Market Replay depends on Days To Load

[NinjaTrader_PatrickH]

Hello ATI user,

Thank you for your patience.

Please advise if you have a live license key as this will effect the Historical Data loaded versus Market Replay Data. You can check this by going to Help > About.

In addition, for the instrument you are testing this item on in Market Replay do you have data in the available data window of the Replay Control Window (right click > Available Data) for the instrument on the dates you are testing in this example?

[ATI user]

1. yes I have a live life license
2. yes I have every day downloaded and have replayed the data hundreds of times ... if I did not have it how could I replay it after I update the days to load to make it work. I am not having trouble replaying data, the issue is that replay should not require adjusting the days to load when going back in dates. Going forward it maintains the 33 days by dropping days off the back. Going backward in date selection it eventually stops working as it does not maintain the minimum days to load

[NinjaTrader_PatrickH]

Hello ATI user,

Thank you for the additional information.

I will test this on my end and follow up with you here.

[NinjaTrader_PatrickH]

Hello ATI user,

Thank you for your patience.

I am unable to re-create this item on my end. Using the strategy as you indicated I receive all Print statements for each session in the 33 days.

Please send a note to support[at]ninjatrader[dot]com with 'ATTN: Patrick' in the subject line and a reference to this thread in the body of the e-mail: http://www.ninjatrader.com/support/f...ad.php?t=52291

I will need you to attach your strategy to the e-mail so I may investigate this matter further.

[ATI user]

I am unable to re-create this item on my end. Using the strategy as you indicated I receive all Print statements for each session in the 33 days.

are you saying that enabling on one date and then going to a date a month earlier that you get the same number of days printed to the output window for both dates?

attached output shows enable on 12 sep then enable on 13 aug ... 23 sessions reduced to 1 session

if your strat prints the first date and not the reduced second date as attached then you are not going backwards in the dates ...and sending in an edit to a ninja sample strategy is not going to help ... attached edit

try again with attached session template

[NinjaTrader_PatrickH]

Hello ATI user,

Thank you for that additional information.

I have tested with the instructions you have given. The From and To dates are first set to December 12th, 2012 with 33 days loaded, all session print to the Output Window. Then the From and To dates are set to November 20th, 2012 and all session are printed to the Output Window.

Take a look at the dates printed to your Output Window, August 10th to September 11th, that is 33 days. Now take a look at your Session Template, what days are set to display? Monday through Friday. Remove the Saturday and Sunday for each week from August 10th to September 11th, you will wind up with 23 days. So we have 23 session printed to the Output Window with your Session Template.

Please let me know if you have any questions.

[ATI user]

refer to my output window print above... 23 sessions and then 1

[NinjaTrader_PatrickH]

Hello ATI user,

Thank you for that additional information.

I am unable to re-create this matter. Please send a note to support[at]ninjatrader[dot]com with 'ATTN: Patrick' in the subject line and a reference to this thread in the body of the e-mail: http://www.ninjatrader.com/support/f...ad.php?t=52291

I will need you to attach your strategy to the e-mail so I may investigate this matter further.

[ATI user]

thank you for the 'canned' reply... does not really apply here though does it?...since you have the code already and I gave you the code changes?

this is a consistent bug that everyone I deal with on a daily basis has been experiencing over at least the last 6 months.

other ninja users should also be able to reproduce the same bug.

the code is included in ninja as SampleMultiTimeFrame. Just add the variable and the print statement as shown in attached pic. No need to run it, just enable it and check the Output Window. Going back in time in replay the session prints are reduced...i.e. replay data is reduced until eventually strategies do not run.

1) enable with replay From 12sep and To 12sep yields 23 sessions
2) enable with replay From 13aug and To 13aug yields 1 session

[NinjaTrader_PatrickH]

Hello ATI user,

I will need to use the same settings as you have as I am unable to reproduce this item with the information you have provided. Please send a note to support[at]ninjatrader[dot]com with 'ATTN: Patrick' in the subject line and a reference to this thread in the body of the e-mail: http://www.ninjatrader.com/support/f...ad.php?t=52291

You need to attach your strategy to the e-mail before sending, so that we may test your exact strategy on our end. We have gone over the settings already and it is clear there is a difference in what you are testing from what we are. Please provide the necessary file so that we may continue to troubleshoot this matter further. Your assistance in this matter is appreciated.

[NinjaTrader_PatrickH]

Hello ATI user,

Thank you for that file.

We will test this on our end and follow up with you shortly.

[NinjaTrader_PatrickH]

Hello ATI user,

Thank you for your patience.

We can reproduce on our end with the Days To Load set to 33 days. If we set it to a custom range it does not reproduce. We will continue to investigate on our end and follow up with you with our findings.

Thank you for all of your help and information thus far.

[NinjaTrader_PatrickH]

Hello ATI user,

Thank you for your patience.

We have confirmed with our development team that this is in fact a bug. They will look into this for a future release of NinjaTrader.

The only workaround while using Days To Load is to manually add the second series to your chart.

Please let me know if I may be of further assistance.

[ATI user]

Actually the workaround is changing Days to Load to another number as mentioned early in this post. This resets the historical data in sync with replay data and the strategy will run normally.

Adding a series to the chart will not help the strategy run.

[ATI user]

while development is at it there is another big time waster going forward in replay dates

replaying the 03-12 NQ contract from 13 Dec 2011 with 33 Days to Load in 60 sec chart replay continues to waste time by reloading data on each enable

for instance in the attached screenshot replaying 26 Jan 2012 replay is loading data back to 4 Dec 2011....54 days and counting since the 4 Dec stays constant while the days being loaded continues to increase

this occurs on every date going forward wasting a lot of time and is extremely annoying since it should not be necessary to load the same data over and over again ...especially more days than the 33 specified

an efficient simulator would load the 33 days once on the first replay date 13 Dec and then add only each new date going forward

note second screenshot - replaying in chart set at 33 Days to Load is still requesting data from 12/4/2011 even though on 3/5/2012 ...90+ days.

It would appear screenshot 2 bug is related to spanning end of year as it did not occur when running 06-12 NQ contract thru 12-12 contract. That plus running 03-12 contract more than 33 days into year and after resetting 33 days (i.e. set from 33 to 22 then back to 33) the bug did not occur.