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NinjaTrader real time chart differs historical

  #1 (permalink)
 
davidfa's Avatar
 davidfa 
Barcelona / Spain
 
Experience: Intermediate
Platform: NT
Broker: ZenFire
Trading: CL
Posts: 118 since Feb 2010
Thanks Given: 366
Thanks Received: 148

Hi scalpers,
hope I can find some of you gus with a little time for this to help verify what happened.
Reasons apart, also would like to trade from HTF, but I'm a scalper. Silent (as I post so few) but constant.

Using:
NT 7.0.1000.39, with Continuum data feed (Ninjatrader brokerage)
Windows 10 64 bit on i7-7700 CPU 3.6Ghz with 16Gb RAM
100Mbs interent download, 20ms ping
Chart at EAST US Time zone.
I am Nt8 nearly ready, just missing this exactly 10 seconds market profile configuration, that seems impossible.

The case is that real time trading I have a picture of a 10 seconds NQ 06-19 chart, that is different from the one you can take afterwards from historical data.

From price 7304 at 8:50:20 to 7335 at 8:53, you can see pictures differ. The 10 seconds bars paint differently, touching different price ranges.

First my real time picture, first one send to support:



That for me demonstrates what I lived yesterday in front of my 10 year old screens:
I was using a Nt strategy for 1 contract, 15 ticks sell limit and 15 ticks stop mkt sell bracket orders.
I placed a stop buy limit order at 7322.75 to buy 1 tick lower, at 7322.50. I then get filled as blue arrows shows but I remember NT was still painting on previous bar. Important for them if they want to investigate.
And i could see price trading outside the bracketed placed orders, well above, both target sell and stop sell were there.

What happened is that I already saw that in the past, but is kinda difficult to explain. As I saw price well beyond my sell limit, above it, in my favour, I hit the close button to be sure I had a winning trade and both those bracketed orders out there (both below price) got reset-out.

To my surprise I got a very bad fill on my close, something that looks as impossible, but you can see on the 10 seconds chart I was working with, that the price NT filled my close action with, never happened until more than 10 seconds after my close button hit, and I can remember very well as astonished as I was.
Exactly, when I hit the close button, NT was painting on the bar next where the sell arrow is.
Again, all this is from the chart picture that I lived real time yesterday.

Second, the historical chart you can take:


Obviously from the historical chart and log and trace files everything looks clear and against me.
Summarized details from log:
2019-06-07 08:50:54:786 7322.5 buy
2019-06-07 08:50:59:184 7318.5 sell stop

But my charts at that time weren't saying that.
Who cheated me Ninjatrader?

Scalper or experience details.
Emotionally I knew that that problem at the beginning of the session could damage me a lot, but I managed to continue trading and focused in. Clarify that ended day with only 350$ profit on 18 trades (too much). I am not that emotional against NT for that trade. Though it represents a minimal -160$ on my trades yesterday, that I still claim for.
I am very angry for this NT software behaviour.

I think this is a big annoying problem and has to be investigated.
I asked NT to explain:
1. Real time 10 seconds chart is so different as historical one.
2. If entered long in mkt with my real time picture (what I really lived) with a 15 ticks strategy limit sell, should have had a winner. Even slipped in favour. Why didn't the sell limit trigger if price was painting bars above that?
3. If I hit the CLOSE button when I see 10 seconds bars above my limit sell, so to have a sure winner, how can I be filled more than 30 ticks lower??



So guys, my questions for you:
do you have possibility to take a picture of similar time frames with other software? sierra?
different data feeds?
would some order flow historical list data help on that? anyone with tools?
Have you faced similar problems? I can assure you this is not the first time to me.

Glad to be part of the community, and thank you all in advance.

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  #3 (permalink)
 
xplorer's Avatar
 xplorer 
London UK
Site Moderator
 
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@davidfa

Have you logged a support ticket with NinjaTrader support for this? What was their response? It's not clear from the post above.

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  #4 (permalink)
 
davidfa's Avatar
 davidfa 
Barcelona / Spain
 
Experience: Intermediate
Platform: NT
Broker: ZenFire
Trading: CL
Posts: 118 since Feb 2010
Thanks Given: 366
Thanks Received: 148


xplorer View Post
@davidfa

Have you logged a support ticket with NinjaTrader support for this? What was their response? It's not clear from the post above.

Thank you!
I really don't know where to log this.. will investigate. Do you know how to?

I just contacted by email
[email protected], [email protected], [email protected]
and so NT is aware of the problem, but have no response to investigate it.
Only platformsupport: Just showing me historical chart data, which I don't discuss. That really is the proof of the problem, when faced with the real time 10 seconds picture I could take.


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  #5 (permalink)
 
xplorer's Avatar
 xplorer 
London UK
Site Moderator
 
Experience: Beginner
Platform: CQG
Broker: S5
Trading: Futures
Posts: 5,944 since Sep 2015
Thanks Given: 15,447
Thanks Received: 15,291


davidfa View Post
Thank you!
I really don't know where to log this.. will investigate. Do you know how to?

https://forum.ninjatrader.com/index.php

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  #6 (permalink)
 
MiniP's Avatar
 MiniP 
USA,USA
Market Wizard
 
Experience: Intermediate
Platform: NinjaTrader
Broker: NinjaTrader Brokerage
Trading: ES,
Posts: 1,157 since May 2017
Thanks Given: 1,109
Thanks Received: 2,943


davidfa View Post
Hi scalpers,
hope I can find some of you gus with a little time for this to help verify what happened.
Reasons apart, also would like to trade from HTF, but I'm a scalper. Silent (as I post so few) but constant.

Using:
NT 7.0.1000.39, with Continuum data feed (Ninjatrader brokerage)
Windows 10 64 bit on i7-7700 CPU 3.6Ghz with 16Gb RAM
100Mbs interent download, 20ms ping
Chart at EAST US Time zone.
I am Nt8 nearly ready, just missing this exactly 10 seconds market profile configuration, that seems impossible.

The case is that real time trading I have a picture of a 10 seconds NQ 06-19 chart, that is different from the one you can take afterwards from historical data.

From price 7304 at 8:50:20 to 7335 at 8:53, you can see pictures differ. The 10 seconds bars paint differently, touching different price ranges.

First my real time picture, first one send to support:



That for me demonstrates what I lived yesterday in front of my 10 year old screens:
I was using a Nt strategy for 1 contract, 15 ticks sell limit and 15 ticks stop mkt sell bracket orders.
I placed a stop buy limit order at 7322.75 to buy 1 tick lower, at 7322.50. I then get filled as blue arrows shows but I remember NT was still painting on previous bar. Important for them if they want to investigate.
And i could see price trading outside the bracketed placed orders, well above, both target sell and stop sell were there.

What happened is that I already saw that in the past, but is kinda difficult to explain. As I saw price well beyond my sell limit, above it, in my favour, I hit the close button to be sure I had a winning trade and both those bracketed orders out there (both below price) got reset-out.

To my surprise I got a very bad fill on my close, something that looks as impossible, but you can see on the 10 seconds chart I was working with, that the price NT filled my close action with, never happened until more than 10 seconds after my close button hit, and I can remember very well as astonished as I was.
Exactly, when I hit the close button, NT was painting on the bar next where the sell arrow is.
Again, all this is from the chart picture that I lived real time yesterday.

Second, the historical chart you can take:


Obviously from the historical chart and log and trace files everything looks clear and against me.
Summarized details from log:
2019-06-07 08:50:54:786 7322.5 buy
2019-06-07 08:50:59:184 7318.5 sell stop

But my charts at that time weren't saying that.
Who cheated me Ninjatrader?

Scalper or experience details.
Emotionally I knew that that problem at the beginning of the session could damage me a lot, but I managed to continue trading and focused in. Clarify that ended day with only 350$ profit on 18 trades (too much). I am not that emotional against NT for that trade. Though it represents a minimal -160$ on my trades yesterday, that I still claim for.
I am very angry for this NT software behaviour.

I think this is a big annoying problem and has to be investigated.
I asked NT to explain:
1. Real time 10 seconds chart is so different as historical one.
2. If entered long in mkt with my real time picture (what I really lived) with a 15 ticks strategy limit sell, should have had a winner. Even slipped in favour. Why didn't the sell limit trigger if price was painting bars above that?
3. If I hit the CLOSE button when I see 10 seconds bars above my limit sell, so to have a sure winner, how can I be filled more than 30 ticks lower??



So guys, my questions for you:
do you have possibility to take a picture of similar time frames with other software? sierra?
different data feeds?
would some order flow historical list data help on that? anyone with tools?
Have you faced similar problems? I can assure you this is not the first time to me.

Glad to be part of the community, and thank you all in advance.

it also helps if you tag @NinjaTrader they are pretty active on the forum and tend to help in a timely manner.

-P

"Truth is not what you want it to be; it is what it is, and you must bend to its power or live a lie"-Miyamoto Musashi
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  #7 (permalink)
 
NinjaTrader's Avatar
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MiniP View Post
it also helps if you tag @NinjaTrader they are pretty active on the forum and tend to help in a timely manner.

-P

From an earlier post, user has already submitted an email so the inquiry is already in our support queue and will be handled appropriately.

Disclosure: This communication is sent to you by NinjaTrader, LLC, a software development company which owns and supports all proprietary technology relating to and including the NinjaTrader trading platform.
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  #8 (permalink)
 
davidfa's Avatar
 davidfa 
Barcelona / Spain
 
Experience: Intermediate
Platform: NT
Broker: ZenFire
Trading: CL
Posts: 118 since Feb 2010
Thanks Given: 366
Thanks Received: 148


NinjaTrader View Post
From an earlier post, user has already submitted an email so the inquiry is already in our support queue and will be handled appropriately.

Thank you,

Yes, I received support's email explaining possible 1 second differences in price quotes, when the problem at sight is that they filled me with a price that the data feed only displayed more than 10 seconds later.

Will try not to mess with emails support that go on with Ryan.

But still lack a coherent explanation and way to be sure this can't happen again.

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  #9 (permalink)
 
davidfa's Avatar
 davidfa 
Barcelona / Spain
 
Experience: Intermediate
Platform: NT
Broker: ZenFire
Trading: CL
Posts: 118 since Feb 2010
Thanks Given: 366
Thanks Received: 148

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
I understood they told me to check from time to time with time and sales window, if the chart is displaying correctly...

I still lack a categorical and coherent explanation and way to be sure this can't happen again.
I am decided to continue investigating, though I don't know how.

Looks like an internet provider problem? Been trading till last year on a 6 Mb Dsl connection with no problems, now at 100 Mb optic fiber.
Could this happen with other software?
What is the difference between a data feed time stamped or not? Which is best? Can I choose?
How does NT7 handle the build of a bar? Bases its painting in local pc time or in data feed time stamps?


Help appreciated.
Thank you

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  #10 (permalink)
 
Sad Planet's Avatar
 Sad Planet 
Mossel Bay-South Africa
 
Experience: Intermediate
Platform: Sierra - MetaTrader 5
Broker: ActivTrades - Amp/Rithmic
Trading: Futures and FX
Posts: 62 since Aug 2010
Thanks Given: 18
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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
I understood they told me to check from time to time with time and sales window, if the chart is displaying correctly...

I still lack a categorical and coherent explanation and way to be sure this can't happen again.
I am decided to continue investigating, though I don't know how.

Looks like an internet provider problem? Been trading till last year on a 6 Mb Dsl connection with no problems, now at 100 Mb optic fiber.
Could this happen with other software?
What is the difference between a data feed time stamped or not? Which is best? Can I choose?
How does NT7 handle the build of a bar? Bases its painting in local pc time or in data feed time stamps?


Help appreciated.
Thank you

If you need to keep your pc's time synced you can try this:

NetTime - Network Time Synchronization Tool

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