Bar not excluded from historical data manager

[guillembm]

Hello,

Last week NT has been loading data ticks in several forex pairs with prices completely out of range. I opened Historical Data Manager and I chose to Exclude the affected bars. After this these bars still appear in the charts but they appear marked in red.

Is there any way to exclude these bars?

[NinjaTrader_RyanS]

Hello,

Who are you connected to for data?

if you remove this data from the historical data manager and reload the chart, does the issue persist?

[guillembm]

My data provider is IB.

Yes, it persists

[NinjaTrader_RyanS]

Hello,

If the data is being loaded in the same way after clearing this historical data, this indicates the data loading from IB contains these 'bad ticks'. It's possible these can be filtered out using the 'bad tick filter' in NinjaTrader, though since this is forex, if there is significant volume being reported at these prices this may not work. To enabled, go to Tools>Options>Market Data and check the box for 'filter bad ticks'. Then set an appropriate percentage for the tick levels you are looking to exclude, and reload the chart.

[guillembm]

Thanks.

This works. But the problem I have now is that these ticks still appear when I backtest or optimize with Strategy Analyzer. In the chart, they have disappeared.

[NinjaTrader_RyanS]

Hello,

Unfortunately this filter does not apply to historical data requests. If this is a consistent issue you may want to consider an alternate data provider for forex data.

[guillembm]

To continue this thread.

As you advised I set the "filter bad ticks" but it doesn't seem to work. As an example, today I loaded an NZDUSD tick with a value of zero.

This should have worked. Is there anything I miss?

[NinjaTrader_RyanS]

Hello,

I would note if there are more than 2 ticks at that price level this will void the tick filter feature. Also note that this filter only applies to live data, so historical data would not have this filter applied.