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NT7 Version independent - Tedious bad data removal

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    NT7 Version independent - Tedious bad data removal

    Of course, ability to remove/correct bad ticks is a big progress in NT7. However the process is very tedious.

    Because of certain problems with MB Trading data feed, I have ~100 bad ticks last week, all of them have value = 0.0.

    I'm refraining myself here from discussing the problem details in this thread, because it appears to be caused by Beta 13 / MBT Navigator 11.5.0.5 combination and I was asked to report only most recent beta problems.
    I installed Beta 14 just now and I'll see what's going on.

    However I cannot live with such data, because I'm using Renko bars and they go crazy when 0.0 tick occurs.

    Currently, the only way to correct/remove these ticks is to edit them and to change/remove every bad tick separately. It takes hours of work.

    Being unable to do my work in the "end user way" I began to hack.
    I brought the database (.SDF and .MDB files) to my SQL Server 2008 Express hoping to apply a simple query to remove the wild ticks.
    I connected the file to Compact SQL machine.
    I was able to see tables layout, however it appears to be that the data is either encrypted, or just password protected and it was unreachable.

    Therefore I have quite an urgent request and I propose a solution, much better than nothing.
    The solution is to define range parameters for every instrument, either in instrument definition or in the data editor. Every tick out of range will be removed automatically, either by Data Editor upon "remove out of range" command, or even better, during a data aquisition, according to instrument range definition.

    If you have any trick to get rid out of bad ticks quickly and effectively, please let me know urgently.

    #2
    xtrader1, you can filter bad ticks.
    Attached Files
    AustinNinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_Austin View Post
      xtrader1, you can filter bad ticks.
      Because I already complained about this issue a few days ago, I forgot to mention that my filter option is set ON , always ON. It just did not work in this case.

      Please reread my post , and see what's going on when filtering DOES NOT work.

      Even if it would work, you explained in the past that the filter algorithm is based on nearest neigborhood, therefore in the case of tick sequence :
      valid tick,0,0,valid tick,0
      it would happen that the 2-nd valid tick would be filtered and the zeroes would remain.

      Please correct if I am wrong.

      Comment


        #4
        Please see here regarding your assessment on tick filtering (which is incorrect): http://www.ninjatrader-support2.com/...789#post159789

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