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inaccurate bars on replay mode

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    inaccurate bars on replay mode

    Hello,

    when using replay mode, I'm a bit frustrated with the odd behavior of how the bars compile.

    If I set the playback window to "playback from selected" then the bars appear realistic but the final price is way above or way below where it should be, and it makes it look like price just gapped up or down. If I let the time play for a few minutes and then "reload all historical data" then it does the same thing. The chart completely changes and the final bar becomes a gap up or down again. See below. I took a screenshot, then moved time forward, reloaded the data, and took another screenshot. The bars change, and it always ends with a gap up/down.

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    If I set it to "playback from start" then that issue goes away but price movement is no longer realistic. Most of the bars that are BEFORE my selected time become just little ticks with no price movement. Everything AFTER my selected start time becomes realistic. See below. The selected time was 6:29

    Click image for larger version

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    #2
    Hello pindar,


    Thank you for posting on the NinjaTrader forums.


    From your description of the Market Replay behavior:
    1. Playback Behavior with "Playback from Selected":
      • If bars appear realistic but the price jumps significantly upon reloading historical data, this indicates a discrepancy between the Market Replay data and the underlying historical data. Reloading the data synchronizes the chart with the historical data stored on the NinjaTrader servers, which may differ slightly due to tick-by-tick discrepancies or gaps in downloaded replay data.
    2. Playback Behavior with "Playback from Start":
      • If the chart displays little to no price movement before the selected time and resumes realistic movements after the start time, this might be because the initial historical data or replay data for those time periods isn't loaded or displayed correctly.

    To resolve this:
    • Check the Available Market Replay Data: Go to the Playback Controller, right-click, and select "Available." Ensure the Market Replay data for the selected instrument and date range is fully downloaded.
    • Clear Cache:
      1. Close NinjaTrader.
      2. Navigate to the Documents\NinjaTrader 8\db folder on your computer.
      3. Delete the folders labeled cache, tick, minute, and day. These will be repopulated when you restart NinjaTrader.
      4. Reopen NinjaTrader and attempt to replay again.
    • Confirm Market Replay and Historical Data Alignment: Verify that both Market Replay and historical data are aligned. Market Replay data comes from saved tick data during market sessions, while historical data may have gaps or be aggregated differently depending on the source.


    Please let us know if there's anything else we can assist with!

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