A client has had me build an indicator that requires the use of Bid data and Ask data to determine if each tick was generated as a Buy or a Sell. To do this I am loading additional timeframes to the indicator in NT7, 1 tick Bid, 1 tick Ask and 1 tick Last timeframes.
As the live data comes in, the latest Bid and Ask prices get remembered, and as a Last tick arrives, the price is compared to these. So far so good.
The problem is, Ninja is supposed to remember all these ticks in its cache, but I find that Ninja remembers a lot less data than actually comes in. On reloading the indicator on the historical bars, and getting the data from cache, the results are quite different.
Do you have a solution ?
Thanks

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