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possible BUGS in Ninja


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possible BUGS in Ninja

  #1 (permalink)
 
trendisyourfriend's Avatar
 trendisyourfriend 
Quebec Canada
Market Wizard
 
Experience: Intermediate
Platform: NinjaTrader
Broker: AMP/CQG
Trading: ES, NQ, YM
Frequency: Daily
Duration: Minutes
Posts: 4,527 since Oct 2009
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Never noticed this before. When i look at a daily chart, Monday is always identified with the date of the next day, ie, Tuesday. In my historical data everything is correct but on the chart it is not. Zen-Fire is my provider for Ninja.

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  #2 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
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Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
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Does the problem persist, if you apply a correct session template to ES. If you use 24/7, it is not supposed to work anyhow. I think you can correctly display the data with another session template.

There is a NinjaTrader bug affecting the loading of daily data. You cannot use segmented session templates for loading daily data.

But now tell me one thing. NinjaTrader comes with free Kinetick EOD daily data, which is higher quality data than the Zenfire data. Why don't you simply use it?

First-connect to Kinetick EOD and second connect to Zenfire. Your daily data will now be loaded from Kinetick EOD and your intraday data from Zenfire.

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  #3 (permalink)
 
trendisyourfriend's Avatar
 trendisyourfriend 
Quebec Canada
Market Wizard
 
Experience: Intermediate
Platform: NinjaTrader
Broker: AMP/CQG
Trading: ES, NQ, YM
Frequency: Daily
Duration: Minutes
Posts: 4,527 since Oct 2009
Thanks Given: 4,176
Thanks Received: 6,020



Fat Tails View Post
Does the problem persist, if you apply a correct session template to ES. If you use 24/7, it is not supposed to work anyhow. I think you can correctly display the data with another session template.

There is a NinjaTrader bug affecting the loading of daily data. You cannot use segmented session templates for loading daily data.

But now tell me one thing. NinjaTrader comes with free Kinetick EOD daily data, which is higher quality data than the Zenfire data. Why don't you simply use it?

First-connect to Kinetick EOD and second connect to Zenfire. Your daily data will now be loaded from Kinetick EOD and your intraday data from Zenfire.

I tried different templates such as 24/7 or 24/5 but Monday still gets wrongly identified although the date changes according to the template. Anyway, it should not matter whichever template i select since i am in daily mode. I think the problem has to do with how Ninja consider the start of a day. I may be wrong but i think for Ninja the day starts at 9:30 no matter the instrument.

Regarding your other suggestion "First-connect to Kinetick EOD and second connect to Zenfire" i had already mentionned to you in the session thread and in private that this procedure does not work correctly for all. What i do everyday, i load daily datas from Kinetick, save them in Excel, disconnect from Kinetick, connect to Zen-Fire, load a daily chart for each of the symbols that i trade (in fact i use the same daily chart and just select one instrument at a time and load 1 day only) and finally edit manually the OHLC that have changed while being connected to Zen-Fire. This way, i am sure my daily OHLC values are correct. If i do as you suggest, no matter whether i am connected to Kinetic+Zen my daily datas are not considered as you seem to imply, they are changed automatically by Ninja. So your procedure may work for some but not with all users.

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  #4 (permalink)
 
eDanny's Avatar
 eDanny 
East Rochester, NY
 
Experience: Intermediate
Platform: NT
Posts: 329 since Jul 2009
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I just tested this with Zen daily bars here and I don't have that issue at all.

Dan

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  #5 (permalink)
 
TheWizard's Avatar
 TheWizard 
Houston, TX
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Experience: Intermediate
Platform: NinjaTrader
Broker: Optimus Futures, AMP, CQG
Trading: 6E
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I guess I never looked into Session Templates, but did notice an oddity recently. I turned on Session Break Line (in Data Series) so I could see where one day ended and the next one began (I've got my chart set to 24 / 7). It appeared that NinjaTrader thought the day ended 1 hour before it actually did (I'm in Central Standard Time - U.S.). My session break line was printing around 10:59:59 instead of 11:59:59. After emailing back & forth sending chart samples, trace files, log files, etc., Jason with NinjaTrader responded with the solution.

Seems this can be corrected by going into Session Templates and adjusting the time zone. Silly me, I thought Ninja recognized my time zone, based on the time zone clock setting from my PC. I was wrong.

Wanted to pass on his message to anyone else who may have encountered this oddity:

"Please go to Control Center-->Tools-->Session Manager and select the 'Default 24/7' session template. Set the time zone to CST (Or YOUR correct time zone) and click Save and OK.

Create a new chart with the 'Default 24/7' session template and it will plot the session break lines at midnight.

Sincerely,
Jason
NinjaTrader Customer Service
"

I told him I would share this with others.

After all, it's what you learn AFTER you know it all, that counts!
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  #6 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
Market Wizard
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
Posts: 9,888 since Mar 2010
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Just a short guideline:

(1) Select an appropriate session template for each instrument. This is not arbitrary, the session is part of the contract specifications, so at least the session close should match. Go to the website of the exchange for the appropriate ETH or RTH session. The session also refers to the trade date, which is also used to determine margin requirements. All trades belonging to one session should have the same trade and settlement date!

(2) Timezone of the session template is always timezone of the exchange, never local time.

(3) Select an appropriate session template for each instrument that you trade under instrument settings.

(4) Open all charts with instrument settings only, unless you have a special reason to do otherwise.

That is all you need to know.

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Last Updated on September 30, 2011


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