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Old 03-17-2017, 08:06 PM   #1
geekodude
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Default Market Replay High Fill Resolution NT8.051

Can somebody explain why I get a dialog box that states "High order fill resolutions can only be utilized when 'Load data based on' is set to 'Days' or 'Custom Range'.

I did not have this limitation in NT 8.02.

I am running strategies on 8 and 16 range charts that have "Load Data" set to 50 Bars.

I even tried the Load Data set to 7 days and tried a custom range. I still get the same dialog box error. Please replicate.

See images.

Thanks in advance.
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File Type: png Screen Shot 2017-03-17 at 7.02.20 PM.png (16.5 KB, 8 views)
File Type: png Screen Shot 2017-03-17 at 6.56.09 PM.png (13.3 KB, 8 views)
Last edited by geekodude; 03-18-2017 at 07:46 AM.
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Old 03-19-2017, 01:37 PM   #2
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Hello geekodude,

The Order fill resolution allows a secondary series to be automatically added to a script for accuracy with order fills.

NT will currently add this by loading the entire session as attempting to match up bars is very complicated.

However, you have mentioned you are receiving this exact error "High order fill resolutions can only be utilized when 'Load data based on' is set to 'Days' or 'Custom Range'" when 'Load data based on' is set to Days and 'Days to load' is set to 7?

Does this occur when testing the SampleMACrossOver script?

Can you provide a short video demonstrating this?
Below is a publicly available link to free software that can be used to record short videos.
https://www.techsmith.com/jing.html
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Old 03-19-2017, 08:34 PM   #3
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Hello, the same result happens when I load the SampleMACrossOver Strategy. The recorded video link is below. Before the video was recorded, my 8 Range chart 'Load Data' was set to 7 days.

Can you (somebody) try loading SampleMACrossOver strategy into an 8 Range chart, set fill order resolution to High and see what happens?

https://screencast.com/t/RP6TIrUtO
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Old 03-20-2017, 04:07 PM   #4
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Hello geekodude,

Your video does not show the Data Series window to show what you have 'Load data based on' set to.

What is this set to?

Can you create a new video showing this?
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Old 03-20-2017, 07:46 PM   #5
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Hi Chelsea, can you PLEASE read my entire last post. "Before the video was recorded, my 8 Range chart 'Load Data' was set to 7 days."

I will provide further instructions on how to do this. Right mouse click on 8 range chart>>Data Series...Go to the drop down box that gives option to load data based on Bars, Days or Custom.....Select Days.....set days to 7.

You can set Days to anything other than 7 or have any custom range dates and I still get the error.

Unfortunately, I will not be at my NT computer for at least 2 weeks. Changing the data series to 7 days is not difficult to do and a new video in two weeks is a long ways away. Can you PLEASE replicate this.

Thanks in advance
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Old 03-21-2017, 12:36 PM   #6
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Hello geekodude,

I did read this in your post (that you are using 'Load data based on') and also read you are changing this.
I have requested that you show this in the video.

Below is a link to a video showing my Data Series parameters and enabling the script.
https://www.screencast.com/t/gbTl6LD5qvZ8

I am not able to reproduce this behavior using NinjaTrader 8.0.5.2.

May I confirm I have taken the correct steps?

May I confirm the version you are using?
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Old 03-25-2017, 06:34 PM   #7
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Hi Chelsea, sorry for the late reply. Your video is the correct sequence.

I am using NT 8.0.5.1instead of 8.0.5.2

Another difference is in my video, I was connected to ES 06-17 replay data.

This is a head scratcher...
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Old 03-26-2017, 06:14 PM   #8
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Hi geekodude,

Before continuing please update to the latest version.
  • Shutdown NinjaTrader
  • Download NinjaTrader from the link below
    http://ninjatrader.com/GetStarted
  • Double click the downloaded file to execute it
  • Follow the on screen instructions
  • Restart NinjaTrader

Then please provide a video showing the 'Load data based on value' property in the video. Ensure you take the same steps as in the video I have provided for you.
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Old 03-30-2017, 10:24 AM   #9
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Hi Chelsea, in this latest video there is a fresh installation of NT8.0.5.2.

I am running this new install on MACBook Pro Retina with VM Fusion running Windows 8.1

The previous video shown was on Windows Server 2012.

So now this error is replicated on my end with both OS platforms.

https://screencast.com/t/LDZ78jyIi0N
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Old 03-30-2017, 10:45 AM   #10
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Hello geekodude,

Please connect to a source of tick data and try this once more.
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Old 04-01-2017, 10:32 AM   #11
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Hi Chelsea, in this latest video I connected to a tick data source as instructed. Your recommendation worked with some (minor?) errors.
  1. If you DO NOT connect to a tick data source upon a fresh NT installation and decide to run your strategy in High Fill Resolution in Replay Data source, you will ALWAYS get the dialog box warning regardless if you have your data series set on days or custom range.
  2. If you DO connect to tick data source and received the dialog box data warning because your data series was set to number of Bars, then the error will persist even though you changed your data source to days or custom range. So you will have to DELETE your strategy and add your strategy again while your data series is set to days or custom range. This will allow High Fill Resolution.

It looks like for item #2 there is some "junk" resources that's not cleared in NT when you recieve the dialog box warning. These junk resources is cleared upon removing and then again adding the same strategy.

For now I can live with this limitation. And I thank you for your help because I think this thread can help others if they encounter the same problem.

https://screencast.com/t/aVOI1i9hXz1I
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Old 04-03-2017, 03:48 PM   #12
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Hello geekodude,

This is expected behavior.

When a strategy is added it exists in memory.

If you make any changes to State.SetDefaults or if you make changes to the account or connection, you would need to remove the script and add a new instance initialized with the other account or with the new values set in State.SetDefaults.

Setting the Order Fill Resolution to high causes NinjaTrader to automatically load a secondary series of that type. If you are not connected for tick data and that data can't load, you will get an error because that second series doesn't exist.

To use Order Fill Resolution with tick data, you need tick data.
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