I went to bed rich beyond my dreams of averice and woke up broke

[KBJ]

OK, here's a bug for you...

I was looking to arbitrage Forex against Currency Futures if I could see any edge, so I threw up a 30-second chart with two instruments, and lo and behold, I saw the perfect setup, where a move in Forex always seemed to presage a move in the Currency Futures by around a minute.

I didn't know how this could be possible, but I went to bed knowing I was going to be rich.

When I showed this to my son this morning, he said, "But why are the bars on the Gain chart slid over to the left?"

Oh, well.

Anyway, there's a bug here. The chart from the Gain data feed seems to be slid over to the left by 1-minute (so it seems to "lead" the currency futures instrument). But no such luck.

I was trying to rapidly write an automated strategy to take advantage of this anomaly before it went away (I figured a market correction would be imminent as soon as someone else noticed this), but no need now.

See attached example charts. Here's the 30-second chart, and as you can see there are 2-bars missing.



On the 10-second chart there are 6-bars missing, etc.

Oh, and my son's irked at me because he thinks I was teasing him about getting rich. Some days you just can't win.

[NinjaTrader_Kyle]

Hi KBJ,

Thank you for your post.

1.) Which futures data provider are you using?

2.) If you right click in the chart and select 'Reload All Historical Data', does this display issue persist?

[KBJ]

This problem was seen using Gain & ZenFire datafeeds on V7.0 Beta 20.

I also tried connecting the datafeeds in the other order, but that didn't seem to affect the offset of 1-minute. And displaying a 5-second chart shows a 12-bar differential, so it seems to be a consistent 1-minute error.

Yes, the problem persists after a reload-historical-data, and even when NinjaTrader is stopped and restarted.

[NinjaTrader_Kyle]

KBJ,

Thanks for the clarification.

Please provide me with the workspace you're using.
You'll find the workspace in the Documents > NInjaTrader 7 > Workspaces menu.

[KBJ]

The workspace is attached (just remove the .txt file type so it's an .xml file again.)

[NinjaTrader_Kyle]

KBJ,

I'm not seeing the same behavior on my end.

This could indicate that your PC's clock is out of sync.

Please shut down NinjaTrader, sync your PC's clock, then restart NinjaTrader and see if the issue persists.
You can sync your PC clock by double clicking on the clock in the lower right corner of your desktop. Once you have done that, click on Internet Time tab and then click Update. Your PC clock should now be updated.

[KBJ]

This could indicate that your PC's clock is out of sync.

Kyle, Thanks.

That fixed it.

I hadn't considered the PC's clock, because it's set up to update weekly (it has last updated on August 26th and was due to update again tomorrow.)

In the mean time, it was off by 70-seconds, which is more than enough to account for the 1-minute discrepancy that I saw.

I'm running Vista on a Dell box that's 3-years old, and frankly I expected more reliability, since 3-years old just isn't that much.

I'd hate to think that my hardware could be wearing out.

However, the electrons that I've been running through it are several billion years old, and I'm quite sure this problem wouldn't be manifesting in the same way if only I could get some brand new electrons to run it on.

[KBJ]

Wasn't able to find any new electrons.

But, my son emailed me the following technique for forcing more frequent clock updates.

For instructions, see: http://www.howtogeek.com/howto/windo...sync-problems/

I just changed mine from weekly updates to daily time server updates...



The 86400 value is the number of seconds (60 x 60 x 24) in a day (make sure you select "decimal", not "hexadecimal") when you edit it.