Constant chart backfilling

[dcobbold123]

Hi,

I'm using the replay tool to develop a manual strategy that involves cycling through symbols in a market analyser, and analysing the chart in a linked chart window.

This strategy is helped a lot by the instant display of charts in replay mode, whereas in live mode there is always a long delay as the charts are backfilled whenever a new symbol is selected in the market analyser.

So I'm wonering if anyone can explain to me why we need these long delays? I can't see a reason for them... we already know that we already have the required data to display the up-to-date chart, since it has already been saved to the replay file.

Is there any way to get around this? Or, are there any implications of just pressing abort on the backfilling dialog?

Thanks.

[NinjaTrader_Dierk]

>> in live mode there is always a long delay as the charts are backfilled whenever a new symbol is selected in the market analyzer
Not sure I follow. The chart will be left untouched as you add an instrument to the market analyzer. Note: there is a delay as data is loaded for the freshly added market analyzer instrument.

[dcobbold123]

>> in live mode there is always a long delay as the charts are backfilled whenever a new symbol is selected in the market analyzer
Not sure I follow. The chart will be left untouched as you add an instrument to the market analyzer. Note: there is a delay as data is loaded for the freshly added market analyzer instrument.

What I mean is:

say I have a market analyser with GOOG and AAPL in the list. I switch to GOOG so it is fully backfilled, then I switch to AAPL so it is fully backfilled. While I'm looking at AAPL I know that data is still being received and stored for GOOG since it is saved to the replay file, but when I switch back to GOOG there is around a 30 second delay as the chart is backfilled again.

So my question is why do we need this last backfill? Why can't it just display the same data it has saved to the replay file and avoid the long delay?

Thanks.

[NinjaTrader_Dierk]

>> I switch to GOOG so it is fully backfilled
Not sure I follow.
a) How do you "switch" to GOOG on the market analyzer?
b) are market analyzer and chart linked?
c) what timeframe/series do you have on chart?
d) what timeframe/series do you have on market analyzer?

[dcobbold123]

>> I switch to GOOG so it is fully backfilled
Not sure I follow.
a) How do you "switch" to GOOG on the market analyzer?
b) are market analyzer and chart linked?
c) what timeframe/series do you have on chart?
d) what timeframe/series do you have on market analyzer?

a) I switch by clicking on a symbol in the analyser.
b) Yes, as in the original post.
c) 5 mins / 1 min. it doesn't matter.
d) Not sure how to get a timeframe on this? It's just a list of symbols.

To make this absolutely clear.... I have a list of symbols in a market analyser which is linked to a chart... When I click on a symbol its chart is displayed in the linked chart... My question is why do we need to do a full backfill on the chart every time a new symbol is selected in the window, when we know the replay file already has the required data?

[NinjaTrader_Dierk]

Not sure what you mean by "replay file". Replay data has nothing to do with historical data which is used for charts and market analyzer (see 2 different checkboxes on Tools->Options->Data, and related docs).

Please see here on when NT loads historical data/backfill data: http://www.ninjatrader-support.com/H...ricalData.html

[dcobbold123]

Ok, thanks for the info.

I understand the replay file isn't the same as the backfill data, I was just using it as an example of proof that the constant backfills shouldn't be necessary, as ninja trader definitely does already have the data it needs.

After reading the link you gave it seems like the problem here must be due to this:

-----------
The Market Analyzer option is not as viable since it only maintains a 100 bar cache as a default setting that can be changed. Since 99% of all charting requests consist of much more than 100 bars, they will most likely incur a data load.
----------

So it seems like the backfills are happening because the market analyser doesn't store enough data in the historical database?

It says this value of 100 bars can be changed, how do I do this?

Also, since there's obviously a flaw with the way this works, Is this being considered as a bug?
It would really improve NT if this was fixed, and I'm sure there are many other people who are as irritated by this as me.

Thanks again.

[NinjaTrader_Ray]

You can change the setting via the Market Analyzer properties. If NT loads data, its because there is NOT enough data to satisfy the requirements of any window/strategy/object that requires a set amount of historical data. NT will ALWAYS load the current day historical data. This can take time if you have tick based columns in the Market Analyzer.

[dcobbold123]

NT will ALWAYS load the current day historical data. This can take time if you have tick based columns in the Market Analyzer.

Ok so my question is why does it need to do this? It already has the data it needs to fill the chart (i.e. the same data that has been saved to the replay file) so we shouldn't need to load it again.

Thanks for the reply.

[NinjaTrader_Ray]

There is no way for NT to know whether it has the data it needs for the current day or not. Thus, we reload it.