filtering bad data

[dafonseca]

While using Kinetick or IQfeed sometimes i receive the price 0.0 and my strategy generates a unwanted order. I dlike to have a kind of filter which allow me to use the last price in case the asset price comes as 0,0.
Any clue?

[pstrusi]

In TOOLS--OPTIONS-->DATA there's a field: Filter Bad Ticks, select what you want. This might help you, however you should wait for NT support team answer

[NinjaTrader_PaulH]

Hello dafonseca,

Thanks for your post.

As member pstrusi has advised the use of the realtime tick filter would help in that situation.

From the helpguide:
What is tick filtering?
Tick filtering is a function where each incoming tick is evaluated in relation to the last known price and if it is outside of a user defined percentage value, the tick is thrown away and not distributed to any NinjaTrader object that requires market data such as advanced charts or strategies. This prevents data spikes from showing on your charts and can also prevent unwanted actions taken by automated strategies due to a data spike.

Here is the helpguide refrence: http://ninjatrader.com/support/helpG...rical_data.htm please see the section "How to use the real-time Tick Filter".