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Historical Data Replay different from real market data

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    Historical Data Replay different from real market data

    Hi,

    While testing some trading strategies, I have downloaded the market data for a day and, when I replay the data using the ticks chart, I have observed that the charts (candlestick bars) are slightly different than they were in the real market session, (since I can compare with the video recording from the live market session for that day).

    That has some impact on my trading since some candles are different during replay than they were during the real session, they have different shape, different body.

    Is it any way to fix that or mitigate it?

    Thanks.

    #2
    Hello eddieTraderr81,

    Thanks for your post and welcome to the NinjaTrader forums!

    Please review the help guide section on How bars are built here: https://ninjatrader.com/support/help..._are_built.htm

    This page describes why bars can be different: https://ninjatrader.com/support/help...aFromTheServer


    "Is it any way to fix that or mitigate it?"

    Please use the steps below to change/check your Time Zone and sync the PC clock:
    • Shutdown NinjaTrader
    • Right-click the clock in the lower right corner of your desktop
    • Select Adjust date/time
    • For Windows 10 click 'Date, Time, and regional formatting' -> Then click 'Additional date, time, and regional settings' -> then click 'Set the time and date'
    • Select the 'Internet Time' tab at the top
    • Set the server to time.nist.gov and then click Update.
    • If the message that appears says successful your PC clock should now be updated.
    • If not, select a different server from the Server: drop-down and try again (repeat until one of the servers is successful)
    After updating the PC clock, please restart NinjaTrader, then right-click the chart and select Reload All Historical Data.

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