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Bug in Ninja Trader time and sales?
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Bug in Ninja Trader time and sales?

  #1 (permalink)
Trading Apprentice
Knox
 
Futures Experience: Intermediate
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Favorite Futures: 6E
 
Posts: 14 since Jul 2011
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Bug in Ninja Trader time and sales?

There is a serious bug in Ninja time and sales where it paints randomly the volume blocks you have set up as black.
For example I set it up to have at or above ask as red, and at or below bid as blue, between as yellow, and I use this like listening to the traders audio to see the big sellers and buyers, which tells me some large contracts are moving in, a good thing to know.
And all of a sudden it will just paint one of the rows black.
I went through this with NT support, for a week back and forth, and the guy told me its because its painting a new high/low.
But I have new high/lows set to transparent, and he says even though its transparent it causes it to appear black.
But the odd thing is, ive watched it and when it happens its not always when there is a new daily high/low.
I thought they would have fixed it in NT7, they haven't.
Here is a picture.
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I wondered if it was possible to make some script or something to stop this happening?
To turn off the show high/low which disturbs the tape colors

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  #2 (permalink)
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This is no bug but behavior expected by design


Bob324 View Post
There is a serious bug in Ninja time and sales where it paints randomly the volume blocks you have set up as black.
For example I set it up to have at or above ask as red, and at or below bid as blue, between as yellow, and I use this like listening to the traders audio to see the big sellers and buyers, which tells me some large contracts are moving in, a good thing to know.
And all of a sudden it will just paint one of the rows black.
I went through this with NT support, for a week back and forth, and the guy told me its because its painting a new high/low.
But I have new high/lows set to transparent, and he says even though its transparent it causes it to appear black.
But the odd thing is, ive watched it and when it happens its not always when there is a new daily high/low.
I thought they would have fixed it in NT7, they haven't.
Here is a picture.

I wondered if it was possible to make some script or something to stop this happening?
To turn off the show high/low which disturbs the tape colors


First of all, this does not look like a bug, but it is rather a design feature. The Times & Sales highlights a new daily high or a new daily low, which is an important information. This is confirmed by your screenshot, as all the black lines shown are new daily highs.

If you think about it, nearly all of the new daily highs will occur at the ask. So it makes sense to select a daily high color, which comes close to the ask fore color. Again, most of the daily lows will occur at the bid, and you should select a daily low color, which is similar to the bid fore color.

Now you will tell me that it is possible that the daily high occurs at the bid. This is a rare event and assumes a slow and inactive market. Typically the market is quite active, if a new high or low is made. So this argument is rather of theoretical than practical interest.

If you do not want to see daily highs and lows, you can simply select the same color for daily highs and the ask fore color, and in a similar way the same color for daily lows and the bid fore color. This will give you a correct information in over 99.99% of the ticks shown, as the number of ticks producing daily highs at the bid or daily lows at the ask is only a small subset of all ticks and actually be neglected.

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  #3 (permalink)
Trading Apprentice
Knox
 
Futures Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: 6E
 
Posts: 14 since Jul 2011
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Fat Tails View Post
First of all, this does not look like a bug, but it is rather a design feature. The Times & Sales highlights a new daily high or a new daily low, which is an important information. This is confirmed by your screenshot, as all the black lines shown are new daily highs.

If you think about it, nearly all of the new daily highs will occur at the ask. So it makes sense to select a daily high color, which comes close to the ask fore color. Again, most of the daily lows will occur at the bid, and you should select a daily low color, which is similar to the bid fore color.

Now you will tell me that it is possible that the daily high occurs at the bid. This is a rare event and assumes a slow and inactive market. Typically the market is quite active, if a new high or low is made. So this argument is rather of theoretical than practical interest.

If you do not want to see daily highs and lows, you can simply select the same color for daily highs and the ask fore color, and in a similar way the same color for daily lows and the bid fore color. This will give you a correct information in over 99.99% of the ticks shown, as the number of ticks producing daily highs at the bid or daily lows at the ask is only a small subset of all ticks and actually be neglected.

Thanks for replying
Yes I think because it went past the prev low but my size filter didn't get matched until lower.
Which makes sense why it did it much after the low on my other T&S window with larger size filter.
But it really shouldn't paint something black when you set it to transparent it should show nothing you know?
Is not transparent meaning invisible?
On the DOM you get option show daily high/low.
Yet on this you cant turn it off, is there some way to make a code to give options to turn it off?
Thanks

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  #4 (permalink)
Elite Member
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Bob324 View Post
On the DOM you get option show daily high/low.
Yet on this you cant turn it off, is there some way to make a code to give options to turn it off?
Thanks

Use exactly the same color for "At ask fore color" and "Daily high color", and use exactly the same color for "At bid for color" and "Daily low color".

If you do this, it is switched off and 99.99 % accurate, as I explained above.

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  #5 (permalink)
Trading Apprentice
Knox
 
Futures Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: 6E
 
Posts: 14 since Jul 2011
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Fat Tails View Post
Use exactly the same color for "At ask fore color" and "Daily high color", and use exactly the same color for "At bid for color" and "Daily low color".

If you do this, it is switched off and 99.99 % accurate, as I explained above.

Unfortunately this does not work, as you get this.
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  #6 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
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Posts: 9,651 since Mar 2010
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Bob324 View Post
Unfortunately this does not work, as you get this.

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Could you please explain what is the problem? I do not see any error.

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