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Tick data compacted

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    Tick data compacted

    I was strategy backtesting with the strategy analyzer. When I changed the tick amount in the backtest box, the whole current days ticks compacted into two large bars. Previous days were not affected. I am using Zen Fire. To make sure it wasn't a Zen Fire issue, I closed NT 7.20 and opened NT 6.5.16. The current days ticks downloaded fine and everything was normal. So, something happened with NT 7.20 when I changed the tick number. Just for record, I changed the tick amount from 55 to 89. Because of this problem, I will not backtest strategies with NT 7.20 anymore until this issue is resolved.

    Regarding strategies, I have found there is a rather wide difference in strategy results when compared to NT 6.5. It's clear that anyone who backtested strategies using NT 6.5 will have to retest the strategies completely if using NT 7.

    #2
    LTWCI, can you please retry on the NT 7 B20 with a cleaned up cache for this symbol and session template used?

    You can delete the cache folder content directly with going to MyDocuments\NinjaTrader 7\db\cache.

    Were you using exactly the same session settings when comparing 6.5 and 7 strategy backtesting results?
    BertrandNinjaTrader Customer Service

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      #3
      The settings were different. I did not input the hours for each day in the session manager. I had on one line input--Monday-Friday. This was a custom session I input. I now realize you must input for all five days individually. When I opened NT7.20 last night, the bar data looked fine. Another question regarding tick data--I started up NT 7.20 this morning and historical tick data was starting from scratch for the crude miny QM and NYBOT sugar SB. I have Zen Fire. Why isn't previous days tick data on the charts? I also have IB as my broker and I get that same problem. I thought Zen Fire supplies historical tick data? I looked in the NT db file and previous days are there. Shouldn't the software utilize the saved tick data?

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        #4
        Great you have the sessions figured out - do you have 'Get Data From Server' checked under Tools > Options > Data?
        BertrandNinjaTrader Customer Service

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          #5
          Yes, Get Data From Server is checked. Also note--when I opened a new chart for ZB from CBOT, a tick chart opened fine.

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            #6
            Thanks, would you mind sending us your trace / logs via Help > Mail to Support for this issue?

            Were the expiries the current front month ones and merge policy left to the defaults (MergeBackAdjusted)?
            BertrandNinjaTrader Customer Service

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              #7
              Thanks for the help Bertrand. I also want to mention something I DIDN'T do before posting this. A lot of us work with tick charts. I did not think to adjust the days-to-load in the data series box when you right click on a chart. When I increased that value, the charts had sufficient data. The only chart it did not work on was the crude oil e-miny QM.

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