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weird long wick on MNQ

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    weird long wick on MNQ

    My 30 minute chart of the MNQ is printing a weird very long wick up and down on the 09:00 candle, this price movement is not visible on other charts so where is this wick coming from?

    if i change to a 60 minute chart, the wick disappears. It is also only visible when tick replay is enabled.

    attached are, a picture of the 30 min MNQ chart with weird long wick (tick replay enabled), 60 minute chart without the long wick (tick replay enabled), 30 minute chart without long wick (tick replay disabled)​
    Attached Files

    #2
    Hello Tjallevr​,

    Thank you for reaching out.

    This behavior is likely due to the way Tick Replay processes historical tick data in NinjaTrader 8. Since the wick appears only when Tick Replay is enabled, here are some possible reasons for this anomaly: Potential Causes & Solutions:
    1. Data Integrity Issues:
      • Tick Replay reconstructs historical bars using tick data. If there is a bad tick or incorrect historical data from your data provider, NinjaTrader might create an incorrect high/low wick.
      • Solution: Try reloading historical data:
        • Right-click the chart → Reload All Historical Data.
        • Alternatively, go to Tools → Historical Data → Reload.
    2. Data Processing Difference Between Timeframes:
      • The 30-minute chart aggregates data differently than the 60-minute chart. When Tick Replay is enabled, NinjaTrader processes tick-by-tick price movement, which can sometimes introduce small anomalies in shorter timeframes.
      • Solution: Check if switching to a slightly different timeframe (e.g., 29 min or 31 min) still shows the wick.
    3. Market Depth or Latency Issues:
      • Some tick-based data sources may include outlier price movements in their historical feed, affecting Tick Replay.
      • Solution: If using NinjaTrader Brokerage (Continuum), compare with another data feed (e.g., Rithmic or Kinetick) to confirm if the anomaly is data-provider related.
    Next Steps:
    • If the issue persists, try opening a new workspace and loading a 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.​
    Erick P.NinjaTrader Customer Service

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