Charts problem with Ninja Trader

K

keri60

I use NT with Zen Fire and I trade 6E futures contract. I trade off 5 minute candlestics. The problem I have is when a new candle starts then many times there is a gap between the old candle and the start of new candle. When market is strong the gap is not filled. So after 5 minutes (when the new candle is finished) you have two, let's say white candles and the gap between them.
It was not be strange if not the fact that after refreshing the screen this gap disapeared! I noticed that when I switch to another chart like DAX futures for example and returned to 6E there is no gap at all.
The problem is when I see that gap I think that the market is weak and I do not open a trade.
Do you know any ways to have the charts refreshed faster so there was not any false gaps?
I always thought that trading futures you have actual data on the chart and not incomplete ones.
 
If you go into options then misc tab and click on 'Repair DB' that should help. Make sure you are disconnected when you do it.
 
wee man - unfortunately that did not resolve the problem.
MDT- I will have to use that link and ask the same questions.

Thank you guys.

Ps. I attached the picture so everybody know what the problem is.
 
This was the reply when I asked the NinjaTrader Customer Service sometime ago:

"No, they provide the live feed, but they do not support any historical data.

As a courtesy, we allow Zen-Fire and TT users to retrieve historical data from our server, so Zen-Fire and TT users have access to historical data.

Our historical data server is a different source than the real-time data provided by Zen-Fire and TT. Different sources can have discrepancies, which explains why the data differs when reloading historical data."

The historical chart is plotted by following the server's clock time of NT whereas the real time candlestick ( the last one under development on our chart ) use our computer clock time. Our computer clock time shall always synchronize to the internet time!

In the case of ES ( not sure on other trading instrument ), the transaction is very high especially during the US market hour. The lag in chart plotting against the actual tick movement is expected, and huge gapping may happen when the new candlestick is being started.
So to have the chart refresh faster ( in order to reduce the lag in plotting ), under NT Chart Properties, we shall set the Window Display Update Interval to "Zero" second, i.e update by tick, but it is very CPU intensive.

However, in NT, we still need to manually "Reload Historical Data" in order to get the right historical data, sometimes a few reloads are needed to get the correct data, too bad.:mad:
Just curious why NT does not provide the automatic reload of historical data once a new candlestick is completed.

Metatrader4 (MT4) for forex have an excellent charting in which a candletick once completed normally very close to the realtime data, without the need to manually reload the historical data by the user, and it is not CPU intensive, not like NT. Don't know about other charting softwares.
 
Thank you solotrade, I have set the Window Display Update Interval to "Zero" and it looks like the problem is resolved , at least partly.
I asked the NT support the question and they sent me the following answer :

<<<Hello Keri60,

Thank you for the post,

This is to be expected. NinjaTrader behaves like a radio receiver in that it receives signals from the connected server. So when it is receiving real time data it shows as the charts on the left. Oftentimes, though the chart is updated by the connected server due to bad ticks or other market factors, thus the difference between the two.

Please see the following link for more information.
http://www.ninjatrader-support.com/H...BuildChartBars>>>

When I went to the above link I find out the four conditions why charts may be different after realoading :

<<<
-Your PC clock could have been off so the time stamp is delayed
-Your internet may have been lagging so the tick came in slightly delayed and therefore the time stamp is delayed
-Due to standard latency, even 50ms delay (which is normal) could be the difference between a 10:30:59 and 10:31:00 time stamp
-There is no way of knowing how the historical data provider packages their bars
>>>

That makes me think that the faster internet connection you have the more accurate data you have on your chart. But I am not sure if I am right?
 

Attachments

  • 6.jpg
    6.jpg
    55.3 KB · Views: 411
Quote from keri60:


That makes me think that the faster internet connection you have the more accurate data you have on your chart. But I am not sure if I am right? [/B]
More...

No sure either.

I doubt that the system architecture of NT plays a role on it.
One funny thing is why in NT, the real time chart follows our computer clock while the historical chart follows the server's clock, why can't just make them follow one clock, that is the server's clock?

Perhaps somebody can shed some light on it.
 
Quote from solotrade:

One funny thing is why in NT, the real time chart follows our computer clock while the historical chart follows the server's clock, why can't just make them follow one clock, that is the server's clock?
More...

NT uses server time stamp of the market data/broker's API provides a server time stamp. If no time stamp is provided then we have to use local PC time stamp as the tick comes in.
 
I am really courious if other trading platforms have the same discrepancies while plotting charts in real time? OEC platform (I like off charts trading features) or professional platforms like X_Trader?
 
ZenFire, though, does provide timestamps.

By now I am mostly on the psition that NT does what NT does because the people programming it probably have never seen a trader work, or never used it.

I try moving my setups to NT automatic strategies, and the amount of bugs and idiocies in the system is terrific. The whole UI breaks apart for multiple strategies (stop before market news, add again after - fince. Except for 5 markets, 6 strategies that is 60 remove, 60 setup, all one by one). The programming is buggy as hell in parts - entering a signal (limit), cancel it - reenter not possible.

I would not wonder if their data handling is on par with that ;)
 
You must log in or register to reply here.
Back
Top