Different bar data on seperate computers?

[Strategery]

Greetings and Salutations,

Long-time forum reader, first-time writer.
I started playing with Ninjatrader and have been optimizing and backtesting strategies for a couple of months now. My computer was choking and taking forever to do an optimization run so I built a fancy new box the other day (pcie ssd drive, 64GB ddr4 ram, i5-10 core cpu) to do the heavy lifting and devote only to NT.
As I was doing optimization and backtests on the new box I noticed that my results were off from what I have in my logs from my first machine. When I installed NT, I backed up machine 1 NT settings and imported everything into machine 2. I confirmed they were still off by rerunning the code this morning and I verified the results were different.
Both machines are running Windows 10 and NT 8.1.1.3 64-bit.
After making sure all of the optimization/backtest inputs were the same and verifying that the strategy files were exactly the same, I realized it was the range bar data that was different.
So I pulled up a chart and picked a random day that was off. I am attaching two images.
As you can see, the charts have the same settings but are printing different bars.
I don't understand rollover well but made sure both machines were updated for rollovers in db management.
Both machines are set to auto-sync the time to time.nist.gov and are synced up.
Any idea what is going on?


One thing to note:
When my account was switched from demo to live, it didn't go so well. I had to send a bunch of emails to figure out how to get it working and I still feel like my account/login is not configured properly. A few days ago I was trying to rest my demo account. I got on the help chat with someone and told them that the normal instructions (account tab, right-click, edit account) were not working. I do not have that option. The support guy said to click on the Sim101 account. I told him the only account I have is DEMO8649. Our chat got disconnected at that point because I was trying to verify that is the same account on the website under accounts (it was) and when I refreshed the page the chat was gone.
When I log in and get the option of live or sim, it says "Demo Expired".
Also when I spoke with the rep prior to funding the account I told him that I use range bar data on the MNQ and asked if a funded account has access to longer-term data and he said yes. I still can only see data back to 4/5/2022 with my sim account. Since I presume both machines are looking at the same servers, I don't know if this is a factor but figured I'd bring it up.

Thanks in advance!

[NinjaTrader_Emily]

Hello Strategery,

Thank you for your post. As an FYI, I have moved this topic from the "NinjaTrader 7" section of the forums to the "NinjaTrader Desktop" section since it does not have to do with NinjaTrader 7.

There are many factors at play here that could affect the results of the backtest and optimization results. Using a tick-based series, such as range, means that results can differ if either machine is using different data. You have already seen discrepancies in the data between the two, so that could help to narrow down the potential cause. There is a Strategy Analyzer property to "Use local data only" and if that is enabled for one machine and not on the other, it could produce different results:

https://ninjatrader.com/support/helpGuides/nt8/index.html?strategyanalyzer_properties.htm#AvailablePropertiesAndDefinitions

It is also important to understand how bars are built because some of those factors could affect what you are seeing on your charts between the two different machines:

https://ninjatrader.com/support/helpGuides/nt8/how_bars_are_built.htm

Did you use the same data provider when you tested on the old machine vs. testing on the new machine? Who are you connected to and are you connected while running the test in the Strategy Analyzer?

You mentioned that you can only see data back to 4/5/2022 with your sim account; this is expected as the NinjaTrader historical data servers typically only go back about a year for tick data. Tick data older than a year is deleted from the servers. If you want to reset the DEMO8649 account, this needs to be done via the account portal because that is a server-side demo account. If you prefer to work with the local Sim101 account similar to previous releases of NinjaTrader, you could enable multi-provider mode.

Here is a link to change the balance in your demo account: https://support.ninjatrader.com/s/ar...language=en_US
Here is a link about how to enable multi-provider mode: https://support.ninjatrader.com/s/ar...language=en_US

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

[Strategery]

Thanks for the reply Emily, and sorry about posting in the wrong section.

As far as the data discrepancies go, we can ignore the strategy/optimization talk since I isolated it to the bars in a normal chart. That is obviously what is changing the result of the backtest/optimization.

As far as what data I am using, I don't really know. Once I funded the account I sent emails to the rep that was trying to get me to fund the account who said I would get a welcome email that would explain everything. Once it was funded and I emailed him a couple of times saying I never got the email he pushed me off to support. They told me to log in and set my Simulation Connection to use "NinjaTrader" instead of "Ninja Trader Continuum" which is what it was currently set at. Case: #03791661

I have both machines running at the moment and this morning I took the chart screenshots at the same time. Same login/pass and both are connected to the Simulation account.

When I disconnect from my Simulation account there is no longer a "configure" link. I swear it was there and have seen it in the past.
In options/market data, I see settings for preferred connections. All of them say None and the only option I can choose is Ninja Trader.
So in short, I don't know where I am connecting to or if it is the correct server. I wanted to point out again that when I log in it says my demo account is expired but it still lets me log in. Not sure if that has anything to do with it but it seems odd.

Regarding the time retention of tick data, how can I access longer-term data for backtesting/optimization? Do I need to log in with my Live account and run the optimizations there?

Re: Resetting the account
The reason I contacted support is that I wanted to get rid of old sim/demo trades that were showing up on my charts. Will modifying the balance do that? When I searched the forum all I could find was resetting the account in the control center. I guess I don't know the difference between a demo and a sim account. I would like to add more demo/sim accounts in the future as well. if possible.

Thanks again!

[NinjaTrader_Emily]

Hello Strategery,

Thank you for your reply.

In order to investigate your data, as well as the message about your demo being expired, I would like to review your diagnostic files. Please send me your log and trace files so that I may look into this further.

You can do this by going to the Control Center-> Help-> Email Support

Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default. Please include "ATTN Emily C" in the subject line along with a link to this forum post in the body of the email.

As for historical tick data, even your live connection will pull historical data from the same servers. Most providers have limitations on how much historical data is offered. In order to get more data, you may be able to download or purchase it through a third-party service and then import it into the platform. For more information about historical data in the platform:

https://ninjatrader.com/support/helpGuides/nt8/historical_data_manager.htm

As for removing sim trades that show up on your charts, you could try resetting your database at Control Center > Tools > Database Management > Reset DB:

https://ninjatrader.com/support/helpGuides/nt8/index.html?database_operations.htm#ResetDb

The demo account is server-side and can be accessed via desktop, web, or mobile. The Sim101 and additional sim accounts can only be accessed with Multi-provider mode enabled and are stored locally on your PC. They would only show up in the desktop version of NinjaTrader and not on web or mobile.

I look forward to assisting you further.

[Strategery]

Hi Emily,

I was out for a week. I just sent the log files. I sent one email from my primary workstation and one from the new one.
Case #03833643 & Case #03833644


As far as historical data go, where can I see where I am connecting to?
When I inquired to the guy who was trying to get me to fund the account, I specifically mentioned that I was getting less than a year of historic tick data and asked if I would get more with a funded and live account. His reply lead me to believe that I would be getting access to servers that have longer-term data.
As mentioned earlier, when I view connections, I do not see a way to configure a new one. All I see is Live, Simulation, Playback, and Simulation.
I would like to know what is available with my current account and what options are available and how to configure them. Sorry for being a novice but I am not super familiar with the platform.

Lastly, regarding resetting the database to get rid of the old trades, I tried that on day one and also tried a reinstall but the old sim trades were still there. They seem to be on the server side?
The clearing of the sim trades is not a huge priority to me. I was bringing it up since I thought it may have something to do with the weirdness I have been seeing with the data not matching up in my range bars on two different machines connecting with the same account and that it says my demo account is expired when I log in.

Thanks!

[Strategery]

Update: I enabled multi-provider mode and can now see my Sim101 and my DEMO account and also have the ability to add more sim accounts.
When I restarted the app after enabling multi-provider and logged in I was not prompted with the web page looking screen that asked me whether I wanted live or demo trading (the screen where it said my demo account is expired). I had been getting that screen since I funded the account. Enabling multi-provider seems to have gotten rid of it for some reason.

When the app opened my available connections were Kinetic, Playback, and Simulated Data Feed.
Since I can now configure connections (obviously enabling multi-provider made that an option) I added a Ninja Trader connection entered my credentials, and selected Simulation. When I connect, it reads Simulation, whereas before it read Ninja Trader.
Is the prompt after the log-in that I used to see asking for live or sim trading now replaced by having two connections? I have not updated the app, this all seems to have changed by enabling multi-provider.
To confirm, when I want to place live orders, I create another connection with the same credentials and chose live trading and I toggle the connections when I want to switch from sim to live.
And to also confirm: there is no difference in the live or historical data I receive when connecting to either of the two accounts.

Something else that is kind of odd to me: when I logged in and did not have a Ninja Trader connection or a Simulation connection in my list or connected, I could still run Strategy Analyzer using and get results. Is the Ninja Trader connection used for orders/trading and the app is looking at the same servers for market data no matter what? Again, sorry if I am asking newb questions. I spent a lot of time searching the forum trying to diagnose my original problem and figured I'd get educated here since I have your attention.

As far as the data not lining up between machines go, I looked at the data I referenced in the original post since I made these recent modifications and it is still inconsistent. This makes sense if the app looks at the same servers for market data no matter what I am connected to.

[NinjaTrader_Emily]

Hello Strategery,

Thank you for your patience.

I did receive your diagnostic files, though they were sent prior to you enabling multi-provider mode. I see in both cases you are connecting to the simulated connection, though one is loading data for MNQ 06-22 and the other shows it loaded data for MNQ 06-23. The different contract years could be the reason you were seeing different data between both workstations.

The trading mode window that asks if you would like to do live trading or simulation is only displayed when multi-provider mode is disabled. It is normal for that screen to be gone after enabling multi-provider. For more details, please see the release notes page here:

https://ninjatrader.com/support/helpGuides/nt8/8_1_1_3.htm

That said, with multi-provider mode enabled you may toggle between the connections to switch from trading in sim or live. The connection with the simulation account type selected should display your Demo account when connected. If you connect to the connection with Live selected in the dropdown, your live account should display. Both connections would use the same NinjaTrader live and historical data. As you put it, the prompt is essentially replaced by having two different connections instead. There is no difference between the live and historical data for the simulation and live connections.

If you connect to either your live or simulation connection in addition to Kinetick, that could result in a difference of live data. I suggest reviewing your preferred connection settings at Control Center > Tools > Options > Market Data > Preferred Connections. On this page, you may select your preference for live and historical data and choose which provider you would like to get the data from for different instrument types. For more details:

https://ninjatrader.com/support/helpGuides/nt8/index.html?multiple_connections.htm#SettingPreferredDataConnections

Otherwise, if you do not have a preferred connection set up, the data will be based on the order in which you connect.

When it comes to the Strategy Analyzer, you potentially got results based on cached historical data. By default, a backtest will download data from your provider while connected. There is an option in the right-click menu > Properties > Use Local Data Only that you could toggle which would allow the analyzer to run a backtest only based on existing data in your database. For more details regarding the Strategy Analyzer, please see the following resources:

• https://ninjatrader.com/support/help...a_strategy.htm
• https://youtu.be/doNXy_AXQXo

Please let me know if I may be of further assistance. We could certainly continue via email if you'd like; I will send a reply there in addition to this post.

[Strategery]

Thanks for the reply. I'm not sure where 06-22 is coming from. That is odd. I tried loading that expiry into a chart just now and got no data which kind of makes sense.

As far as the strategy analyzer goes, I see it as not relevant since the problem has been isolated to the different bar data viewed in the chart (the data that the strategy analyzer is using).
As you can see in the screenshots from my original post the instrument is MNQ 06-23 in both images and they show different data.
Just now I replicated the charts for 01/09/2023 (range,11) from above and see the same discrepancy.
I am not connected to Kinetick as I don't really know what it is or what data it provides.
The only active connection I have on both workstations is my Ninja Trader "Simulation".
When you pull up the same contract using range bars for that timeframe, what do you see?
Let me know if you want me to send logs again from when I pulled the data in from 1/9.
If that is what you wanted the first time you asked I appologize. I thought you just wanted to look for some issues with my configuration.

Thanks again.

[NinjaTrader_Emily]

Hello Strategery,

Thank you for your reply.

I do not have enough information to pull up the chart on my end because I do not know the Data Series settings that you have your charts set to. I would like you to try a few things. First, please right-click on the chart in each workstation (while connected to data) and select "Reload All Historical Data." Once the charts finish loading, compare to see if the data is the same after reloading from the server. For more information:
https://ninjatrader.com/support/help...derstandingWhy AChartCanLookDifferentAfterReloadingHistoricalData FromTheServer

If this still results in different data, please double-check your merge policy settings in each setup at Control Center > Tools > Options > Market Data > Merge policy. For more information:

https://ninjatrader.com/support/helpGuides/nt8/merge_policy.htm

Otherwise, you may also try deleting historical data and reloading it from the connection with these steps:

• Disconnect from all connections in the Connections menu of the Control Center
• Close your chart for MNQ
• Go to Control Center > Tools > Historical Data
• Expand the list for Historical and then right-click > Remove to delete the data for MNQ
  • For more information about deleting historical data: https://ninjatrader.com/support/help...t8/editing.htm
• Close the historical data window and re-connect to your connection at Control Center > Connections
• Open your chart for MNQ again and review the newly loaded data

For additional information regarding how bars are built in NinjaTrader, please see the following help guide page:
How Bars are Built

Thank you for your time and patience.