Stock Split Affects Candlestick Formation

[Camdo]

The attached screenshot shows a new chart of BGZ in the time range of a 5 to 1 stock split. Instrument manager handles the split with a factor of 0.20 on 2/24/11.
As you can see, the candlesticks are malformed prior to the split.
Charts of BGZ which are running every day do not have this problem.

[NinjaTrader_Jason]

Hello Camdo,

Can you please tell me to what data feed you are connected in NinjaTrader. When I test it on my end, I do not see the same candles as in your screenshot.

Does it make a difference if you right click in the chart and select 'Reload All Historical Data' or if you create another new chart for the BGZ?

In addition, what NinjaTrader version do you have installed? You can check this at Control Center-->Help-->About.

[Camdo]

Data feed is MB Trading.
Using NT 7.0.1000.3
I do not want to reload all historical data, as I am unsure what affect that will have on my backtesting results.

I have another chart, shown below, which has run continously for many months. The new chart should be using the same data.

The issue must be with Instrument manager stock split being applied to a new chart perhaps started intraday.

What data feed are you using?

[NinjaTrader_Jason]

I used Kinetick when I tested the BGZ on my end.

Yes, the Strategy Analyzer should use the same data if you already had the historical data in NinjaTrader from the other chart. Could it be you run NinjaTrader on multiple computers and each chart comes from a different computer?

Can you please disconnect from MBTrading and perform the same backtest. Does it use the historical data from the other chart?

New BGZ charts do not experience the issue on my end.

[Camdo]

I am not using SA. The BGZ chart shown in post #1 is a new chart from control center.

I disconnected from MBT and made a new BGZ chart. Results are the same.

Is your chart using Instrument Manager stock split factor 0.20 on 2/24/2011, or is Kinetick
supplying you with split data?

I think the problem has something to do with the way NT is spliting the data, since the problem appears exactly on 2/24/11.

[NinjaTrader_Jason]

I see, thank you for clarifying. Because you mentioned 'backtesting' I assumed you were using the Strategy Analyzer.

The BGZ uses a split factor of 0.2 on 2/24/2011 in the Instrument Manager which I updated via the free Yahoo connection.

Can you please tell me if you run NinjaTrader on multiple computers. Or do both charts you posted in this thread come from the same NinjaTrader instance?

I do not see the issue related to the way NinjaTrader splits data, since it works fine on my end. It seems to be related to historical data you load from MBTrading on 2/24/2011.

[Camdo]

I use only one computer. Both charts come from the same instance of NT.

[NinjaTrader_Jason]

I see, thank you for clarifying. Can you please go to Control Center-->Tools-->Historical Data Manager-->Edit-tab. Locate the historical minute data for the BGZ on 2/23/2011. Does it reflect the data of the incorrect chart or the chart that you ran continuously for many months?

In addition, can you please send me your MBTrading username and password so I can test your connection on my end. Please send it to support[at]ninjatrader[dot]com. Put 'Attn Jason' in the subject header and reference this forum thread.

[Camdo]

Since I accidentally erased my continous chart, I could reloaded all data.

Problem has disappeared.

It seems that reloading on some regular interval may be a good idea.

Thanks for your help