Cotation error

[Lionel92]

Hello

I have discovered a very strange issue which annoy me a lot. In the past I often found that what I had first considered as Ninja bugs where in fact due to error on my side. I am therefore very optimistic on this one.

For the same instrument and period, prices seems to be wrong if 45 days are shown on the chart.

See the attached document.
The open of the 1 minute bar of the 05/02/2009 at 22:00 is

• 3090,5 in the historical data manager
• 3090,5 on a 5 days screen
• 2891,5 on a 45 days screen

Therefore i am doubting about backtest which always run for more that 45 days (and have the same error as the 45 days screen)

Data are coming from AMP but it must be an internal NT issue has the same historical data generate different bars

Many thanks in advance for your help.

Lionel

[NinjaTrader_JC]

Hello Lionel,

This is going to be due to your Merge Policy that you have set to inside of NinjaTrader.

NinjaTrader will handle all historical data rollovers based on the Merge Policy. By default NinjaTrader is set to "MergeBackAdjusted" which means that it will automatically merge the previous contract expiry's historical data if it exists when running charting, etc... So when you load up a chart with a current contract expiry you are still able to see data way back in the 2009s.

Loading more data is causing NinjaTrader to "BackAdjust" the data so if you do not want to "BackAdjust" the data you may set the NinjaTrader merge policy to "MergeNonBackAdjust". To check the setting you can go to the Control Center -> Tools -> Options -> Data tab, and make sure that the Merge Policy is set to "MergeNonBackAdjusted".

Here is a link to our help guide that goes over the Data tab and the Merge policy.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?data_tab.htm

Please note to check the merge policy of the instrument that you are using by going to the Control Center -> Tools -> Instrument Manager, and highlight the instrument that you want to check by left clicking it. Now press the Edit button in the center at the bottom of the list. Verify that the merge policy to "UseGlobalSettings" so that it will use the merge policy from the Options menu. Alternatively, you can change it to "MergeNonBackAdjusted" if you want to control it individually.

The following is a link to our help guide that is on editing Instruments inside the Instrument manager.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?editing_instruments.htm

Happy to be of further assistance.

[Lionel92]

Many thanks for this quick answer
Lionel