NT autoplot misaligned

[ATI user]

note in pic that NT PnL line and entry/exit points are shifted down

this occured after manually adding an indicator (keltner) to the chart after the trades had been made

I tried to reproduce and could not so far...will look for it and document next time it occurs

[NinjaTrader_JoshP]

Thanks ATI user for keeping us posted.

[ATI user]

this pic is not the same misalignment issue as the first pic, however I am getting these regularly without doing anything

note the execution time is 6 seconds before the end of the bar and the plot is at the entry price (8559) however the high for the bar is 2 ticks below the entry price (8557)

clearly this is not possible ...it is plotting a bar too soon...or the timestamp of the bar is wrong...

this is a 90 tick chart of the YM...live Zenfire feed

[NinjaTrader_JoshP]

What type of order are you submitting? We are going to need reproducible steps if you manage to figure them out. Thanks.

[ATI user]

on a simple condition ....entryOrder = EnterLong(1, "MyEntry");

no steps to reproduce...running a simple cs on a 90 tick.....one of 6 charts running exact same cs on 6 diff timeframes on quad processor....live feed

do not know what other steps I can give you..please advise

[ATI user]

same bug here on entry and exit

ExitLong();

first pic is 60 tick....second is 90 tick chart

[NinjaTrader_JoshP]

Please post a strategy and I will try it on my end.

[ATI user]

if you do not get the same plot error in the pic at 9:38:08 AM on 26 nov for the YM (i.e. plots entry at 8328 on a bar with a high of 8327), let me know and I will send you the data file

I exported the strategy and tested on the same data on a second computer and reproduced the same plot error...

[NinjaTrader_JoshP]

Please send me the data as well. Is this for historical backtest? Do I need to be running in real-time? Please provide me with the exact steps you would like me to take. Thank you.

[ATI user]

Josh

Did you receive the data? I sent it to you email address.

Re steps...just run the data on a 60 tick chart and error will occur at 9:38:08

[NinjaTrader_JoshP]

I have. Thank you. I will investigate it on Monday. Thank you for your patience.

[NinjaTrader_JoshP]

ATI user,

I was unable to find the trade you were looking at, possibly due to time zone differences, but I reviewed every trade your strategy took against the Market Replay and I found no problems with any of them.

See screenshot of all the trades made by your strategy here: http://i38.tinypic.com/33aq4ut.jpg

Also, if you could upload your code in a fashion where I can see the code that would be of help too. Thank you.

[ATI user]

Josh

I was unable to reproduce error also...until I started the replay a couple bars before 9:38:08 EST.... then the first plot is the error

[ATI user]

this code produces the error running the data on a 60 tick YM chart in market replay

[Description("plotbugtest")]
[Gui.Design.DisplayName("plotbugtest")]
public class plotbugtest : Strategy
{
#region Variables
private IOrder entryOrder = null;
private IOrder stopOrder = null;
private IOrder targetOrder = null;
private string workingOrder = "flat";
private double scalpStop = 0;
#endregion

protected override void Initialize()
{
Add(EMA(4));
Add(EMA(6));
EMA(4).Plots[0].Pen.Color = Color.Lime;
SetTrailStop(CalculationMode.Ticks, 20 );
CalculateOnBarClose = false;
}

protected override void OnBarUpdate()
{
if ( !Historical && Position.MarketPosition == MarketPosition.Flat )
{
if ( entryOrder == null
&& CrossAbove(EMA(4),EMA(6),1)
)
{
entryOrder = EnterLong(1, "MyEntry");
workingOrder = "long";
}
else if ( entryOrder == null
&& CrossBelow(EMA(4),EMA(6),1)
)
{
entryOrder = EnterShort(1, "MyEntry");
workingOrder = "short";
}
}
}

protected override void OnOrderUpdate(IOrder order)
{
if ( entryOrder != null && entryOrder.Token == order.Token )
{
if (order.OrderState == OrderState.Cancelled && order.Filled == 0)
entryOrder = null;
}
}

protected override void OnExecution(IExecution execution)
{
if (entryOrder != null && entryOrder.Token == execution.Order.Token)
{
if ( execution.Order.OrderState == OrderState.Filled
|| execution.Order.OrderState == OrderState.PartFilled
|| (execution.Order.OrderState == OrderState.Cancelled && execution.Order.Filled > 0))
{
if ( workingOrder == "long" )
{
scalpStop = execution.Order.AvgFillPrice - 20 * TickSize;
stopOrder = ExitLongStop(0, true, execution.Order.Filled, scalpStop, "MyStop", "MyEntry");
}
else if ( workingOrder == "short" )
{
scalpStop = execution.Order.AvgFillPrice + 20 * TickSize;
stopOrder = ExitShortStop(0, true, execution.Order.Filled, scalpStop, "MyStop", "MyEntry");
}
if (execution.Order.OrderState != OrderState.PartFilled)
entryOrder = null;
}
}

if ( (stopOrder != null && stopOrder.Token == execution.Order.Token) )
{
if (execution.Order.OrderState == OrderState.Filled || execution.Order.OrderState == OrderState.PartFilled)
stopOrder = null;
}
}

[ATI user]

plot error is common....

this chart is live zenfire feed this morning...

all 3 pnl entry/exit plots are on the wrong bar