hide blocks of data

[anniebee]

where you can consolidating - tightly ranging data -- it would be great after this period has ended to be able to select and hide this time interval of the chart so you can see more of the important data on the chart

[NinjaTrader_Jason]

Hello anniebee,

You can exclude historical data in the Historical Data Manager, which you can access via Control Center-->Tools. Please see the link below for more information regarding editing historical data.

http://www.ninjatrader.com/support/helpGuides/nt7/editing.htm

[aseke]

excluding data

Hi Jason,

I am trying to exclude some bad data from security. I succesffully exlclude the data points and save it but when I backtest thee strategy gets in to a trade at some of those bad data points.

Is this normal? If not what should I do? I already deleted the data and reloaded it and restarted NT.

Thanks

[NinjaTrader_Kyle]

aseke,

This is not as expected. You are running 7.0.0.21, correct? (Help > About)

Could you provide me with a scenario with which I could cause this to occur on my end?

[aseke]

Yes I use 7.0.0.21

For example I use a test strategy which has only this initialize and on bar update sections:

protected override void Initialize()
{
Add("FGBL 12-10", PeriodType.Minute, 5);
Add("^VIX", PeriodType.Day, 1);
CalculateOnBarClose = true;

}

protected override void OnBarUpdate()
{

if (Positions[1].MarketPosition == MarketPosition.Flat && ToTime(Times[0][0]) >= ToTime(2, 35, 0) && ToTime(Times[0][0]) <= ToTime(4, 05, 0))
{
EnterLong (1,1, "Sln1");
}

}


As primary instrument I use ZN 12-10 or ZB 12-10 but for some other instruments I don't get the same error. On 22/03/2010 the trade starts at 3:05 AM although that period is excluded from historical data.

Thanks

[NinjaTrader_JoshP]

aseke,

By "delete" did you mean you actually removed the data files or did you simply excluded the entries with the bad data? What you want to do is exclude the data and not delete them. Deleting them will simply be redownloaded from your data provider, while excluding them will effectively ignore those data points.

[aseke]

I just exclude the bad data points. Is there any other way to completely delete these data points? I could not see such an option. I just excluded them and now they are shown in red and marked as excluded in the historical data manager.

[NinjaTrader_JoshP]

That would be the correct way to exclude data.

As far as your script goes now, what I suggest is trying a very simple timestamp print test to see what your strategy actually sees as data.

This should print every single bar's timestamp for the secondary series. Then please compare this versus the excluded data list.

if (BarsInProgress == 1)
{
     Print(Time[0]);
}

[aseke]

The following code printed 22/03/2010 03:05:00 even though the one minute data points are excluded from 3:01 to 3:05 (including 3:05).

if (BarsInProgress == 1)
{
Print(Time[0]);
}

[NinjaTrader_JoshP]

aseke,

This is what I see. Please see the attached screenshot and my test script. It is looking accurate to me. All the data I have excluded is shown on the right. On the left, you can see the printouts effectively skip those times.

[aseke]

Do you use "ZN 12-10" as the primary instrument and "FGBL 12-10" as the secondary instrument? As I said previously this problem does not occur for every instrument.

I am sending my code to you. I use 5 minute data and if you run this strategy with "ZN 12-10" as the primary instrument you should be getting the error on 2010-03-22 at 3:05 AM.

Thanks

[aseke]

By the way the data for 22.03.2010 from 3:01 to 3:05 are excluded for FGBL in my database.

[aseke]

Ok I found the problem. I was using times[0][0] for getting in to trade instead of times[1][0] .

Thanks

[NinjaTrader_JoshP]

Great. Glad you got it resolved.