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NinjaTrader real time chart differs historical


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NinjaTrader real time chart differs historical

  #11 (permalink)
 
davidfa's Avatar
 davidfa 
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Sad Planet View Post
If you need to keep your pc's time synced you can try this:

NetTime - Network Time Synchronization Tool

Thank you!

Already installed, and found that at every 15 minutes synch, I am out of time by some miliseconds.
offset +3ms, lag 15ms
offset -11ms, lag 199ms
offset +16ms, lag 128ms
offset -1ms, lag 176ms
offset -4ms, lag 199ms

Offset is the time difference between the local system time and the time returned by the time server.
Lag is the amount of time that it took for the request from NetTime to go out to the server and for the response to come back

Is this normal?

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  #12 (permalink)
 
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 matthew28 
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I use a different sync software https://www.meinbergglobal.com/english/sw/ntp.htm
Meinberg is a major company I have heard of and trust.
All the documentation is a little intimidating and it seems to be a lot more advanced and customisable than I need but I installed it and left the settings at default and it works fine. It shows an offset time of about half a second from the screenshot below, 10 second sync, but like I say, for me it was very much default set and forget. (I did use some other time sync software briefly, its name escapes me, but that seemed to have issues, possibly due to my computer location, UK, not matching my computer clock being on US Eastern time)

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  #13 (permalink)
 
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 Botts 
Penetanguishene, Ontario, Canada
 
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davidfa View Post
NT Platform support points the problem to the windows time synchronization.

I have to investigate why my PC can't ping to time.nist.gov

local pc time or in data feed time stamps?

Help appreciated.
Thank you

I see you've had a few responses about how to synch your computer's clock to time.nist.gov so nothing new here, but

I found this "freeware" from "Thinking Man Software" a number of years ago that will synch your clock to a number of the world's "Atomic clocks"
(since I live in Canada I use the one available from the National Research Council of Canada)

You can set it to synch every 5 seconds if you feel it is necessary (I synch mine every 30 minutes)

Good luck.


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  #14 (permalink)
 
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 davidfa 
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Hi guys,
same surprise today.

If you can, as soon as before re-connecting to your data feed, please provide a chart picture of this time frame chart to compare.

NQ 06-19
US EST time around 11:24
WHICH DATA-FEED USED?

Examples on Nt7 and 8 with Continuum CQG

1. NT 7.0.1000.39, real time charts


2. Same NT 7, once disconnect and reconnect to data feed. Historical data is different then.


3. Detail on 3 seconds chart that helps guess delay around ...9 times 3 seconds (9 bars from arrow trade to bar touching that price)...be aware scalpers!!


And my clock kept in synch for sure this time.


Could not take pictures cause of nervous but Nt8 behaved the same. My data feed, continuum CQG is natively timestamped, please provide details if you know of yours with pictures.

Good NT support is aware of a problem that now arises more details. They could see Kinetick data feed plots different on that 10 seconds time frame.

Thank you,
David

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  #15 (permalink)
 
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 DavidHP 
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I checked my charts running Continuim Data.
They look just like your reloaded chart.

Below is two live and reloaded sessions with 10 second intervals.
I don't see any significant difference.
Perhaps you have something delaying the data (antivirus etc)
First live chart. Data prior to red line is historical:


Second Chart of same reloaded (disconnected and reconnected) Between red lines
Data after Violet lines is live data.


Third try. Data between Violet and Red lines is historical.
The last candle at the violet line changed to a different candle during image creation.



I don't see any significant difference in the charts from live or historical.

You may have a windows issue with timing.
Also, check your session templates to see if they are accurate.
(Different session templates produce different candle patterns.)

Lastly, stop trading 10 second charts. (that is just nuts)
(disclaimer, just my personal opinion)

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  #16 (permalink)
 
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 Botts 
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DavidHP View Post
I don't see any significant difference in the charts from live or historical.

You may have a windows issue with timing.
Also, check your session templates to see if they are accurate.
(Different session templates produce different candle patterns.)

Lastly, stop trading 10 second charts. (that is just nuts)
(disclaimer, just my personal opinion)

@davidfa

I agree 100% with @DavidHP

I just went through the same exercise and found very similar results to his as in "No noticeable difference"

Session Templates would be the first thing I would check as well,

Also I noted you're using the "AltoGom Profile,"
It is a great indicator but it can generate some quirky results if you have those session templates messed up.

Comparing NT-8 to NT-7 I see no difference on 1 minute bars or 5 minute "Boxes" for that matter.

The attached examples are both using the same "Session Templates".

Good luck,

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  #17 (permalink)
 
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 sam028 
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matthew28 View Post
I use a different sync software https://www.meinbergglobal.com/english/sw/ntp.htm
Meinberg is a major company I have heard of and trust.
All the documentation is a little intimidating and it seems to be a lot more advanced and customisable than I need but I installed it and left the settings at default and it works fine. It shows an offset time of about half a second from the screenshot below, 10 second sync, but like I say, for me it was very much default set and forget. (I did use some other time sync software briefly, its name escapes me, but that seemed to have issues, possibly due to my computer location, UK, not matching my computer clock being on US Eastern time)

I'm using Meinberg on hundreds of machines and it's the right tool, better than D4 which is not a real NTP daemon.
The only thing to know is that is doesn't like being frozen for too long (1000 seconds?), when you suspend a laptop for example.
I've used Meinberg hardware in the past, for trading apps, and no troubles with their appliances.

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  #18 (permalink)
 
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 matthew28 
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sam028 View Post
I'm using Meinberg on hundreds of machines and it's the right tool, better than D4 which is not a real NTP daemon.

Interesting thanks. When I saw post #13, after mine, I recognised the screenshots of Dimension4 as the first product I had used (but forgotten the name of), and given up on when it had worked for me for a while but then stopped syncing properly.

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  #19 (permalink)
 
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 Botts 
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sam028 View Post
I'm using Meinberg on hundreds of machines and it's the right tool,

better than D4 which is not a real NTP daemon.

I've used Meinberg hardware in the past, for trading apps, and no troubles with their appliances.

Thanks for this @sam028, I learned something new here (again) today.

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  #20 (permalink)
 gomi 
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I was never really satisfied with how the NTP loop processing works.

The way they manage to get high precision is to use very very long time interval pollings to regulate a loop.

This works OK if it's on server doing nothing in a temp controlled room but on a computer in your room, with different temperatures and different loads , it does not work at all because the clock drift varies a lot with temperature. So big time constants can't work.

So I ended up coding my own clock loop using a cheapo GPS receiver with PPS pulse, plugged in a serial port and an modified kernel serial driver, and I had a clock precision of a couple microseconds.



Finally dropped the project because I moved the computer away from the window so I had no more GPS fix, and let's face it, this was not getting me improved fills in my trading :-) But it was fun !

So now using D4...

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