loading data for 'New' intstruments

[nicko9]

I find that when recalculating (F5) indicators for a list of instruments in a MA window, those new instruments that I have created myself will reload data (what appears to be the entire history required - I assume by the # of bars lookback), whereas, the instruments pr-loaded in the instruemnt manager (by you) will re-calculate instantaneously without re-loading data.

This slows down the process significantly for MA windows that include the new instruments I have added.

Is this a bug - or could it be that something is missing/or incorrect in the new instruments I have created? (The new instruments behave normally in every other way I use them i.e. charts etc.)

thanks

Nick

[NinjaTrader_JoshP]

Hi Nick,

I would assume the instruments already loaded already went through the loading period that is why they don't need to go through a complete recall of data. Newly added instruments on the other hand have not been loaded yet so they require some call of data.

Please also see the Help Guide article titled "When does NinjaTrader Load Historical Data".

[nicko9]

no not really Josh, the "New" instruments have been in the instrument manager and the MA for a couple of months now and they re-load every day at least once.

When I refresh using F5 i wouldn't expect them to re-load their data - it is as if they are not correctly registerd in the database?

[NinjaTrader_Christian]

Hi nicko9 !

- with which provider do you connect ?
- can you please give me 2-3 examples, to which manually instruments you refer (masterinstrument, name, symbol mapping for provider used) ?

To clarify:
- you press F5 on MA, right ?
- from where do you see, that data for the 'new' instruments is reloaded ?

Can you please additional send me your database (use Help -> Mail to Support, send to christian AT ninjatrader DOT com), and point me to 2-3 'new' instruments ?

Thanks,
Christian

[NinjaTrader_JoshP]

Also, to clarify, are you referring to it loading data from your data provider or just from your database?

[nicko9]

Josh, don't know where it loads from - just get the window that says "loading data..." then the instrument name and the date it is loading (as usual)

Connect with esignal

screenshots of instrument setup sent via email

database also sent via email

Nick

[NinjaTrader_Christian]

Hi nicko9 !

With the combination of:
- instrument expiry
- bars back parameter in Market Analyzer
- period value of indicator on daily data
you request data more days back in time than data is available from the provider. That's why data is not in the database, and NinjaTrader tries to reload data from the provider every time you press F5.

Is there a chance to alter the parameters, so that this issue doesn't occur ?

Kind regards,
Christian

[NinjaTrader_Dierk]

Here is the issue: As of your MA settings (bars back and period type) NT tries to get data from the repository where there really could not be any data since you are running on an instrument with expiry 03-09.

Sample:
- as if settings NT should get data 80 days back
- as of expiry above the instrument just started trading a few weeks ago
- NT always will try to get the messing data from the provider, since it has no notion that there really is no data available for this instrument

Basically this is a limitation which you could try to overcome by changing e.g. barsBack parameter.

[nicko9]

Now I see - thanks all for the help.