Point And Figure bars

[NinjaTrader_JoshP]

Thank you for the suggestion.

[Eagle]

Hello Gents

Since we've last touched base on this topic. Has this been addressed in the latest build 5, or has this been shelved. I would see the Renko and Pnf algo as having similar issues, your comments are appreciated.

[NinjaTrader_JoshP]

Eagle,

It is currently lower on our list of priorities. You can view B5's change log in the Help Guide.

[johannes]

Hi,

I was wondering if there is already an indication that the improvements of the PnF charts is coming into the top of the priority list, it has been 3 months ago since the last comment?

I saw that this PnF thread is one of the most viewed threads on this forum, so I suppose there is a lot of interest in it.

Thanks in advance for the update!

[NinjaTrader_JoshP]

johannes,

Priority is still currently ironing out the kinks in critical application areas.

[Harry]

Last session not displayed for P&F charts

Even if low priority, P&F does not work as expected. I have a chart open (settings 5 min base period, box size 1, reversal 3), connected to Interactive Brokers and it only plots the Thursday sesssion, but no data for Friday. Today is Saturday, and the data has well been loaded and is displayed on minute charts.

[NinjaTrader_JoshP]

Harry,

Suggest you reload your historical data and ensure you didn't run into any pacing violations while trying to pull up your data before.

[Harry]

I reloaded minute data from Interactive Brokers and the screenshot below shows that the last day on the P&F chart is still missing.

Left you see a minute chart that correctly displays Feb 12. This also confirms that the minute data has correctly been loaded. On the right side you will notice the missing data for Feb 12 on the point & figure chart. I've left the data series menu open, so you can check it.

Local time here is CET, session template is Globex (3:30 CT - 3:15 CT).

[Harry]

This is a major NT 7 bug!

Further checled this problem. It depends on the session template and the interval chosen for the P&F chart.

So for ES I got the following (Box Size 1, Reversal 3)

Session template CME US Index futures RTH -> always works
Session template Globex & Base period value 1 min and 2 min --> works
Session template Globex & Base period value > 2 min --> last day missing

Now because this is related to session templates, I remember a problem for session templates that start prior to midnight (local time). To verify here, best to select FOREX, because the FOREX session template is a 24 hour template with a session starting prior day!

So for $EURUSD I got the following (HalfPip, BoxSize 3, Reversal 9)

Session template FOREX & base period value 1 min --> works
Session template FOREX & base period value > 1 min --> last day missing

The session problem

I believe that the session problem will haunt you. There is a large number of threads related to problems caused by sessions that start prior to midnight local time. Indeed with the P&F charts I experienced problems with all futures that used session templates starting prior to 24:00 local time (ES, YM, NQ, ZB, FOREX / start before 24:00 CET), but no problem with session starting at or after 0:00 local time (TF, CL, 6B, 6E, 6J and ES with session template RTH / start after 0:00 CET).

There is a already large number of threads that are related to this topic:

1) Merge backadjusted not working correctly
2) Bars.GetSessionBar and Bars.GetSessionDate not working
3) Pivots indicator not working
4) Bars.FirstBarOfSession not working on Renko charts

So I think this should be a first priority item for the next release!

[NinjaTrader_JoshP]

Harry,

Please provide the time zone you are in.

Each issue is a separate issue and they are not related to each other. I assure you each reported case is already being handled.

[Harry]

Hi Josh,

thank you for answering. My timezone is Central European Time (CET).

Harry,

Please provide the time zone you are in.

Each issue is a separate issue and they are not related to each other. I assure you each reported case is already being handled.

[johannes]

Quote:
Originally Posted by roonius
I agree - it's debatable. It would be nice for user have an option in this case:
Reset at new session - true/false.

Thanks

Considered that and could be an option in the future.
__________________
Ray, NinjaTrader Customer Service

While the PnF charts still don't have a high enough priority to get improved, could you guys maybe implement this option so we have a little improvement yet that will mean a real big difference? So we have something to play with while waiting for the rest Just for the PnF lovers who are waiting so long already and helped testing it

[NinjaTrader_JoshP]

johannes,

It is on our list as Ray has mentioned. Unfortunately 100% of our developmental resources are still being used in stabilizing NT7 right now. When resources are freed up we will be able to investigate this at that point in time. Thank you for your patience on this matter.

[Harry]

P&F still not working, 2 bugs with 7.0.0.13

NT 7.0.0.13

Point and Figure is still not working. The bug I have exposed below still remains. Data gaps depend on instrument and base period.

Bug 1: No historical data for today. The bug is reproducible, depends on instrument and base period. Some examples:

EURGBP: Base period 1 min ok. Base period > 1 min -> no historical data displayed for today (chart 1, EURGBP base period 3 min)

EURJPY: Base period <= 3 min ok. Base period > 3min -> no historical data displayed for today

EURUSD: Base period <=2 min ok. Base period > 2 min -> no historical data displayed for today

All the currencies are affected with the standard FOREX session template. The results are reproducible, when toggling between different instruments or chart types, so it is not related to the first loading of the historical data.

Bug 2: No historical data shown for yesterday. The bug only occurs when a chart is first loaded, but disappears with the second loading of the chart after toggling between instruments or chart types.

6C 06-10 : Historical data for April 7, which was yesterday, is missing (chart 2, 6C 06-10, base period 5 min below). After toggling to 6B 06-10 and back to 6C 06-10 the gap disappeared.

CL 05-10: Base periods 1,2,3 min were no problem, when first loaded. Base period 5 min showed a gap for April 7 (CL 05-10, base period). After toggling to a defualt candle chart and back to P&F 5 minutes the gap disappeared.

Similar gaps - no data for yesterday - occured for all currency futures, FDAX, FESX, GC, SI, ZB.

The two bugs combined:

BC 05-10: There was no historical data for yesterday and today, when BC 05-10 was loaded the first time (see chart 4 below). After toggling to another instrument and back, historical data for yesterday appeared, but nothing showed up for today (see chart 5 below).

[NinjaTrader_Bertrand]

Harry, thanks for the detailed report - while I could not reproduce bug2 here, bug1 was reproducible for me.

For bug2, when I for example load CL 05-10 on base period 5 with 10 days lookback an default instrument session, all days data appears as expected for me, checked off with time based chart here...what step am I missing perhaps?

Thanks