Filtered/Unfiltered data

[guillembm]

Hello,

I use IB data as primary data and kinetick as secondary. I've been testing a strategy and the performance of the same strategy applying only IB data or only kinetkck data is different.

Finally I found the problem: Kinetick data isn't filtered and IB is. This means a lack of performance of IB data when applied to tick charts.

I wanted to solve this putting Kinetick data as primary but the problem is that Bid/Ask data is different and, when launching order at Bid/Ask price, the order may not be filled if IB and Kinetick data doesn't exactly match, as often happens.

There is any way to solve this?

[NinjaTrader_Jason]

Hello guillembm,

Unfortunately I do not see a way to solve this. NinjaTrader receives the data from the connected data feed. As you mention, data with IB is filtered.

If you connect to Kinetick first, you will receive real-time data from Kinetick. Subsequently the strategy will function as per the real-time data received from Kinetick.

If you connect to IB first, the strategy will calculate its conditions with real-time data received from IB.