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beta LineBreak bar type with Wicks for NT7
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Created: by zacharydw00 Attachments:12

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beta LineBreak bar type with Wicks for NT7

  #41 (permalink)
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Hmmm...


Stem1 View Post
No other bar types, everything else in that folder has an "@" in front.
I tried compling indies again, no errprs.

Did you upgrade NT to 7.###.5 before importing the LB bartype?
Try importing BetterRenko bartype in Elite section, and see if that shows up.

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  #42 (permalink)
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zacharydw00 View Post
Did you upgrade NT to 7.###.5 before importing the LB bartype?
Try importing BetterRenko bartype in Elite section, and see if that shows up.

I upgraded to 7##.5 (it was 7##.3),no change. I imported betterrenko, and it does the same thing. Both are in the "type" folder, but dont show in the data series>chart style box. Applied many restarts and compilations, no change.....

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  #43 (permalink)
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Stem1 View Post
I upgraded to 7##.5 (it was 7##.3),no change. I imported betterrenko, and it does the same thing. Both are in the "type" folder, but dont show in the data series>chart style box. Applied many restarts and compilations, no change.....

If BetterRenko is not showing up then you are having problems with Ninja . I'd suggest contacting them.

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  #44 (permalink)
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Stem1 View Post
I upgraded to 7##.5 (it was 7##.3),no change. I imported betterrenko, and it does the same thing. Both are in the "type" folder, but dont show in the data series>chart style box. Applied many restarts and compilations, no change.....

Hi Stem,

How many custom chart types do you have loaded?

It has been my experience that NT will only display the first 10 custom charts that it loads.

Also if there are 2 or more chart types with the same ID, the first one that loads when NT is booted is available, the other is not.

RJay

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  #45 (permalink)
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i have a question to those bartypes :

is it possible to fix this thing somehow so that we have synced charts if we open several charts with the same periode ?

i played a bit with it and realized that this is not the point at the moment.
i compared it to the behavior of pure tickcharts - they are in a perfect sync in different chartwindows.

have a look at the pictures please, i hope they explain my problem better.

thanks max

BTW - using the latest version fom may 2011
https://futures.io/free_downloads/vip_elite_circle/908-download.html

max-td
Attached Thumbnails
beta LineBreak bar type with Wicks for NT7-lb-wicked022_2011-06-21_111750.png   beta LineBreak bar type with Wicks for NT7-lb-wicked033_2011-06-21_111750.png  
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  #46 (permalink)
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Roger Felton, @rogerf, brought this to my attention several weeks ago, and so I've been looking into this issue.

The short answer is it's an internal issue with how NT is distributing the incoming data to each chart.

The long answer. Bartype code is a set of logical steps that analyzes the input data. This logic is the same for each of your four charts, so the only way to get different output data is to change the input data. Therefor NT must not be delivering the same tick data to each chart. The only logical answer I know of is that incoming tick data is being dropped in some of the charts. It appears that NT is not as multi-threaded as we'd like.

The same thing happens with NT's LineBreak bartype. See pic.

max-td View Post
is it possible to fix this thing somehow so that we have synced charts if we open several charts with the same periode ?

i played a bit with it and realized that this is not the point at the moment.
i compared it to the behavior of pure tickcharts - they are in a perfect sync in different chartwindows.

Max, would you please post a link to the BarTimerLBW ind.? A lot of people have been asking for that. Thanks bud.

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Attached Thumbnails
beta LineBreak bar type with Wicks for NT7-nt-lb-bartype-issue-2.jpg   beta LineBreak bar type with Wicks for NT7-nt-lb-bartype-issue-3.jpg  

Last edited by zacharydw00; June 21st, 2011 at 05:29 PM.
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  #47 (permalink)
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thanks for the infos zach !

hmm, maybe we can have some more input to this subject from other folks who have dealed with this issue or also from @NinjaTrader.
sometimes there is a trick available to get such things fixed

what i see is that this Bartype needs a very long time to load even if i only load it with 1 day backfill (compered to a pure tickchart wich loads very fast)
maybe this causes that some ticks get lost during the loading of the chart.

and even if its really only "some few" ticks, this would change the result of the view of the bars.

lets see what infos we can collect here.

BTW -
the BarTimer for this LB-wicked stuff can be found here :

https://futures.io/free_downloads/vip_elite_circle/927-download.html?view




thanks
max

max-td

Last edited by max-td; June 22nd, 2011 at 04:13 AM.
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  #48 (permalink)
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Problem Caused by Transition Bar from Historical to Real-Time Data

The problem has to do with the transition from historical bars to real-time bars. This is what I think that NinjaTrader does:

Historical bars: Starting from the begin of the current session, Ninjatrader builds bars from the ticks stored in the historical data base. Let us assume that there are 8905 ticks after the session start. If you have set your chart to 89 ticks, NinjaTrader should create 100 tick bars, which leaves 5 ticks unused. Each of those 100 historical bars now is reduced to 1 tick, the other 88 ticks are dropped from the bar series.

Hybrid bar: This is the critical bar at the transition from historical to real-time data. If everything works out correctly NinjaTrader should take the remaining 5 ticks and add 84 real-time ticks to produce the hybrid bar.

Real-time bars: Afther the hybrid bar, Ninjatrader builds real-time bars. Each of the real-time bars has 89 ticks, as opposed to the historical bars, which have only 1 tick.

The critical point is the hybrid bar. All sorts fo things go wrong here. For FOREX I occasionally have price spikes on the hybrid bar, because Ninjatrader injects old historical ticks into that bar, carrying false price information (you can see it because the spikes always point in the direction of the prior daata). I have volume spikes on that hybrid bar with most of the futures contracts, because the volume is not correctly accounted for.

So I am not astonished that the accounting for ticks does not work correctly for those bars. As you said some of the incoming ticks are either dropped or not accounted for correctly. In my example above, it would be sufficient to treat the 5 ticks of historical data as 1 tick and add 88 real-time ticks to cause the problem.

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  #49 (permalink)
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some more observations :

if i open NT and i am not connected, all charts look the same - all is ok

then after connecting :

yesterday all my charts with the this chart-style ran in snyc after opening NT in the morning.
expect of one chart wich had just 1 tick offset
i thougt the issue was gone

today after connecting :
2 charts are in exactly sync, one has 2 ticks offset and the 3 others charts are way different compared to the 2 synced ones.
(between 10 and 40 ticks offset)

i use the same templates and backfill, so its really the moment i do connect wich brings the things out of snyc.

max-td
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  #50 (permalink)
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max-td View Post
some more observations :

if i open NT and i am not connected, all charts look the same - all is ok

If you don't connect, all your data is historical data and there is no real-time data, so this is expected.

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