Range Bars Bug Report

[51friend]

There is a bug in Range Bars chart. Some range bars are missing.Please see the attachment. The previous bar time is 2010-6-28 11:56, the next bar time suddenly become 2010-7-18 18:00. There are a lot of bars missing from 2010-6-28 11:56 to 2010-7-18 18:00. Back testing result based on such range bars can't be trusted. This bug is found on NinjaTrader 6.5 with Zen-Fire data feeding. Will test NinjaTrader 7.0 to see if there is the same bug too.

[NinjaTrader_Chip]

Hello 51friend,

Thank you for your post.

Unfortunately the screenshots you included were truncated for some reason. It is not possible to distinguish the date/time aspect of the chart.

In order to assist you with this issue, please include more detail as to what you are experiencing; such as:
• What version of NinjaTrader are you running? This can be found under Help > About…
• What data provider are you trying to connect to?
• Does this same event occur on a new chart?
• What errors, if any, are showing up in the Log tab? (This is the right-most tab in the NinjaTrader Control Center)
• Please also include any additional detail that you believe would help to identify the issue.

Thank you,

[51friend]

Range Bars Bug Report No.2

Please see the the answer after [A]:

• What version of NinjaTrader are you running? This can be found under Help > About…
[A]: NinjaTrader 6.5.1000.16(Direct Live)

• What data provider are you trying to connect to?
[A]: Zen-Fire

• Does this same event occur on a new chart?
[A]: No, sometimes it happens, sometimes it doesn't happen. But the range bars always have errors. This time i open the range bars with 60 days back, and found there are a lot of false bars at the same time of "2010-7-2 8:29:44". There are many bars with the same time of "2010-7-2 8:29:44". I uploaded the picture in the attachment this time.

• What errors, if any, are showing up in the Log tab? (This is the right-most tab in the NinjaTrader Control Center)
[A]: The range bars char lost many bars. Please take look at the attachments i posted last time. There are "cross cursors" and "data box" in the pictures. The first picture shows the bar time is "2010-6-28 11:56". The next bar time is "2010-7-18 18:00" in the second picture. There are many bars lost between "2010-6-28 11:56" and "2010-7-18 18:00". The log didn't show anything.

[NinjaTrader_Kyle]

Hello 51friend,

Please right click in your chart and select 'Reload Historical Data'.
If this does not allow the missing data to load, please let me know.

[51friend]

Range Bars Bug Report No.3

After opening the 4 range bars with 60 days back, and right clicking in chart and selecting 'Reload Historical Data', there are other errors showing in the Range Bars chart.

Error 1. There are a lot of false bars at the same time of "2010-7-8 16:30:00". In other words, there are many bars with the same time of "2010-7-8 16:30:00".

Error 2. There is no bar on July 9,2010(2010-7-9) in Range Bars chart. I checked with 5-minute bars, found there are trades on July 9,2010.

I have reloaded Historical Data for several times, the error is same. This time, the error can be replicated.

Attached is the picture showing the errors.

Best Regards,
51friend

Hello 51friend,

Please right click in your chart and select 'Reload Historical Data'.
If this does not allow the missing data to load, please let me know.

[NinjaTrader_Kyle]

Hi 51friend,

Can you clarify for me which timezone your PC uses so that I may further test.

[51friend]

The time zone is East Time

Thank you for taking care of this issue.
The time zone is East Time, same as New York.

I installed and tested NinjaTrader7, found there is a problem in Range Bars too. This time i uploaded the picture of NinjaTrader7. In the picture, there is "cross-hair cursor" and "data box" which shows the gap. These are some bars missing from "2010-7-29 16:15" to "2010-7-30 9:30". Almost every day, the NinjaTrader7 doesn't show range bars from 16:15 to 9:30. Why?

Best Regards,
51friend

Hi 51friend,

Can you clarify for me which timezone your PC uses so that I may further test.

[NinjaTrader_Kyle]

51friend,

Please right click in your chart, select Data Series and set the session template property to 'Default 24/7'.

Does this allow the missing data to load normally?

[51friend]

The gap is gone after setting session template property in NinjaTrader7

Thank you for your help. The gap is gone after setting session template property to to 'Default 24/7' in NinjaTrader7.

I have a suggest for the NinjaTrader7. For now, the default setting for session template is "<Use instrument settings>". Please change the default setting to "Default 24/7", that will not confuse users.

OK, NinjaTrader7 seems fine for Range Bars. But NinjaTrader6.5 do have Range Bars problem. Hope you can fix the bug soon, because so many indicators and strategies built on NinjaTrader6.5 so far. Thanks.

Best Regards,
51friend

51friend,

Please right click in your chart, select Data Series and set the session template property to 'Default 24/7'.

Does this allow the missing data to load normally?

[NinjaTrader_Kyle]

Hi 51friend,

Glad to hear that did the trick for NT 7.

In NinjaTrader 6.5, you'll want to make sure that the 'Session Begins' and 'Session Ends' properties are both set to 12:00 AM.

After making this change, reload your historical data.

[51friend]

Error range bars in NinjaTrader6.5 on July.8,2010

In NinjaTrader6.5, the default setting for 'Session Begins' and 'Session Ends' is 0:00, so there is no problem for session property in NinjaTrader6.5. NinjaTrader 6.5 does show the bars after 16:30 and before 12:00 AM. Attached is the picture with the bar after 16:30 and before 12:00 AM, and the picture of error range bars on July.8,2010.

After opening the 4 range bars with 60 days back in NinjaTrader6.5 with Zen-Fire data feeding, there are two errors in the Range Bars chart.

Error 1. There are a lot of false bars at the same time of "2010-7-8 16:30:00". In other words, there are many bars with the same time of "2010-7-8 16:30:00". For other days,

Error 2. There is no bar on July 9,2010(2010-7-9) in Range Bars chart. I checked with 5-minute bars, found there are trades on July 9,2010.

Have you tested the NinjaTrader6.5 with Zen-Fire data feeding yet? Thanks.

Best Regards,
Gordon

Hi 51friend,

Glad to hear that did the trick for NT 7.

In NinjaTrader 6.5, you'll want to make sure that the 'Session Begins' and 'Session Ends' properties are both set to 12:00 AM.

After making this change, reload your historical data.

[NinjaTrader_Kyle]

Hi Gordon,

I have tested, but am not seeing the same gaps as you.

Please delete all historical data for ES 09-10 via the Tools > Historical Data > Delete menu, then restart NinjaTrader, reconnect and reload your historical range data.

[51friend]

Today's Test

Thank you for your reply.
Today I have done the first round test.

1 First delete all historical data for ES 09-10 via the Tools > Historical Data > Delete menu, then repair Db via Tools > Option > Misc > Repaire DB.

2. Reboot machine, restart NinjaTrader, reconnect my account.

3 Reload Range Bars with 60 days back. Waited 2 hours, the NinjaTrader6.5 still shows a dialog "Saving, This request can not be aborted." I think it can't get through it, so i shutdown the NinjaTrader6.5 by windows process manager.

Then I'm doing the second round test.
1. Reboot machine, restart NinjaTrader, delete all historical data for ES 09-10, then repair Db via Tools > Option > Misc > Repaire DB.

2. Reboot machine, restart NinjaTrader, reconnect my account, load Range Bars with 3 days back. It has passed.

3. Load Range Bars with 10 days back. It has passed.

4. Load Range Bars with 20 days back. Load with 30, 40 days back, all passed.

5. Load Range Bars with 50 days back, I'm in this step now for 1 hour, and prepare to wait another hour to see if it can get through it. The NinjaTrader6.5 just show a dialog "Saving, This request can not be aborted."

I have checked my disk space, drive C has 11G free space, the NinjaTrader6.5 load data to drive D, drive D has 2.7G free space.

For now, i'm just waiting to see if the NinjaTrader6.5 can get the Range Bars with 50 days back. Have you done such test before? I mean deleting all historical data, and reloading? Thanks.

Best Regards,
Gordon

Hi Gordon,

I have tested, but am not seeing the same gaps as you.

Please delete all historical data for ES 09-10 via the Tools > Historical Data > Delete menu, then restart NinjaTrader, reconnect and reload your historical range data.

[NinjaTrader_Kyle]

Hi Gordon,

You're likely going to run in to performance related issues when attempting to load 50 days of historical tick-interval data in your chart.

Please check the log tab of the Control Center for any 'System out of Memory' messages.

[51friend]

Third round test successful

Yes, I see "Failed to call 'Add' method for period type 'Tick': System.OutOfMemoryException" in the log tab.

The second round test failed, i waited for 2 and half hour, and it can't get through it, NinjaTrader6.5 halted. Then I start the third round test.

1. Reboot machine, restart NinjaTrader, delete all historical data for ES 09-10, then repair Db via Tools > Option > Misc > Repaire DB.

2. Reboot machine, restart NinjaTrader, reconnect my account, load Range Bars with the specified date 2010-8-1 to 2010-8-6, then load 2010-7-20 to 2010-8-1, 2010-7-10 to 2010-7-20, 2010-7-1 to 2010-7-10, 2010-6-20 to 2010-7-1,2010-6-10 to 2010-6-20, 2010-6-1 to 2010-6-10, 2010-5-20 to 2010-6-1, 2010-5-10 to 2010-5-20, 2010-5-1 to 2010-5-10. In general, load tick data for 10 days one time, all succeeded.

3. After loading all historical tick data into my hard disk, then open Range bars chart with 60 days back successfully. I checked the range bars, the gap on July 8,2010 disappeared.

Conclusion, NinjaTrader6.5 can't load historical tick data 50 days at one time which will cause System.OutOfMemoryException. We had better load historical tick data 10 days at one time.

I remembered when first opening the range bars with 60 days, The NinjaTrader6.5 halted, so i shutdown by windows process manager, and didn't delete the historical data. Maybe it's the reason causing the Gap on July 8,2010.

Anyway, we finally get the historical tick data in NinjaTrader6.5, and know the trick in NinjaTrader. Thank you for all the help from NinjaTrader Customer Service.

Best Regards,
Gordon

Hi Gordon,

You're likely going to run in to performance related issues when attempting to load 50 days of historical tick-interval data in your chart.

Please check the log tab of the Control Center for any 'System out of Memory' messages.