1 Tick Chart Problems

[Rastus]

Hello NinjaTrader,

My question is regarding a 1 tick chart, with both ask and bid data.

The chart has horizontal gaps between ticks of the same value. Until I reload all historical data.

These gaps have an effect on my indicators.

Is there an option to print the price at these gaps? If I test it on 1 tick last data, then you can see what Im talking about.

I assume the gap means there was no trades at that price.

Thankyou

[NinjaTrader_EricB]

Hello Rastus,

Thank you for your post.

No, there an option to display or print the price of the gaps.

Let us know if we may assist further.

[Rastus]

Thanks Eric,

So if thats the case, why is there a difference in the SMA behaviour?

Thanks

[NinjaTrader_EricB]

Thank you for your reply,

To confirm, are you referring the difference found after reloading?

This is because the tick bars themselves and their values change due to how tick data is time stamped and received, resulting in different indicator results as well. See the below link where this is discussed in detail.

http://ninjatrader.com/support/forum...ad.php?t=76219

[Rastus]

Hi Eric thankyou for your assistance,

Maybe this screenshot will help.

The two charts are running simultaneously, so reloading the historical data should affect them the same, yes?

The orange circles highlight the 'gaps'.

The green circles highlight the resulting difference. They should be the same.

The red lines highlight the sma settings.

Maybe Im having trouble with the difference between Last and Bid. If I reload the data, then the Bid becomes identical to the Last. This is evident when you first load the chart, and there are no gaps.

Thankyou

[NinjaTrader_EricB]

Thank you for your reply,

Yes, the reload will affect the data series plotted in the same chart window at once.

I notice in the screen shot the chart is still loading. Does this always show up, or do the charts finish loading?

To clarify, there is no Last price in the Forex market, only bid/ask. NinjaTrader charts use the bid price by default when Last is selected.

As a note, make sure the same Days to Load setting is set in the Data Series window for each 1-tick data set.

[Rastus]

I checked the days to load and they are the same. (default)

Here is a screenshot of the chart immediately after startup. The ask and bid data dont have any gaps, so the sma's are matching.



After a short time, with new trades, the gaps appear, and the sma's start to diverge.



In hindsight, Im guessing these gaps mean theres no trades (on the bid for example).

EDIT: The charts take about 30 seconds to reload. I was probably impatient when i took that first screenshot.

EDIT: Im using sma's in a custom indicator. These screenshots are just for troubleshooting.

[NinjaTrader_ChristopherJ]

Can you tell me what data provider you are connected to within NinjaTrader. Correct if there is a gap this indicates that an execution did not occur at that Bid or Ask real time.

[Rastus]

The data is Kinetick with a Forex addon.

[NinjaTrader_ChristopherJ]

Since it appears that Bid information is being left out I would suggest as opposed to using Bid to use Last since this would be the same value used with Kinetick.

[Rastus]

Ok great,

How about the Ask?

[NinjaTrader_ChristopherJ]

To clarify in your screen shot is the Red the Bid or the Ask? If this is the Ask this appears to match when looking at the values.

[Rastus]

Hello thankyou for your assistance,

I have made some more screenshots, hopefully I can explain it better now.
Red is Ask (Maroon SMA) Blue is Bid (Navy SMA).



When the historical data is reloaded OR the chart has just been opened. There are no gaps in the data and the indicators produce different values.



Thankyou

[NinjaTrader_ChristopherJ]

When loading data during the historical data load time and the time of the first real time update there can be missing ticks therefore this would be expected behavior.

With any missing ticks during this time would also then cause the indicator to calculate differently as well after real time data is received when compared to the calculations based on only the historical data.

[Rastus]

Hi ChristopherJ thankyou for helping me with this,

Im struggling to understand this problem. I apologise for the repetition.

Those last two screenshots had the same range on the horizontal axis. This makes it clear that the major ticks are all there. The reload only filled in the gaps which were caused by zero trades (as you pointed out).

I'm guessing the price quote arrays are blank when the chart shows a gap. But the array is filled with zero's when I do a reload. The sma's must exclude the blank elements, but it includes the zero's.

Im sure we will get to the bottom of this. A premium charting package coupled with a premium data service like these must be able to plot a Simple Moving Average, with a certain level of consistency, yes?

Thankyou