Order Flow Trade Detector Problem

[britfish]

Just upgraded to V 8.0.13.1 and notice that the Trade Detector is printing the circle markers on the wrong bar! They appear to be a bar late as the bar they are printed on never went to the price shown. I trade with a partner who has not upgraded to the latest version and he confirms this. The attachment shows the problem.

[NinjaTrader_PatrickG]

I am having difficulty reproducing this on my end. What exact steps would I need to take?

Does this occur when using built-in bar type? Like minute or the default Renko?

[britfish]

I'm using ninZa renko bars set to 12/6.
The problem only appeared after upgrading to the V13.1.
The previous version worked fine with the ninZa renko bars.
If I refresh my chart the Circle Markers move to the correct bar!
I have calculate set to "On each tick"

Hope this helps!

[NinjaTrader_PatrickG]

I see that you're using Ninza's Renko bars. I do not have access to this custom bar type, so I need you to run a test to help us further diagnose the root of the issue.

Please run a test using any built-in bar type. For example, the built in Renko bar type.

Does the issue still occur when using a built in bar type? Or does the issue only occur when using NinZa's custom bar type?

[britfish]

Attached are two screen shots of the NQ this morning.
Both are using the built-in Renko bars. Both charts are set to calculate on each tick. One chart has been refreshed and the other has not.

If you compare the two charts you will not a difference in where the Trade Detector has drawn the circle markers.

Obvious differences can be seen at apprx 9:45, 9:51, 10:01 and 10:05

Let me know if you need any additional info

[NinjaTrader_PatrickG]

Who are you connected to?

Please use the steps below to change/check your Time Zone and sync the PC clock:

• Shutdown NinjaTrader
• Right-click the clock in the lower right corner of your desktop
• Select Adjust date/time
• For Windows 10 click 'Additional date, time, & regional settings' -> then click 'Set the time and date'
• Select the 'Internet Time' tab at the top
• Set the server to time.nist.gov and then click Update.
• If the message that appears says successful your PC clock should now be updated.
• If not, select a different server from the Server: drop-down and try again (repeat until one of the servers is successful)

After updating the PC clock, please restart NinjaTrader, then right-click the chart and select Reload All Historical Data.

Let me know if the issue still persists where the bubbles appear offset until a reload.

[britfish]

I synced my PC clock per your instructions and took two more screen shots about an hour afterwards. Unfortunately it does not solve the problem.

In the "not refreshed" screen shot you can clearly see that the bubbles are on the first red bar. When the chart is refreshed the bubbles are on the second red bar. There are multiple instances on the chart where the same situation occurs.

It should be easy to duplicate. Just have two identical charts running and when you have multiple bubbles, refresh one of the charts and compare it to the other. I used the NQ on an 8 Renko chart with the Trade Detector Minimum Volume for Marker set to 75.

FYI, I am connected to Ninja Trader Continuum

[NinjaTrader_PatrickG]

I was able to recreate a similiar scenario after my last reply and I have been working with the Development Team to better understand what is occurring.

The short answer is this is expected. I will elaborate below.

• Renko bars change the OHLC of an already closed bar based on market movement but does not update the bar's timestamp (Learn more about how Renko works here).
  
• The 1 tick series that trade detector calculates from might lead to Trade orbs which appear to be drawn to the wrong bar, but they are not actually wrong. If you add a 1-tick ask and bid data series to the chart, you can confirm that Trade Detector actually is calculating correctly.
  
• This visual issue is specific to the bar type you're using and would also occur on any bar type which adjusts the OHLC but not the time stamp (such as Renko, LineBreak etc.).

With all of that said, I agree that visually this is not very satisfying. I am submitting a feature request to the Development Team to adjust Trade Detector so that it lines up with the data series. I'll edit this reply when I receive a tracking number.

EDIT: the tracking number is SFT-3135.

[britfish]

I'm glad you were able to confirm what I am seeing and I hope you will be able to find a solution. Many thanks.