Corrupt Replay Data for Dec 30-31?

[jamesaq]

1. I'm getting bad stochastics when I replay TF 03-10 data from Dec 30 - Dec 31'st 2009 as shown in the attached jpg screen-shot.

Could data from the last week of December also be corrupt like you mentioned for Dec 14-18th, or is this caused by something else?

I replayed Dec 30 fine and then the stochastic went crazy as the replay continued into Dec 31. I tried reopening the chart but then it wouldn't display any price data, the price chart scale went to 0.01. I downloaded the replay data again, restarted Ninjtrader, and the price worked, but the stochastic didn't work on either day. The stochastic should only go from 0 to 100 but it would spike to -400 and other numbers. Deleting the replay files also hasn't helped.

The only thing I did to seemingly produce the problem was hit the fast forward button and pause button repeated numbers of times. I also placed simulated orders on the charts and drew Alt+F5 marker arrows.

2. I have a related feature request/suggestion for the "download replay data" utility to make it more efficient and user friendly. Could you make it possible to select and download multiple days of data at the same time? A multiple day selection on the calendar would be ideal if possible, otherwise use two fields to go from date to date. Currently if trying to dowload 5 days of data it gets tedious going into the download menu over and over, selecting the same commodity (which takes 2 clicks) and then selecting the individual calendar dates (which take 2 clicks) each time.

3. Lastly, I would suggest that someday you rework the replay window user interface to make the controls more intuitive and user friendly. The cassette tape player type of controls are not intuitive for this type of data, particularly the fast forward button. I would prefer a splider for speed where you could increase and decrease the speed from 1x to Xx. The pause and play button would then resume at the already selected speed. Higher resolution on the slider for the replay position would be handy as well.

Keep working on the bugs. It is clearly coming along and looking great.

Thanks.

Dear beta tester,

Unfortunately we experienced that replay data recorded by our new NT7 data server between 14th and 18th of Dec could be corrupted. If you already downloaded replay data for these dates then this might result in:
- strange data displayed on your UIs
- exceptions thrown by NT which would force you to shut down NT
- other unknown effects

To resolve the issue you needed to manually delete the offending files which would be located in the directories <my documents>/NinjaTrader7/db/data/200912<14-18>. Removing the complete directories themselves would be save as well.

We removed any replay data between 14th and 18th of Dec from the NT7 data server so it no longer is accessible.

We apologize for the inconvenience.

Dierk

[NinjaTrader_Dierk]

1) To make a judgment I suggest just replaying the TF data file against a 1 min chart to see if the bars themselves would go wacky. I just checked the data server itself. First glance the data files for TF look ok.
In addition you might compare the replay chart with a chart built from historical data for your preferred provider.
2) We purposely designed the download interface as it is right, since we wanted to prevent people doing what you wanted to do: doing massive downloads. Problem: replay data files are large and impose a serious bandwidth load which requires limiting the downloads.
3) Thanks for your suggestions. We'll add them to the list of future considerations.

[jamesaq]

Thanks for the reply.

I checked the 1 min price bars and they look fine.

If it is not the price data then the problem is clearly in the program itself when the indicator is calculated with replay data.

I downloaded more data for the prior week Dec 21-24, 2009 and the bars also look ok, but I still get wacky stochastics.

Since the stochastics indicator is a relative measure between the high and the low of a bar it is mathematically impossible for the stochastics to go higher than 100% or lower than 0% however I see stochastics greater than 100 in the replay. The open, high, or close data fields must be getting screwed up on their way to the indicator calculation. I've attached a picture of the stochastics on a 5 min chart.

When I move the replay position slider backwards the chart data sometimes goes blank and I get a price scale of 0.1. This is a separate problem that seems to happen when you rewind. I've also attached a picture.

I looked at the stochastics on a 1 min chart also, and attached a picture.

I think that is all there is to report for this problem. I hope it can be fixed.

Thanks.

1) To make a judgment I suggest just replaying the TF data file against a 1 min chart to see if the bars themselves would go wacky. I just checked the data server itself. First glance the data files for TF look ok.
In addition you might compare the replay chart with a chart built from historical data for your preferred provider.

[NinjaTrader_Dierk]

Thanks. We'll look into and will get back to you.

[NinjaTrader_Dierk]

Your screenshots hold tons of indicators. This makes it impossible to ran any analysis. Here is what I just tried:
- my PC is EST timezone
- 1 chart, TF 5min, 24/7, all default
- added stochastics, all default
- replayed the 31th

I got chart below which is stable as I move the slider back and forth: no stochastics value is outside the valid range between 0-100.

I suggest you tried the same simple setup and let me know if you could not reproduce my findings. Thanks

[jamesaq]

I tried doing a complete uninstall, delete, and reisntall.

I used the same simple chart. I get good stochastics like you on the 31'st, but if I replay from the 30'th to the 31'st and move the slider I get the crazy stochastics.

Could you try downloading the 30th and replay the 30th to the 31st?

Maybe somehow it requires both days to be stiched together?

I noticed "F5" does reset it, but it quickly comes back with scrolling.

James

[NinjaTrader_Dierk]

We'll look into and get back to you shortly.

[NinjaTrader_Dierk]

This is a bug which will be fixed with next update. Thanks for reporting.