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False fixing tick with the DAX

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    False fixing tick with the DAX

    Hi,

    I use esignal, and I get a 1 vol tick for the DAX of what I think is the fixing price, and on the DAX this can lead to big sized bars, and ruins range/renko representations.

    Is there a way to correct this ?

    Thanks
    Attached Files

    #2
    Hello gomifromparis,

    You can go to Tools--> Historical Data Manager and edit out the bad tick.

    Moving forward, you can use the Real-Time tick filter to prevent these ticks from being processed. Please see our Help Guide article on How to use the real-time Tick Filter for more information:

    MatthewNinjaTrader Product Management

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      #3
      OK thanks, I forgot about the filter.

      Comment


        #4
        Originally posted by NinjaTrader_Matthew View Post
        Hello gomifromparis,

        You can go to Tools--> Historical Data Manager and edit out the bad tick.

        Moving forward, you can use the Real-Time tick filter to prevent these ticks from being processed. Please see our Help Guide article on How to use the real-time Tick Filter for more information:

        http://www.ninjatrader.com/support/h...rical_data.htm

        I'm running into data issues. I have a bad tick that I've manually edited in the historical data manager, that is ignored by the chart itself (I've tried hitting F5 and changing back and forth from intervals and instruments). It also doesn't seem to remember that I've actually edited the bar, since it likes to revert back to the old, bad value in the historical data manager (though, it's still yellow saying it was "changed").

        I've also enabled the "bad tick filter" (default value of 0.1%), which doesn't seem to do anything. Also, when I restart Ninjatrader, it reverts back to having this option disabled, even though I save my work space upon exiting Ninja.

        I've gone through the repair DB process with no change. I've restarted Ninja many, many times.

        How can I actually filter out a bad tick?

        Here is a screenshot: AUDUSD (Daily): http://i.imgur.com/KpIzI.png

        Daniel
        Last edited by neoikon; 06-04-2012, 11:29 AM.

        Comment


          #5
          Hello Daniel,

          Thanks for your post.

          Please send a note to Support [AT] NinjaTrader [DOT] com with the following:

          1.) A link to this forum thread.

          2.) A copy of today's trace file.
          You will find this diagnostic file in the Documents > NinjaTrader 7 > Trace folder.
          The file which I need would be named 'trace.20120604.txt'.
          KyleNinjaTrader Customer Service

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