Data missing after midnight starting Jan 18th for LineBreak chart

[JS999]

Guys, LineBreak charts still do not work properly across session boundaries, as discussed in this thread. Please read my last post prior to this one, and decide what you are going to do about it. You can't include a chart type that doesn't work, and right now, LineBreak charts do not work. All you have done so far is give reasons for why you are starting a new bar after a session boundary, but you have not acknowledged that this is a problem with LineBreak charts because of how they are constructed. One way or another, you need to fix this because it is a bug, you can't just leave it the way that it is. See attached

[NinjaTrader_JoshP]

JS999,

The issue raised earlier in this thread was why does NT break the lines at session break. This is the first report to come in for LineBreak only building 1 bar on session break and nothing more after that. As such, please provide a screenshot of your Chart Properties and please inform us as to the session template being used and we will look into this new bug. Thanks.

Unfortunately there will be no changes to the prior discussed implementations of breaks at this point in time. Our priorities right now are to stabilize and address bugs. After we are done with this step then we will be able to reevaluate implementation changes and see what we can do at that point in time.

[JS999]

JS999,

The issue raised earlier in this thread was why does NT break the lines at session break. This is the first report to come in for LineBreak only building 1 bar on session break and nothing more after that. As such, please provide a screenshot of your Chart Properties and please inform us as to the session template being used and we will look into this new bug. Thanks.

Unfortunately there will be no changes to the prior discussed implementations of breaks at this point in time. Our priorities right now are to stabilize and address bugs. After we are done with this step then we will be able to reevaluate implementation changes and see what we can do at that point in time.

I understand if you need to prioritize other things first, that is fine. However, make no mistake, this IS a bug and as such it should go on your bug list, not your implementation list. The LineBreak chart type just does not work properly right now because of this issue, plain and simple. I am not saying that you need to change how session breaks work in general, only that you make a special exception for this particular chart type, and write some code to account for it. LineBreak charts rely on the previous bar's info to work, that's why this is screwing up.

As for the session template, I am just using Default 24/5. However, it doesn't matter what the session template is, it's just that on every session break (wherever it is), this situation occurs. After a while it seems to "sort itself out" once enough time has passed, but in the meantime the chart is screwed up and can't be trusted. All indicators, moving averages, and so on are also "off" as a result. I have included screenshots of some settings.

The easiest thing to do here is to simply load up this chart type on your own system and see what happens at session boundaries. The error is reproducible and happens all the time, I am sure that you will see it for yourself.

[NinjaTrader_JoshP]

JS999,

Thank you for the screenshots. We will look into it.

The reason it is an implementation change is because LineBreak is not the only chart type you can make the argument on that it relies on prior data. The same case can be made for renkos, PnF, even regular tick charts, etc. They all use the same break-at-session logic for the reason mentioned in one of my prior post. This change was implemented over 6.5 because historically we have had a lot of complaints of, "Why do my charts not look like my friends"? It would boil down to people having different amounts of days loaded. Further complaints before were "Why does my tick chart look different than my tick chart yesterday"? Reason that happened was because when you use something like a 5 day rolling chart, when you drop the oldest day and add a new day all of a sudden your whole chart is rebuilt off of a different starting point and thus a slightly different looking chart was built. Upon implementation we are now getting the reverse arguments of "Why do the charts reset at session break"? As such, we will be reevaluating the implementation across all chart types after we have finished stabilizing NT7.

[JS999]

JS999,

Thank you for the screenshots. We will look into it.

The reason it is an implementation change is because LineBreak is not the only chart type you can make the argument on that it relies on prior data. The same case can be made for renkos, PnF, even regular tick charts, etc. They all use the same break-at-session logic for the reason mentioned in one of my prior post. This change was implemented over 6.5 because historically we have had a lot of complaints of, "Why do my charts not look like my friends"? It would boil down to people having different amounts of days loaded. Further complaints before were "Why does my tick chart look different than my tick chart yesterday"? Reason that happened was because when you use something like a 5 day rolling chart, when you drop the oldest day and add a new day all of a sudden your whole chart is rebuilt off of a different starting point and thus a slightly different looking chart was built. Upon implementation we are now getting the reverse arguments of "Why do the charts reset at session break"? As such, we will be reevaluating the implementation across all chart types after we have finished stabilizing NT7.

I understand all of this. The only point I want to make is that while all the chart types suffer from this problem, the LineBreak chart type in particular suffers more from it because of the way that the bars are constructed (go see the link I posted earlier in this thread.) Yes, technically a tick chart, range chart, or renko chart will have the same problem, but not for very long. The problem will only persist for a short period of time until the price moves out the bar's range, which won't take a long time. This is why people aren't complaining about it on those chart types, because most people don't notice it.

On a linebreak chart however, the problem can persists for HOURS every day. It takes basically 1/3 of a day for it to completely sort itself out, every day. This makes it hardly usable. As such, you should consider putting in a "hack" just for this specific chart type until you work out the problem more generally, because right now it is seriously affecting how it works. Perhaps you can make LineBreak charts use the old way of drawing bars, or maybe you can post some code that we can implement to do it ourselves, if we choose.

[NinjaTrader_JoshP]

JS999,

I wouldn't say the LineBreak "suffers" any more than a PnF chart or a Kagi chart. Unfortunately there is no hotfix I can provide you with at this point in time as the concern is not a simple isolated case and has many much wider implications.

What I can suggest for you in the meantime is to make a session template that consists of all seven days of the week as one big session definition so you eliminate the session breaks between your trading days. You will still have the break between weeks, but at least there will be no break between like Monday-Tuesday or Tuesday-Wednesday.

[JS999]

JS999,

I wouldn't say the LineBreak "suffers" any more than a PnF chart or a Kagi chart. Unfortunately there is no hotfix I can provide you with at this point in time as the concern is not a simple isolated case and has many much wider implications.

Perhaps not more than those chart types, but more than the ones I mentioned. In any case, it is obvious that there is a class of chart types that suffer from this problem more seriously (Kagi/LineBreak/PnF), and all I'd like is for you guys to add it to your bug list to get fixed before the final release. This is not just a minor bug... you are displaying information that is wrong, and that could cause people to lose real money. I'd just like to see you bump this up on your list... anything that can cause real money losses should always be a high priority issue.

[JS999]

JS999,
What I can suggest for you in the meantime is to make a session template that consists of all seven days of the week as one big session definition so you eliminate the session breaks between your trading days. You will still have the break between weeks, but at least there will be no break between like Monday-Tuesday or Tuesday-Wednesday.

I will try that and see how it goes...

[NinjaTrader_JoshP]

JS999,

Thank you for your patience. We will see what we can do as soon as developmental resources are available. Unfortunately all of our resources are currently being used in critical areas to address bugs like improper data loading and bugs that actually induce application crashes. You can probably appreciate that these bugs would be more direct in money-loss and as such are more critical.

[JS999]

JS999,

Thank you for your patience. We will see what we can do as soon as developmental resources are available. Unfortunately all of our resources are currently being used in critical areas to address bugs like improper data loading and bugs that actually induce application crashes. You can probably appreciate that these bugs would be more direct in money-loss and as such are more critical.

Yes, that is fine... but right after those bugs, issues like this should be next. You can only go as fast as you can, but please just add it to the list and prioritize it appropriately... thanks!

[NinjaTrader_JoshP]

Forgot to ask, what time zone is your PC in? Thanks.

[JS999]

Forgot to ask, what time zone is your PC in? Thanks.

Eastern time...

[JS999]

One other thing regarding line break charts that I just noticed. When I right click and select "Reload historical Data", it actually reloads the other charts that are linked to the linebreak chart, but not the linebreak chart itself. Please check that out and see if you can repeat the occurrence.

[NinjaTrader_JoshP]

Will look into the reloading as well. Thanks.

[NinjaTrader_Christian]

Hi JS999 !

The issue you reported in post #28 is fixed and the fix will be available with the next update of NinjaTrader.

Thanks for reporting,
Christian