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plot execution markers 1 bar off/late

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    plot execution markers 1 bar off/late

    I have been using a sim account and today used my live account.

    Prior to using my live account, the plot execution markers aligned to the bars I simulated trading on, meaning the entry point was listed on the bar I entered on and at the price I entered on (I use stop limits). The same applied for the exit points.


    Using the live account, these plot execution markers are 1 bar off, appearing on the bar after the bar my stop limit entry/exit initiated. I therefore see the triangle indicator pointing to no candle bar body, tail or head and the arrow indicator pointing at the bar just after the bar which caused the entry/exit.

    Is there some global setting I may have set to cause a 1 bar offset or should they be on the bar my entry/exit initiated on?

    Is this market timing related? I am using 1 minute and 400 volume bars trading the YM DOW mini. Perhaps confirmation of the trade is being received during the following bars period.

    #2
    Hello tulanch,

    Can you please provide me an example of such an execution. What time did the order execute? What timestamp does the price bar hold that contains the execution?

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      #3
      I have been able to reproduce this repeatedly. It's not related to the live or sim account. The buy sell values are correctly displayed when I'm trading. If I then log off and log back on, then the offset is observed.

      I'm using Vista

      Comment


        #4
        Am I correct you connect to a supported data feed provider that makes use of the NinjaTrader historical data server (Zen-Fire, Trading Technologies, Vision and Gain)

        If so, please see the forum thread below at post #7.


        The historical server is based off of NT 6.0 which agreggates tick data into minute bars based on 00:00:01 through 00:00:00. We changed this in NT 6.5 client so minute bars are created from ticks using 00:00:00 through 00:00:59. Thus, if you re-load data you can get subtle differences since there are two difference minute bar compression schemes used.

        The order is executed on the current price bar in real-time data. When histoircal data is reloaded, the order switched to the previous price bar due to the different compression schemes.

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          #5
          yes ZenFire,

          I understand what you illustrated.

          Thanks for the reply.

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