Gap of data between history and real-time after calculation.

[alexr]

In latest versions of the bug appeared. Lose data, coming during of the history calculation. It seems not working caching callback OnMarketData normally.
I attached code of simple indicator, workspace and pictures that explain what the problem is. On the right side of the data after the recalculation.
In heavy indicators of just how the Achtung.

upd. connection CQG Continuum

[tradesmart]

In latest versions of the bug appeared. Lose data, coming during of the history calculation. It seems not working caching callback OnMarketData normally.
I attached code of simple indicator, workspace and pictures that explain what the problem is. On the right side of the data after the recalculation.
In heavy indicators of just how the Achtung.

Shouldn't IsSuspendedWhileInactive be false?

[NinjaTrader_JessicaP]

Hello alexr,

To aid us in getting a complete picture of what is happening, could you answer as many of the following questions as possible?

• Do you see results when running the same test on the SampleMaCrossOver strategy in NinjaTrader with the same settings as your strategy?
• Who are you connected to? This is displayed in green on lower left corner of the Control Center window.
• Are you connected to your data feed provider when running this test?
• What instrument(s) (and expiry if applicable) have you selected?
• What Data Series Type have you selected? Example: Tick, Minute, Day
• What From and To date is selected?
• Is your strategy a multi instrument or multi time frame strategy?
• Do you receive an error on screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?

[alexr]

Shouldn't IsSuspendedWhileInactive be false?

If I understand correctly, it is for other purposes

Do you see results when running the same test on the SampleMaCrossOver strategy in NinjaTrader with the same settings as your strategy?
Who are you connected to? This is displayed in green on lower left corner of the Control Center window.
Are you connected to your data feed provider when running this test?
What instrument(s) (and expiry if applicable) have you selected?
What Data Series Type have you selected? Example: Tick, Minute, Day
What From and To date is selected?
Is your strategy a multi instrument or multi time frame strategy?
Do you receive an error on screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?

Hello, Jessica.
I'm not sure that you read the post carefully and understand the essence of the problem.

[NinjaTrader_JessicaP]

Thank you, I did misread your original post, and had used a general purpose reply for situations where we do not have a series of reproducible steps.

The answers to these questions will still be useful to us in seeing the same thing you are seeing :

• Who are you connected to? This is displayed in green on lower left corner of the Control Center window.
• What instrument(s) (and expiry if applicable) have you selected?
• What Data Series Type have you selected? Example: Tick, Minute, Day
• What From and To date is selected?

Additionally, after carefully reviewing your code, I have a couple more questions.

• Can you create a reproducible situation in an indicator that does not call any hook methods other than OnBarUpdate and OnMarketData
• In this situation, can you also refactor your code so that OnMarketData only has one conditional, that being

    if (e.MarketDataType == MarketDataType.Last && IsFirstTickOfBar)

• In this situation, can you remove all class variables that persist outside OnBarUpdate and OnMarketData, so that OnMarketData must operate only on its passed in MarketDataEventArgs, and both OnMarketData and OnBarUpdate will only have access to members of non-user specified members of indicator such as Close, IsFirstTickOfBar, etc.

Simplifying the code sample you have provided, in absence of steps to reproduce, will help us in reproducing this on our end.


Thank you for helping to improve NinjaTrader 8.

[alexr]

Jessica, it's not a strategy.
I have attached screenshots which show the situation with little or no explanation. Attached the indicators code and workspace. Indicator was posted out in this forum. Just copy files to the terminal and reproduce the problem.

Regards

[NinjaTrader_JessicaP]

I understand, I misspoke when I said strategy. I have edited my most recent post to use the word indicator instead of strategy.

While we may be able to reproduce the situation, I would like to give our product and development teams as much insight into what is occurring as possible. I will attempt to use what you have provided if explaining further is difficult. Thank you again for your help improving NinjaTrader.