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Mixed 5-min/3-tick range bar dead space

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    Mixed 5-min/3-tick range bar dead space

    Last question for now. The hard ones will be later.

    If I pull up a chart of, eg. ES 03-11, where the exchange was closed for the holidays - Dec. 24-26 and use CME Index ETH it looks fine on 5-min. If I use US Equities RTH for 3-range chart it looks fine. By "fine" I mean there are no gaps along the x-axis between data points.
    If I plot both a 5-min and 3-range on the same chart, whole days the exchange was closed are plotted as blank. Obviously there is no data from either series, so why is anything being plotted when there is no data and all US exchanges were closed?
    (I see it shows the non-existant the 15-min between sessions as well.)

    What session template do I have to use to plot minute-based data and tick-based data on the same chart, but not plot data when neither series has any?

    PS If there is no built in way, is it possible to write ninjascript to custom do this, or does it require external C# hacking? Perhaps I could modify the CME Index ETH to a custom time frame that has the addional constraint that it only shows 8:30-3:00pm CST?

    Thanks

    #2
    Hello zstheorist

    Thank you for your post.

    • What version of NinjaTrader 7 are you running? This can be found under Help > About…
    • What data provider are you trying to connect to?
    • Does this same thing occur for symbols other than ES as well?

    Please also provide an example (screenshot) for this issue.
    1. Press Alt + PRINT SCREEN to take a screen shot of the window.
    2. Then go to Start--> Accessories--> Paint,
    3. Press CRTL + V to paste the image.
    4. Please make sure you save the file in jpeg format.
    5. Upload the file to this thread.

    Thank you,
    ChipNinjaTrader Customer Service

    Comment


      #3
      Picture of effect

      Here is an example of 15-min/3range over the CME close. Interestingly, I cannot even place text into the area where data does not exist. That anchor for the box around the text I typed jumps between 12/23 and 12/27. I do not have Draw on Bars clicked.
      So the drawing tools recognize there is nothing there, but it plots anyway.

      I want to remove this dead space.
      Attached Files

      Comment


        #4
        Hello zstheorist

        Please clarify if when you plot the 3 Range & 15 minute charts separately if you still have this gap.

        If so, what session template are you applying in the example screenshot you uploaded?
        ChipNinjaTrader Customer Service

        Comment


          #5
          No, if I plot 3 range or 15 minute by themselves there is no dead space if I use, e.g. CME US Index ETH.
          If I plot 3 range and 15 minute together (in fact I just checked and it is ANY 2 series on the same plot), then I get this dead range when the CME was closed during the normal day using any session template: CME US Index ETH or RTH or Default 24/7 or US Equities RTH/ETH, etc. In fact Default 24/7 shows dead space on January 1 as well.
          It appears the session templates are just plotting blank space when more than 1 dataseries is shown when there is no data in either series. Somehow a check is only being made for data to display when there is exactly 1 series. When there are 2+ series, the trading hours are shown whether there is data there or not.
          I would consider this a bug in the multi-series plots.

          Comment


            #6
            Hello zstheorist,

            This is expected due to the 'Equidistant bar spacing' setting. When it is set to False, you will see gaps for periods when the instrument did not trade. If set to True it will exclude the gap. You can find it in the chart properties menu.

            When using more than one data series in a chart, 'Equidistant bar spacing' is always set to False.
            JasonNinjaTrader Customer Service

            Comment


              #7
              OK, so this explains why it is showing nothing. Even if it was intentional, this is not useful. There is never a reason to have a gap when none of the loaded dataseries have any data. Please fix this in the next version of NT 7.
              I undertand this was progammed with 'Equidistant bar spacing' set false to be a flag that indicates data need to be aligned by time instead of independently scaled, but it is currently serving a dual purpose of showing time when trading never occurred. This is a logically independent issue. You could either set up another flag, check for missing data and don't show it if it is not there, or allow setting the 'Equidistant bar spacing' to TRUE on multiple dataseries plots with the undertanding that it is eliminating dead space.
              This should be a high priority fix.

              Comment


                #8
                I will forward your comments to support 'Equidistant bar spacing = True' upon using multiple data series to Development to put it on the list of future considerations of the software.

                Thank you for your feedback.
                JasonNinjaTrader Customer Service

                Comment

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