but I still see biiig difference in profit results between NinjaTrader and TradingView, when I checked a bit in depth, I found that NT ignores sometimes when a crossover or 2 lines is not really big, so it doesn't base a trade on it, while on TV, if a moving average crosses another indicator just by 1 point, it takes it as a cross and trigger the trade, what is the % of tolerance in NinjaTrader in such cases please ?

            Thank you

            Comment


              #7
              Hi Mohammed, to debug this, you will need to use Print() to print out the values being used to the output window or use the databox on the chart. If you see a point on the chart that you want to investigate by looking at the real values of the plots, hold the middle mouse button on your chart and hover over the plot. Here is some documentation on using Print() to debug:



              Kind regards,
              -ChrisL
              Chris L.NinjaTrader Customer Service

              Comment


                #8
                Thanks man, your answers were very helpful, I really appreciate it

                Comment

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