GAP on SWITCHING CONTRACTS

[kazbek966]

I am testing my strategies on market replay mode on playback account and mentioned huge gap up when MNQ contract switched from 12-24 to 03-24.
As such it does not create a problem, but it may skew evaluation of the strategy performance when contract is held overnight.
Is there a way to eliminate this gap in market replay/playback mode so data looked uninterrupted due to the switch.

[NinjaTrader_Erick]

Hello kazbek966 ,

Thank you for contacting us.

If you are seeing gaps in data:

Please go to Tools-> Options -> Market Data-> under Global Merge Policy, select "Merge adjusted/Merge back adjusted".

Apply the change, then go back to your chart, right click on your chart and select the option that says "Reload all historical data".

If this does not work, additionally :

Clear old historical and cache data by doing the following:

- Shut down NinjaTrader 8

- Go to the 'Documents/NinjaTrader 8/db' folder of your computer

- Delete the files inside the 'cache', 'day', 'minute', and 'tick' folders.

- Important: Do not remove any other files inside the NinjaTrader 8 Documents folder.

-Restart your PC

When you restart NinjaTrader 8, you may notice a slightly longer initial load time as all of your historical chart data is re-downloaded, but your overall performance should be better.

Please let us know if we can be of further assistance or if you continue to experience this behavior.