Alert Time Data Series Object not saving?

[brucerobinson]

Hello Ryan,
See attached.
I decided to make some changes in the forlorn hope of gaining some further insight as to what is happening.

For ES, I changed to a 15minute Data Series chart.
The Condition remains per the 5minute chart i..e Time value 09:25.
I also gave the Chart's Data Series a Label, which Displays in between the ""after Time value ES -03-20

As I understand your logic, when the LHS Condition Time value of the ES-0320 chart data series becomes Greater Equal to the RHS specified Time value of 09:25, the Alert will trigger.
Given that it is referencing the timestamp of the bar, which is the Close of the bar, when the 09:15-09-30 bar Opens (09:15:01), its timestamp 09:30 is Greater than 09:25 (RHS Condition Time value 09:25) so at 09:15:01 at the open of the 09:30 close timestamped 15 minute bar.the Greater than Condition is met, triggering the Alert.

So why does it trigger at 09:30:00 then? See Alert log. Not 09:15, not 09:15:01, not 09:25 but 09:30:00.

Kind regards,

[NinjaTrader_RyanS]

Hello Bruce,

With a time value of 8:55 on a 5 minute bar, I would expect the alert to fire once the first tick of data is received after 8:50:00. This means if a tick is not received for 5 seconds after this, the alert will fire at 8:50:05 in this scenario. This could explain the arbitrary times in your previous posts, though I would not expect this to exceed a few seconds in liquid instruments, while your screenshot shows delays of minutes.

I am testing using the 06-20 NQ contract to test which is fairly illiquid, and so far have only experienced a few seconds.

Is there a specific alert/instrument that seems to be misfiring more frequently than others?

[brucerobinson]

Hello Ryan and thanks.
I guess what you mean by 'if a tick is not received for 5 seconds I would expect it to trigger at 08:50:05' is actually to imply that a tick IS received after 5 seconds causing your expectation of trigger at 08:50:05. If there were no tick for 5 seconds, a further 5, a further 5 it would not trigger until a tick came in. I may appear to be being pedantic but I'm not, this is frustrating enough so asking for precision as to what you mean (it may also be US/UK).

Sorry but I think you a barking up the wrong tree with ticks not coming in being the cause and hence wasti g both our time (now over 30 posts on the subject, clearly it is not working as described or documented & no-one appears to have a clue). This example is ES approaching the Open, the most liquid Contract in the world at the busiest time. It is a function of Minutes, it is not accidental or coincidental that it is 8:25, 9:25, 9:30 or 8:25:01, 9:25:01 and never 08:27:33, 09:29:56 etc.

I despair.

Kind regards,

[NinjaTrader_RyanS]

Hello,

To clarify, an alert will not fire until the time has passed the bar's timestamp and a tick is received. So if the first tick comes in 5 seconds after 8:50:00, the alert will fire at 8:50:05. If the first tick comes in 8 seconds after, it will fire at 8:50:08.

Through numerous tests I am still unable to receive more than a few seconds of 'time slippage' on several instruments.

At this point I would like to test your workspace on my end so I can see if this is specific to the alerts, the workspace, or perhaps the installation.

Can you write into platformsupport[at]ninjatrader[dot]com and attach the workspace file this is occurring in? You can find this under documents/ninjatrader 8/workspaces in your file explorer.

Please link this post and ATTN Ryan in the body of the email.

[brucerobinson]

Hello Ryan,
According to the logic, you expect this condition - 5 minute chart, Time value 11:25 to trigger at 11:20:01 providing there is a tick of incoming data.
There was, it triggered at the Time value of 11:25:00

Kind regards,

[brucerobinson]

Hello Ryan,

Earlier you wrote: "With a time value of 8:55 on a 5 minute bar, I would expect the alert to fire once the first tick of data is received after 8:50:00."

Now you say:

Hello,

To clarify, an alert will not fire until the time has passed the bar's timestamp and a tick is received. So if the first tick comes in 5 seconds after 8:50:00, the alert will fire at 8:50:05. If the first tick comes in 8 seconds after, it will fire at 8:50:08.

The Bar's timestamp is the Close of the bar. So which is it? With an 08:55 Time value, the first tick after the beginning of the bar at 08:50 per the first statement (per the Documentation), or not until time has passed the bar's timestamp and a tick received?

Kind regards,

[NinjaTrader_RyanS]

Hello,

These are the same statements, this is assuming the same example of 8:55 that we have been using. Once time has passed the bar's opening timestamp of 8:50:00 as indicated in the alert condition, the first tick received will cause the alert to fire.

My apologies if the 'timestamp' wording was confusing in that a bar has an opening timestamp (8:50:00) and a closing timestamp (8:55:00), but the closing timestamp is used for 'labeling' the bar. However, keep in mind a bar contains data from 8:50:00-8:54:59

[brucerobinson]

Hello Ryan and thanks for the clarification, understood. In the absence of specifying otherwise and whilst talking about the 8:50 bar, 8:55 bar, and Ninja's convention to label a bar by its Close timestamp there was no reason for I should think you were suddenly using timestamp to refer to a bar's Open, hence the confusion.

With that now clear, putting aside lack of ticks etc which clearly is not the cause here, we are in agreement that according to your logic/documentation, RHS Time value of 11:25, you would expect my post #35 'Dax Close in 5mins' to trigger at 11:20:00, or 11:20:01.
But it didn't, it triggered at 11:25:00.

The RHS Condition is a manually entered fixed value. So clearly it must be the comparison with the LHS Condition at fault insofar as a) the result is not in accordance with your logic and b) it is not consistent. On b) I have given several examples similar to post #35 where the logic expects 11:25 to trigger at the beginning of the bar 11:20:00 or 11:20:01 whereas it triggers at 11:25, same as the Time value which according to your logic is incorrect, but I have also given examples where it triggers 5 minutes later than the Time value i.e. 11:30. Which is, therefore, 10 minutes late i.e. Time value 11:25 on 5min bar should trigger at 11:20:00/:01 but doesn't until 11:30:00.

Do you agree this is how it appears?
(I'm sure you'll appreciate, I ask for clarity for me to understand how it is supposed to function, because when it appears it is not doing so it is monumentally painful to try to identify why, otherwise).

Kind regards,

[brucerobinson]

Whilst you have these two use case scenarios in your mind of Data Series Bar time c/wTime-based on Chart and Last Price-based c/w Indicator value in Market Analyzer, perhaps you could consider making a Feature Request...
It would be preferable (for me at least) to do what I am doing with the Chart Alerts in Market Analyzer instead (for various reasons: centralisation, all my Instruments can be maintained in an Instrument List used in Market Analyzer, copy the Conditions etc etc. i.e. create Conditions, insert Columns and applied to all Instruments in List). Conversely, on Chart-based Alerts each has to be created separately per chart (due to lack of Alert template. If I have an Instrument in two different workspaces I must create the Alerts in both, or if not keep the workspace with the chart with the alerts open for them to work. With the Alerts as configured per this Thread, if I simply change the Chart from 5min to 15min, the alerts will be affected i.e. the Open Timestamp now becomes 15minutes ahead of the Time value instead of 5. I changed my ES chart on which the time-based alert resides for the NY Close from 5 to 15min and it triggered at 16:00:00 instead of 15:55 Time Value.... I could run a separate workspace for chart alerts and keep open and not change, but....that's another Workspace and charts.....just for alerts

The Market Analyzer solution is far more elegant for my purpose but lacks Time series.

But I can't create Data series Bar Time-based Alerts in Market Analyzer as I can in Charts - the 'Time' folder is not available in the LHS Condition in Market Analyzer as it is in Charts. I wasn't able to find a way, and the fact that Help only gives an example of Time based in Charts led me to conclude it is not possible.
There may be good reason.
But that's why'how it would be advantageous. If the 'Time' folder were available in the LHS Condition builder in Market Analyzer as it is in Charts, I could do everything Alerts in Market Analyzer.

Kind regards,

[brucerobinson]

with the ES changed to 15min, the Alert with Time Value 15:55 triggered at 16:00:00
According to the logic, when the 16:00 Close-labelled bar opens at 15:45, when a tick comes in it should see that the Close-timestamp of the bar is 16:00 which is greater equal to Time value 15:55 RHS Condition and trigger immediately at 15:45:00 or 15:45:01 on a 15min bar? No?
KR

[NinjaTrader_RyanS]

Hello,

To analyze the issue further I will need to test with your workspace as I have yet to experience the behavior using my alerts. Once i have your workspace I can try to replicate the behavior on my machine and analyze further why this may be occurring, or if the issue is local to your installation.

[brucerobinson]

Hello Ryan and thanks.
i will send the workspace tomorrow.
Kind regards,

[Noah99]

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[brucerobinson]

Hello Ryan,
Please see attached today GC Open.
Time value 08:15, triggered 08:15:00
Ref: posts #18 & 19, it has triggered variously at 08:10:01, 08:15:00 and 08:20:01
and probbly more if I look more thoroughly through the thread.
No changes made on my end.

Kind regards,

[brucerobinson]

Oil Open time vale 08:55, triggered 08:55:00 (according to logic should be 08:50:00/01)