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Tick Chart data issue

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    Tick Chart data issue

    Hi,

    I'm using 500 Tick chart. Sometimes I encounter a peculiar issue - the data that the Strategy programmatically perceives differs from what I visually observe on the chart. For instance, the Strategy prints the data (OHLC and Time) for the last closed cadnle on the chart it is attached on and this data is not related to what I see visually from this chart. Sometime it is OK, sometime not. I cannot identify the exact reason when it occurst for sure. What can be the reason?

    #2
    Make sure all charts start on the exact same day,
    that is, days to load is the same for all charts.

    Otherwise, are you using Break at EOD?

    Comment


      #3
      Hi bltdavid,

      Otherwise, are you using Break at EOD?​
      Yes, the option is enabled in the chart's data.


      Make sure all charts start on the exact same day,
      that is, days to load is the same for all charts​
      Do you mean exactly all the opened charts? Even if they are not related to the attached Strategy any way?
      In order to be on the same page, let me explain in more detail how the Strategy is being started:
      - I open a chart I need, for instace ES Tick500;
      - then right click on the chart -> Strategies -> MyStrategy -> OK. I expect that the Strategy is attached to the specific chart (date series) that I see visually.
      - then enable it in the ControlCenter.

      After these steps sometimes everything is OK and sometimes not. I cannot reproduce the error when I want it to be reproduced.

      Comment


        #4
        Hello webus,

        Thanks for your notes.

        If you are comparing multiple charts then ensure that each chart is using the same Data Series settings such as TradingHours, Days to load, Price based on, End date, etc.

        Is your strategy running with Calculate.OnBarClose?

        The Data Box window could be used to hover your mouse over the last closed candle to compare the prints from the strategy in the Output window with the OHLC values noted on the Data Box window.

        When testing this on my end I'm seeing the correct OHLC values and Time print to the Output window when comparing the prints to the chart.

        See this demonstration video: https://brandonh-ninjatrader.tinytak...NF8yMjQ2NTM0MA

        Attached is the strategy used to test this so you may test it on your end using the same steps seen in the demonstration video.
        Attached Files
        <span class="name">Brandon H.</span><span class="title">NinjaTrader Customer Service</span><iframe name="sig" id="sigFrame" src="/support/forum/core/clientscript/Signature/signature.php" frameborder="0" border="0" cellspacing="0" style="border-style: none;width: 100%; height: 120px;"></iframe>

        Comment


          #5
          Hi NinjaTrader_BrandonH​,

          If you are comparing multiple charts then ensure that each chart is using the same Data Series settings such as TradingHours, Days to load, Price based on, End date, etc.
          Probably something is not clear in my initial request. Let' me explain it step-by-step:
          1. I have a Strategy that prints the last closed candle's data in the NinjaScriptOutput window (the same as your 'OHLCPrintTest').
          2. I start the Strategy on one 500Tick chart and compare the data I see in NinjaScriptOutput with the data I see visually on this chart in DataBox.
          3. This is how I start the Strategy:
          - I open a chart I need, for instace ES Tick500;
          - then right click on the chart -> Strategies -> MyStrategy -> OK. I expect that the Strategy is attached to the specific chart (date series) that I see visually.
          - then enable it in the ControlCenter.
          4. After these steps sometimes I see the correct data, but sometimes - not. For instance, I can see that the last closed candle's time HH:MM:SS:xxx, but there is not such a candle on the Strategy's chart.​

          Again, sometimes it works OK, sometimes - not. I'm interesting - what can lead to such an issue?


          Is your strategy running with Calculate.OnBarClose?​
          I've tried it on OnBarClose (Time[0], Close[0], etc) and on OnEachTick (Time[1], Close[1], etc). The result is the same - sometime it see the correct data, somtimes not.

          The Data Box window could be used to hover your mouse over the last closed candle to compare the prints from the strategy in the Output window with the OHLC values noted on the Data Box window.
          Yes, this is how I compare the data: visually from DataBox and programmably from NinjaScriptOutput.

          When testing this on my end I'm seeing the correct OHLC values and Time print to the Output window when comparing the prints to the chart.

          See this demonstration video: https://brandonh-ninjatrader.tinytak...NF8yMjQ2NTM0MA
          Again - sometimes I see the corect data also. But sometimes - not. I do not understand what can be the reason.

          Comment


            #6
            Hello webus,

            Thanks for your notes.

            I have tested this multiple times using the 'OHLCPrintTest' and I have not yet been able to reproduce the behavior.

            Please ensure that you are updated to the current version of NinjaTrader (8.1.2.1) and then retest to see if you are able to reproduce the behavior.

            If you need to update NinjaTrader to the current version, follow the steps below.
            • Shutdown all programs including NinjaTrader *important
            • Download NinjaTrader from the link below
            • Double click the downloaded file to execute it
            • Follow the on screen instructions
            • Restart NinjaTrader
            You can read about changes to this release in the release notes linked below.
            https://ninjatrader.com/support/help...ease_notes.htm

            Also, test to see if you are able to reproduce the behavior using the Playback connection.

            To look into this behavior further we would need a way to reproduce the behavior so that we can investigate it. Once you are able to reproduce the behavior, please let us know the steps and settings you have taken to reproduce it and we will be happy to investigate this matter further.
            <span class="name">Brandon H.</span><span class="title">NinjaTrader Customer Service</span><iframe name="sig" id="sigFrame" src="/support/forum/core/clientscript/Signature/signature.php" frameborder="0" border="0" cellspacing="0" style="border-style: none;width: 100%; height: 120px;"></iframe>

            Comment


              #7
              Have you tried deleting the db/cache folder?

              Comment


                #8
                Hi,

                Originally posted by NinjaTrader_BrandonH View Post
                Hello webus,

                Please ensure that you are updated to the current version of NinjaTrader (8.1.2.1) and then retest to see if you are able to reproduce the behavior.
                Thanks, but no. I will not update the platform any more. The latest update took me several days of my life. And in the end I had to update back and manually restore all my projects that were not exported:
                Hi, I've updated the NT platform from '8.1.1.7' to '8.1.2.0'. I just downloaded the installer and installed it with default parameters. Now I cannot import anything - the platform is just freezed as soon as I klick 'Import'. Why do issues keep arising with the NT8 platform? Why does such a simple action as 'updating' lead to

                Hi, I've been waiting for the compilation to finish for more than 5 minutes already. Is this another &quot;feature&quot; of the new update? Bless the developers of these updates, oh Lord. Should I wait more?


                In the Release I do not see anything about Tick chart - so, I guess I don’t need to bother myself with updating the platform and solving problems with the update. My question is related to Tick chart.

                Also, test to see if you are able to reproduce the behavior using the Playback connection.

                As I wrote - I cannot reproduce it when I want. It appears randomly from time to time. This is what can be called a "bug". All what I can do is to start the 'OHLCPrintTest' and try to catch the issue and then make a video. However, if I send you the results with the issue, what will it give you? You will see the same as I described. The data from NinjaScriptOutput will differ from what is visible on the chart in DataBox. Will this move us closer to a solution?


                Also, test to see if you are able to reproduce the behavior using the Playback connection.
                I tried, but the issue appeared only twice and only on a live chart.

                Comment


                  #9
                  Hi bltdavid,

                  Originally posted by bltdavid View Post
                  Have you tried deleting the db/cache folder?
                  No, I have not tried. I've never done this. How to do it right? Just delete the contents of these folders?

                  Comment


                    #10
                    Hello webus,

                    Thanks for your notes.

                    Unfortunately in order to investigate this matter further we would have to be able to reproduce the behavior. Without reproducing the behavior we cannot look into what might have caused the behavior to occur.

                    If at any time you are able to reproduce the behavior using certain steps, please let us know and we will be happy to investigate the matter further.

                    In regard to deleting the db/cache folder, this could be done by closing NinjaTrader and navigating to Documents\NinjaTrader 8\db\cache folder and deleting the contents within this folder.
                    <span class="name">Brandon H.</span><span class="title">NinjaTrader Customer Service</span><iframe name="sig" id="sigFrame" src="/support/forum/core/clientscript/Signature/signature.php" frameborder="0" border="0" cellspacing="0" style="border-style: none;width: 100%; height: 120px;"></iframe>

                    Comment

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