Paps - can you forward this to AD support and ask them the reason behind this issue? Is this from the same data feed ? Over all AD works very well but there should be an explanation to this ? Did you upgrade your AD to the latest version ?
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My 4 range looks different, doesn't have as many bars. I think you should email Steven your images and let him answer it. I'm not sure what's causing your issue. Could be because you started your range charts from a different time, therefore the volume wouldn't quite match up... Not sure.
Anyway, here is my chart:
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@optionzen yes its live data with cqgcontinuum...but 2 charts with AD on it....nothing else. other ninja charts run separate to the AD charts
i don think its the data... i do have JS...bookmap and Gomi running. Gom and JS shows no discrepancy in details ....with JS on R-Tape and Gom for Ladder charts..hence on AD thinking if I am doing something erroneous
yes...will update if i hear anything
if you get the time...the chart you sent across ...could you possibly have 2 exact same charts. even 2 charts with only AD and no other of the vwap etc you use can be useful
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hi @SatchFan you know you can fit in more if need to...just use the Ninja function of reducing the Horizontal Time Axis....it should be exactly same....what you seem to be using is the default view....but view should not and does not matter.
also you may want to say which version of the s/w you using. Am on 10-8-2015 version. And if possible please do attach 2 exact same charts. If we do not have exact same charts running....we would not see this from one chart. As there would not be any discrepancy
also when backfilling all data should add up. Have worked and working with software where all backfilled data adds up.... might be a good idea to check on yr end since you have the sw
Last edited by paps; October 22nd, 2015 at 10:40 PM.
Yes, I'm aware I can adjust the chart to show more bars. I just created a new chart, back filled, then scrolled back to the area you are interested in. I don't use 4 range bars, so I had to create a new chart.
Also, my point is, My 4 range chart does not match either one of your 4 range charts. I have the same time area shown that your discrepancy candle happened in, but I don't even have that candle. I realize that your concerned that 2 separate chart windows with the same setup is not showing the same data. But what I'm saying is, my chart with 4 range bars isn't showing the same data as either one of your charts! I'm on Ninja with Continuum.
The time of your last 3 candles on your chart are 18:19, 18:29 and 18:46. Look at my chart and the time they plotted. Big difference and different volumes. So I could post up 2 charts but since they are showing different data and different bars than yours, not sure it would matter. I'm thinking your chart and mine should match up first before I create 2 charts to see if I come up with different data on my 2 charts.
Anyway, it's been a long day and I'm off to bed. Hope you get it figured out. Emailing Steven at AD support would probably get you the quickest correct answer.
@SatchFan i had not seen that you posted a chart. was on the cell
You know what....i think you hit the problem.. . Both the charts should be exactly same. I dont see how a range chart can change. Something does not seem right.
anyways.... am sure...if you pull up 2 charts similar to what you posted here for yourself....am sure you may see it on yr end. And if you dont see a problem at your end....pls do mention that here. Will be great to know
will update...if i hear anything from AD. I dont think anyone other than me is having a issue.....
@SatchFan & @optionzen am copying the response from AD pertaining to the data which I checked if i could post. Thanks for sharing your charts which was valuable. On a separate note would also love to see how you might have integrated AD in your trading if that is something you journal or can share.
I think it's a darn solid product and amazing insight and potential. It just works well with what i try and look at. I will look forward to working with AD on this in coming time. If i find or hear something will check on possibility of post.
++++++from AD +++
About the discrepancy in the numbers: yes, backfill is not guaranteed to be tick for tick exact. We have a page in the online reference that explains:
This topic can get pretty wordy quickly. What we do now with the backfill is load historical ask, bid and last data from NinjaTrader, and reconstruct. However, Ninja's data is not stored with the same exact accuracy as the live feed. Therefore we do the best we can with the reconstruction. The total volume should be very robust, but the sequence of bid and ask updates will not exactly match the live feed, and so the volumes on the buy and sell side won't be exact. NinjaTrader 8 should bring another option for more accuracy. This is a well known limitation, and you'll find discussion on Ninja's forums about it. We are also trying to finish up another option for NinjaTrader 7 that should be more accurate, but will only not be able to run in the background ... It will be a little more processor intensive but should provide accuracy.
If you need to have more accuracy in historical data, the replay should play back with tick accuracy, so you could load replay data for days that you want to see, and play back. This is not as convenient, but at the moment we do not have other options. We do not store historical data, and we rely on the data that NinjaTrader makes available. You will see some new options shortly.
Another thing that will make different numbers show is the True Auction Balance. Please be sure you have this turned off if you are comparing numbers. That will add limit order numbers into the displayed balances. Control-Click on the bars, and in the volume menu be sure the option is off.
If this doesn't seem to answer your question,please let me know and I will look at something in more detail to learn more. I will see if I can reproduce something here.
There is one last thing to note: numbers can be different with different data providers. However it seems clear that you have two charts open in the same instance of NinjaTrader ... So that should not be a factor.
In one if your screenshots, I believe the one minute chart, the numbers appear to match. Are you seeing this on only certain types if charts? What about other instruments?
++++End from AD++++
Last edited by paps; October 27th, 2015 at 09:19 PM.
Reason: username typo
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Paps - I do not have a journal, I have little time with full time employment and family + 2 small kids both kids below 4 years old.
I was recommend by a trader at work, who use this volume node tool, I do not know how it works, but what I read out of the vendors page looks promising. It can complement AD to weed out volume anomalies . I plan to test this trial next weekend and I have been busy with work this weekend. I have no clue how it works.