Charts corrupted after restart of NinjaTrader

[dgregor5]

NT:
I am seeing the same 'spike' issue both on real-time charts & during backtest.
I was just looking at one strategy now during a back test - gave a huge spike on 2nd Jan. eventually got it to go away, but this is somewhat annoying since it completely invalidates any testing.
I never saw this before 6.5 beta.

also, I have varied backtest results for the same strategy.........varying anything from 74% to 84% - I presume due to these spikes (????). In version 6 the results were consistent from day to day.

any thoughts!
thx
David

[Harry]

I thought I have the same problem with NT 6.0.1000.8, but I will check again.

Anyhow data format of IB is a bit particular, I think it is not time-stamped. So I also had spikes with other software applications, when using IB forex data , and again I would have to reload the data. Just for the futures, other software like Quotetracker or Amibroker would do fine.

[NinjaTrader_Ray]

If you reaload historical data from the provider and the spike is there that means the spike is coming from the provider. At this time, there is nothing that we can do to resolve this.

[Harry]

The spike usually disappears after reloading. The spike always would occur just before midnight. Maybe it is linked to time-stamping.

[Harry]

Today I have corrupted charts again, see the artificial gap in the example of ES 03-08 This time I used NT 6.0.1000.8, so the problem is definetely not linked to the new beta, but occurs on all versions.

It is a midnight problem: After loading data from Interactive Brokers, some bars around midnight will disappear, sometimes there are spikes and huge (100 times larger than normal) volumes. I do not have this problem with QuoteTracker or Amibroker, so it is a result of the way NT handles the API of Interactive Brokers.

The good news : Reloading data always solves the problem. It is just annoying to scroll through all charts and check how many bars are missing.

[Harry]

Spikes reappearing with IB data

Midnight spikes again. Today all Globex index futures for June showed spikes (no spikes during the last 2 weeks). The spikes appeared for different dates though. The spikes created new session high or lows, so I traded off wrong pivots - it took me some time to find out why the market would not respect the daily pivots...

Let me summarize the spike bug again:

- spikes appear for all versions of NT - charts below were made with NT 6.5.10
- spikes appear when connected and when not connected to IB
- spikes appear in an irregular fashion, which means not every instrument, not every day, so somehow may depend on data
- the first time that NT displays a chart for the instrument there will be no spike, chart would be perfect
- spikes only appear, when a given instrument is displayed a second time and thereafter
- NT can be reset to display the chart corectly by shutting it down and restarting it
- IB TWS and other charting software (Amibroker and QuoteTracker) do not display spikes
- the spike follows a specific pattern, as it is always the last bar before midnight with the bar high replaced by daily high and bar low replaced by daily low
- sometimes I can solve the problem by reloading data, but today I could not

I think that this is clearly a NT bug. I do not know how NT organizes data internally, but I can conlude that somewhere it does store daily bars that interfere with the bars being displayed on the chart just before midnight. So there must be a logical flaw somewhere. Also the fact that NT can be reset to display the chart correctly - but only once - confirms that it is a NT bug.

I would very much appreciate, if you could recreate the problem and somehow solve it.

[NinjaTrader_Dierk]

Christian will follow up by PM.