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Replay Chart Issue

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    Replay Chart Issue

    Hello,

    I have not been using replay for about 8 months, and all of a sudden I see strange issue. The interface changed a bit, where I now get to pick an instrument and start date, which is Awesome!!!!

    When I run a replay, without any strategy added, all works great, I see bars being built with every incoming recorded tick. Once I add a strategy, I no longer see a bar being built with every tick. If I load 60 mon chart, all I see a bar showing up once 1 hour finishes. I do not see a bar being built with each incoming tick. This must some some kind of a setting, but I sadly can not figure it out.

    Thanks,
    redduke

    #2
    Hello RedDuke,

    Thank you for your post.

    Glad to hear you like the improvements to the interface. So I may assist you more accurately, please answer all of the following questions:
    • What version of NinjaTrader are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.?.?.?)
    • Do you see similar behavior when running the same test on the SampleMaCrossOver strategy in Playback?
    • What instrument(s) (and expiry if applicable) have you selected?
    • What Data Series Type have you selected? Example: Tick, Minute, Day
      • You mentioned 60 minute, correct?
    • What date(s) are you replaying?
    • What is the playback speed on the controller? Is it 1x speed or something faster?
    • Do you receive an error on the screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?
    Thanks in advance; I look forward to further investigating this item.​

    Comment


      #3
      Hi Emily,

      Thank you for reply.

      1) Version 8.0.28.0 64-bit
      2) SampleMaCrossOver works as should, but I am using my own strategy where all was working around 8 months back
      3) GC 04-23 (Gold Futures)
      4) 60 min chart, using minutes
      5) March 12-17, 2023
      6) The issue is present on any paly back speed from 1x to Max
      7) No error, the chart just does not refresh

      Thanks,
      redduke

      Comment


        #4
        Hello RedDuke,

        Thank you for your reply.

        This may be a limitation of the Playback connection. In order to optimize performance, visual items only update once per second during playback. Orders, indicators, and strategies still calculate as if they were running in real-time and you may verify this by adding prints to your strategy that print during OnBarUpdate() for example. There is a note about the 1-second visual updates on the following page:


        I am also curious about the volume of GC 04-23 during your testing and if there are differences between the volume/volatility when you tested your strategy vs. when you tested the SampleMaCrossover strategy. If there is a period with low volume, the bars won't update as frequently and that would be expected. Were you able to test both your strategy and the SampleMaCrossover on the same dates and time of day? I would be glad to test out a reduced sample of your strategy that still produces this behavior on a playback connection to see if I am able to reproduce this behavior on my end. Please export a reduced sample via the Control Center > Tools > Export > NinjaScript AddOn menu and then attach the .zip file to your reply.

        I appreciate your patience and look forward to assisting you further.

        Comment


          #5
          Emily,

          It does not update at all, so no 1 sec updates. The bar only shows up at the end of the hour, 2 hours and etc. Essentially bar only appears once time completes the bar. There is definitely volume as bar does update normally during PlayBack without any strategy.

          Sorry, I gave wrong info, using SimpleMACrossOver exhibits exactly the same issue. I must have not enabled it.

          Thanks,
          redduke
          Last edited by RedDuke; 10-30-2023, 12:52 PM.

          Comment


            #6
            Hello RedDuke,

            Thank you for your reply.

            I was unable to reproduce this using Market Replay data for GC 12-23 downloaded from 10/23-10.27. Here is a video with the Sample MA Crossover strategy using Market Replay data around 12pm EST (10am MST on the chart) on Monday 10/23:
            World's leading screen capture + recorder from Snagit + Screencast by Techsmith. Capture, edit and share professional-quality content seamlessly.


            I was unable to test with data from March because replay data is only available for the last 90 days and I do not have that data downloaded. To confirm, are you using the Market Replay data type, or do you have the "Historical" option selected in the playback controller? If you test on 10/23 around 12pm EST for GC 12-23, do you get the same results or are you able to see the bar forming in the same way it does in the video clip I shared?

            I look forward to hearing the results.

            Comment


              #7
              Hi Emily,

              I found the issue. First I updated to latest version 8.1.2.0 64-bit , but the issue still persisted. The problem was other data series loaded on the chart. Once I removed them all, Playback began to work with strategies as before. Thanks for assistance.

              Regards,
              redduke

              Comment

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