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pip_gmt
04-08-2010, 11:19 AM
I have noticed that after "reloading historical data", the charts on hindsight look much better than they did live, significantly more detailed because there is more data.
( I'm not talking about reloading the data hours after)
Example1: Today I turned on NT, connected at 0700hrs and turned it off around 0901hrs: I have 2 charts, both 2 Tick GBPUSD, same zoom level, both finish at 0901hrs only difference is the second chart I reloaded the historic data at 0901hrs.

Both display exactly "x" amount of ticks.
The first chart, which is the LIVE chart (GAIN):
0511-0901 shows x ticks in 3hrs 50 mins
The second chart, Reloaded Data:
0746-0901 shows x ticks in 1hr 15 minutes (Better)
(It was similar yesterday also)

http://3.bp.blogspot.com/_CpVJ-OTZzPA/S72nJPkLgcI/AAAAAAAAAPE/Setf8vEUZYA/s320/%24GBPUSD++08_04_2010+2+(2+Tick).jpg


http://1.bp.blogspot.com/_CpVJ-OTZzPA/S74Mu09RmdI/AAAAAAAAAPc/YpINh8fJ7r4/s320/%24GBPUSD++08_04_2010+0900+reloaded+(2+Tick).jpg


1) Is it like this for all data feeds, or just free ones like Gain? (UK server version for me).

2) Is this because the Historic data reloaded is from a different source to the live data coming in?
If so what feed company is used for the historic data?
Or
3) or different prices are coming in so fast the software + my internet connection is too slow to pick up nearly half of the ticks? (I have 2 Tick TF)

Will it be any better if i payed for a data feed instead of the free Gain one, I've based my strategy on backetesting with historic data. It is quite important.

NinjaTrader_Brett
04-08-2010, 11:46 AM
Hello,

Thank you for your forum post.

This has to do with the difference between the realtime data feed and the historical data server. You are correct in your number 2 and number 3 points as this is the part of the reason for the differences. There is no data feed provider that we can recommend over another. Please see the following webpages:

http://www.ninjatrader-support.com/HelpGuideV6/HowDoesNinjaTraderBuildChartBars.html

http://www.ninjatrader-support.com/HelpGuideV6/WhenDoesNinjaTraderLoadHistoricalData.html

pip_gmt
04-09-2010, 05:13 AM
Ok Today I had the 1 ticka and 2 Tick chart up,

and reloaded at the end

I found:

1 Tick Live is similar to 2 Tick Historical.

So for all those out there want to backtest 1 tick charts, you are better off loading 2 tick charts.