End of day charts not displaying all data

[jhooper]

Hi,
I'm using NT beta4 running on XP with IQ FEED 4.6.

When I try and display end of day charts (eg Monthly, 4 week,2 day etc), sometimes not all the data is displayed in the bars so I see large gaps between the bars open and closes. I can tell that data is missing because I have the daily chart next to it so I know when price should occur bar to bar on say a monthly chart. Sometimes right-clicking and selecting "refresh all historical data" will solve the problem. But sometimes it doesn't work.
For instance I have attached a chart of ACE on the US stock market

ABT and ABX on a 4week chart have similar problems.

I should say it only seems to be with the current(last) bar and no others.

I do not believe it is a problem with IQfeed as I am using it on another chart package and it has no problems displaying the data (although the other package only displays daily/weekly/monthly)

Is anyone else seeing the same thing? I have set my data options to "get data from server" and "merge policy=MergeBackAdjusted".
Any help is appreciated,
Thanks,
John

[NinjaTrader_Bertrand]

John, I'll give this a try on my end here shortly, thanks for reporting this in.

[NinjaTrader_Bertrand]

John, thanks for the sharp eye, could reproduce and will forward to development to look into.

[jhooper]

Thanks for your quick reply Bertrand.
I don't know if this helps, but sometimes the multi day and multiweek charts (eg 2 day, 4week) are sensitive to the number of lookback bars/days you use (under the Data Series). Maybe useful to add that to your note to development?

Thanks again, John

[NinjaTrader_Christian]

Hi jhooper !

This is a bug which is fixed and the fix will be available in the next update of NinjaTrader.

Thanks for reporting !

Kind regards,
Christian

[jhooper]

Thanks Christian, that is good news!
john

[molecool]

Same problems...

I'm experiencing similar problems with missing data but am being told it's my data provider - I doubt it as the data loads fine on the same system with Multicharts.

[jhooper]

Beta 5 still has problems

There are still several problems with charting multi day charts (eg 2day, 5 day etc) in Beta 5 that was supposed to fix the problems.It's better but still not there yet. I'll add more findings later,but here is the first problem. I've attached a 2 day chart of INTC taken at about 11am Eastern US time today (3rd December) .Before market open, the chart was great and today should have brought a new 2 day bar.Unfortunately as you can see from the photo it has put 3 days into a 2 day bar. There is no new bar,but it is updating in realtime at least.
The last bar is titled 3rd Dec and the previous bar is titled 30th Nov. Before market open it showed it as 30Nov and 2nd dec, which was correct.

There are others issues with changing the number of days to look back ,but I'll add those notes later today.

John

[jhooper]

Follow on from Last Post#8

Following on from my last post earlier today (post#8), here are the rest of my findings with the multi-day charts in 7.0.05 beta:

1)I plotted daily,2day,5day,10day,20day charts. using 365 days of look back data, they look great. The date of each of the bars now lines up correctly (which it didnt in beta 4-so, thank you developers!)

2) I tried the above with different amounts of data eg 730(2years), 888 etc. There is a problem as the last bar(current) does not include all the relevant data. For example,WYNN, the last bar is missing the 26th/27th November lows for 730 bars of data.

3) When I tried using 3650 bars (10years) of data it seems to work ok. I tried symol BGU which does not have 3650 bars of data only about 365 and it still seems ok (with the data series settings still set at 3650).

4) So, as long as you only use 365 or 3650 bars of lookback everything seems ok. The only problem then is what I outlined earlier today with todays data not starting another new bar (3 days in a 2 day bar)

Hope this helps as its definately worth getting these multi day charts right as they're a big help to my trading!

John

[NinjaTrader_JoshP]

John,

We will take a look.

[jhooper]

Hi Josh,
can you please confirm whether the problems of EOD data in this thread have been solved for the latest beta release 6?

thanks,
John

[NinjaTrader_Dierk]

There had been several issue referenced in this thread and there had been several fixes to issues with latest NT7B6. I suggest you give try and report back as you experience issues. Thanks

[jhooper]

Hi Dierk/Josh
I have been looking at beta 6 regarding the previous problems.
From my testing so far it seems the orginal problem of missing data for multi day charts has been solved. So, when you look at a 2 day chart or a 5 day chart the bars have the right data in them.

In my experience over the last few weeks I would advise other users who are using multi day charts with the market analyser that they will save a lot of problems if they use "number of bars" (NOT days) in the charts.

The market analyser of course has to use number of bars by default.

Thank you to you and the developers,
John

[NinjaTrader_Dierk]

Thanks for your feedback.