Tick Filter

[TraderJesse]

Does it work on stock price charts or only Futures and Forex?

My SPY data has a whopper of a down spike.

I enable Tick Filter, reset DB, reloaded historical data but still unable to rid chart of spike.

Am I doing something wrong or is there something else I need to do?

[NinjaTrader_Jason]

Hello TraderJesse,

The real-time tick filter works on all supported instrument types. Note that can only be used for real-time data and not historical data.

http://www.ninjatrader-support.com/HelpGuideV6/Real-timeTickFiltering.html

You could export historical data, modify the .txt file so the bad tick is excluded and subsequently import the modified historical data.

Import

http://www.ninjatrader-support.com/HelpGuideV6/Import.html

Export

http://www.ninjatrader-support.com/HelpGuideV6/Export.html

[TraderJesse]

Ok I found the bad tick at 0754

Export SPY to minute file SPY.txt

I modified Low price as it was 8.05 to 105.93

Save and close Import to NT

Went to 1 minute chart, type SPY and bad tick still there.

Disconnected from Broker IB

Re-import SPY.txt change symbol to on chart to SPY

Bad tick gone.

Reconnect to IB the bad tick is back.

Other than a 1 minute chart where I can slide the bad tick off the screen, makes trading off of charts 3 minutes and above impossible.

Anything else to try?

[NinjaTrader_Jason]

Upon re-connecting you reload the historical data with the bad tick from IB, which overwrites the manually modified historical data.

Make sure the modified historical data is not overwritten by historical data loaded from your data feed.

http://www.ninjatrader-support.com/HelpGuideV6/WhenDoesNinjaTraderLoadHistoricalData.html

[TraderJesse]

Sorry I read the help link, don't see how I can make that work.

Can you explain further?

My data error was today 9-21-09 at 0754.

My minute chart range is 15 Days.

I earliest date is 082409 to today at 105000.

Shouldn't NT only get data from IB for 1050 and up and add to SPY data or is it grabbing 15 days of data each time the symbol changes?

[NinjaTrader_Jason]

Once you corrected the historical data, make sure historical data for today is not included in the Format Data Series window of the chart.

Please create the chart tomorrow and only retrieve today's data, so it will use the modified historical data in the database.

[TraderJesse]

So at the end of the day export SPY and correct.

Tomorrow

Be disconnect from IB

Import corrected SPY

Set Date Range on chart for 9-22-09 to 9-22-09

Connect to IB

[NinjaTrader_Jason]

Correct, let me know if this will not work for you.

[TraderJesse]

Jason:

FYI

IB fixed the bad tick late yesterday.