First bars of session missing

[dave1992]

Hi Brett,

Thanks for those suggestions. I''m pretty sure we can rule them out. The data is fine. It's displayed fine on the charts and on a different data series. I think this may be renko related - maybe I've misunderstood renko a bit.

When I do renko 2, the first bar is 8. When I do renko 10, the first bar is 1. renko 25, first bar is 1. When I do min1 the first bar is 0, which is correct.

The same thing happens with Sample MA strategy. Workspace is attached. Data is from market replay from Ninja server.

regards
Dave

[NinjaTrader_Brett]

Hello,

I'm still sorry to report that I'm unable to duplicate this with Renko on my side.

Want to make sure we are on same page here. You are using the NinjaTrader Renko correct? Not some third party custom Renko bar? As I know there are many variations around.

I look forward to assisting you further.

[dave1992]

Yes, standard Ninja Renko. So you always get bar zero, witrh Renko2 and Renko10 ?

[NinjaTrader_Brett]

correct. Always bar 0 is reported regardless of Renko bar used.

At this point I have asked the entire NinjaScript team just to be sure and we are out of idea's on why this would occur. This would be something I would need to do remote into the PC to diagnose further or to have you continue to narrow down farther what the difference could be.

[dave1992]

Thanks Brett - I appreciate the effort.

Here's some more info. If I set my time zone to yours, I can't properly test this at all. Every time I try and run the strat I load yesterday's data too, even if I set day load to 1. For example, I go to 1 aug 13:00 (your time) and it loads everything from 29 jul, starting here

29/07/2011 17:02:08 OBU BIP / CB / vol = 0 | 0 | 78
29/07/2011 17:02:56 OBU BIP / CB / vol = 0 | 1 | 105
29/07/2011 17:03:24 OBU BIP / CB / vol = 0 | 2 | 99
29/07/2011 17:03:27 OBU BIP / CB / vol = 0 | 3 | 29

Now the first bar is zero, but that worked in my time zone too if I loaded data from the previous day. I can't seem to test in your time zone and have the start of data come from the session start - i.e. 00:00

You can see I'm getting data from the prev day here

29/07/2011 20:55:26 OBU BIP / CB / vol = 0 | 79 | 67
29/07/2011 20:55:54 OBU BIP / CB / vol = 0 | 80 | 64
29/07/2011 21:13:32 OBU BIP / CB / vol = 0 | 81 | 410
01/08/2011 00:00:05 OBU BIP / CB / vol = 0 | 82 | 32
01/08/2011 00:00:05 OBU BIP / CB / vol = 0 | 83 | 69
01/08/2011 00:00:05 OBU BIP / CB / vol = 0 | 84 | 87

What I do in my time zone, where the session start is 7am, is just goto 8am, and I expect it to load everything since 7am, ignoring the previous day/session. This is the thing that is going wrong and missing the first two bars.

So is this something to do with time zones and lookback and definition of one day or something. I'm quite puzzled. Hope you can add some insight here.

thanks
Dave

[dave1992]

Right, here's an update. I think I have a hack workaround, although it's not very nice and I'm unsure if it will work on other days.

If I set BarsRequired = 2, and put this code in

if (tmp) {  // tmp has been initialised to true
                
                for (int i=BarsRequired;i>0;i--) {
                    Print(Time[i]+" i = "+i+" Vol = "+Volume[i]);    
                }
                tmp = false;
                
            }

Then I get this output

01/08/2011 07:00:05 i = 2 Vol = 32
01/08/2011 07:00:05 i = 1 Vol = 69
01/08/2011 07:00:05 OBU BIP / CB / vol = 0 | 2 | 87
01/08/2011 07:00:06 OBU BIP / CB / vol = 0 | 3 | 37
01/08/2011 07:00:06 OBU BIP / CB / vol = 0 | 4 | 40

So there are the first two bars. So I tried setting BarsRequired to zero, and check for Bars[1] and [2] hard coded, and sure enough, there they are.

Surely this gives you enough info to mount an investigation! ;-) Something is not working as it should somewhere.

[LTWCI]

market replay timer doesn't appear

I just installed the latest version of 7.007, booted up market replay, and the timer box doesn't appear. Anyone else have this problem? It appears when I use the 64 bit version on my laptop but not on my 32 bit desktop version.

[NinjaTrader_Kyle]

LTWCI,

It should be possible to restore the replay control window by:

• Shut down NinjaTrader.
• Open the Documents > NinjaTrader 7 > Workspaces folder.
• Remove the '_Workspaces' folder.
• Restart NinjaTrader and reconnect to reply.