Market Replay Connection Refreshing PROBLEM

[ignawin]

Good Morning,
I've got a problem with Market Replay Connection (MRC) , using NT7. I've downloaded data of GC (Gold Comex; 8-10,12-10, 2-11, 4-11, 6-11), because for testing my strategy I need data, that flows, not the historical ones. I've tested few weeks, using MRC, but when I modify the time or anything else, the whole chart is completely different. The OHLC chart has different Highs, Lows etc.. In the attechement I am uploading two images of the chart, before and after modifing the time. Could you please explain me, what's happeneing and how to solve the problem ?? I need the chart to look the same before and after refreshing, otherwise I don't know, which chart is the right one and therefore, on which I can run/test my strategy.
(Session template is set on "Default 24/5", I need the chart to be on 24 hours per day)

Kind regards
Oskar Gottlieb

[NinjaTrader_Brett]

Hello,

Thanks for the note.

HAving a hard time seeing where the issue is. I see the highs on the chart and lows are correct and look the same. The only difference I see is in the current bar and last bar where this would be expected if market replay was ongoing on the current bar and when you fast forward it then completes the bar. Which would be expected and the market replay recorder can change the state of the current bar as it plays as the market updates.

Am I not seeing what you're seeing?

Let me know if I can be of further assistance.

[ignawin]

Actually, each bar is pretty different While keeping Ninja running Market Replay, the chart is continuous. However, when I click to 'Go to' button in the Market Replay window the whole chart reloads. And the new one is different as you can see in the pictures - there's a lot of gaps between open and close prices or for example the historical high is one day later in a form of an outside bar - in contrast to the chart before reloading. Or the bar which comes next after the one marked with vertical line - after reloading it is a bearish inside bar (before reloading it was bullish and not inside).... see?
I have no idea what the problem is, why after reloading there is not the chart which was replayed. Maybe it can be because of the settings of Session template (and after reloading the new chart might be Open outcry... otherwise I don't know) Maybe just making the reloading disabled could help.
Any ideas?
Thank you very much!
O.G.

[NinjaTrader_Brett]

Hello,

Is this market replay data downloaded from NinjaTrader or is this market replay data you recorded manually?

Let me know if I can be of further assistance.

[ignawin]

I downloaded it in NT7 through Utilities-Download Replay Data.

[NinjaTrader_Brett]

Hello,


Ok thanks for that information. Can you please let me know what days you downloaded so that I can test this on my side.

Also, who is your normal data feed / live provider? What instrument and expiry and also time frame chart please.

I look forward to assisting you further.

[ignawin]

Hello,
I downloaded data only for Gold COMEX (GC) from April 2010 to April 2011 but I started testing from June 2010. Another interesting fact is that I downloaded data of GCQ, GCZ, GCG, GCJ, and GCM (each approximately 5 months before expiration) but when I switch the contract month the chart looks the same... so I suppose that NT7 made a continuation chart automatically out of this data... or I don't know. This is my first experience with Market Replay Connection.
Anyway, I have a demo of Zen-Fire data. And I'm testing Gold on a daily chart.
Thank you very much, if you need more information just ask.
OG

[NinjaTrader_Brett]

Hello,

Can you please send me a note to support at ninjatrader dot com ATTN: Brett and reference this forum post.

I will want to send you some information so I can log into your PC and take your replay data off your PC so I can test this on my side as I'm not seeing the same on my side with my data and I would not expect that to occur.

I look forward to assisting you further.

[ignawin]

Ok, I submitted a support request at http://www.ninjatrader.com/Support with 'ATTN: Brett' at the beginning of the message. I hope that was what I was supposed to do