Chart Trader marking incorrect bar

[pauly139]

Hi,

Chart trader is still marking entry / exit arrows on the incorrect bar in some instances. In the attached screen shot you can see the exit is marked on a bar where the price could not have been achieved. The earliest possible bar is 2 to the right.

Rgds
Paul

[NinjaTrader_Austin]

Paul, are you able to reproduce this issue? I know I've seen it before, even in 6.5, but I was never able to reproduce it. If memory serves me correctly, it usually happens during a fast moving illiquid market because the bid-ask spread could be very large, and then you hit the bid or ask (in sim mode) and get a fill way outside the traded price range.

[mrlogik]

That's right Austin,

Especially if you're using a broker like MBTrading, where the last price (which is what NT uses to chart) is tied to the bid price only. This means that with MBTrading the charts only show the bid, so if the spread is wide enough and you exit at the ask, you will see this.

[pauly139]

This happens to me all the time Austin. I'm using Zenfire, and I see it often using limit orders.

[NinjaTrader_Ray]

Several issues -

- An execution will be plotted based on its execution time since that is the only reference point we have to properly plot it on a chart. If the execution is plotted on a bar that does not represent the same time of the execution, please let us know since this would be an issue.

- For FX, NT does use bid price to drive the chart thus if you are filled on an ASK price that does not make as part of bar, then the execution will be plotted off bar.

[pauly139]

Here is another example of where NT7 is marking the incorrect bar for order execution. Here we can see that the execution price was not reached until 16 seconds after the bar that has been marked with the order markers.

[NinjaTrader_JoshP]

pauly139,

Please mouse over the execution and check the execution time in the database. Then check the bar time. You should find the execution being plotted on the correct bar based on time stamps.

Please ensure you have a synced PC clock when you are trading otherwise an unsynced clock can result in differences when viewing historical data vs your execution timestamps.

[pauly139]

Josh - regardless of whether the times match between bar time and database, the plot is clearly incorrect. That price simply wasn't met on the bar where it is shown.

That snapshot was taken in the live market, and so historical data and time syncing wouldn't be a possible cause.

[NinjaTrader_Ray]

Josh - regardless of whether the times match between bar time and database, the plot is clearly incorrect. That price simply wasn't met on the bar where it is shown.

That snapshot was taken in the live market, and so historical data and time syncing wouldn't be a possible cause.

That could very well be correct. Executions do not have an association to a bar, it only has a time stamp. The execution is plotted on the x-axis according to its time stamp. If for some reasons, the execution time is off (maybe do to your local PC clock even being off by a split second) or the bar data is off due to time sync you will see the behavior you see. There is unfortunately no way to reconcile this.

[pauly139]

Ray are you saying that an execution marker that is off by 15 seconds is not an error?

[NinjaTrader_Ray]

Ray are you saying that an execution marker that is off by 15 seconds is not an error?

I am saying that an execution has a time stamp and is plotted on the x-axis of a chart according to its time stamp. Most executions are time stamped by your local PC clock. If your PC clock is out of sync then the execution time stamp would be out of sync by that same amount. This is not taking into account any latency that may already exist between the trade server you are connected to and your PC.