Errant trade marker

[gg80108]

Was looking at some vendor software that runs in NT6.. I have the .16 version.. Take a look at the trade marker,, Doesn't NT6 put these in or ???

[NinjaTrader_RyanM]

Hello gg80108,

It's possible for the fill price to be outside of the bar. Please see below for a description of fill types. Let us know if the bold print below doesn't explain what you are seeing.

The two system fill algorithms are:


Default

An algorithm that takes a conservative and more realistic approach to filling limit and stop limit orders.

Limit orders only fill if the limit price was penetrated
Limit orders are always filled at the limit price specified never better (for example, if a limit order is submitted on bar n, NT will check if the order is filled on bar n+1, if this bar gaps down and the limit order was a buy, the order would be filled at the limit price and NOT the high of bar n+1)

Liberal

An algorithm that takes a liberal approach to filling limit and stop limit orders.

Limit orders fill if the limit price was touched
On gap down bars, buy limit orders will fill at the high of the gap down bar
On gap up bars, sell limit orders will fill at the low of the gap up bar

[gg80108]

When I reloaded the chart, everything lined up like normal.. Take a close tool at the text orders, the entry isnt way down there.. But I discovered something else, when I started the strategy, the strategy was in the middle of a trade,, but take a look at the trade chart,, only the stops show but no entry,, though the NT text on the strategy chart shows the entry for the trade.. When the trade finnally closed it prints that strange bar in no where land.. Seems like the mismatch between the Text on the Strategy chart and the marker on the trade chart just is not under the strategy control but is internal to NT?

[NinjaTrader_RyanM]

Those don't look like the same trades. The time displayed is different between the two charts you showed.

[gg80108]

oops, i cut off the times the left one is a 8 range with chart trading on the right is a 3 range with a strategy running..... If u bring up a 8 and 3 ES today u will see that .. But come to think of it th point is ,,, if u run a strategy on one chart and bring up any type of chart on the same contract turn on trading chart will show the trades the strategy has on...
If there is a print on the strategy chart,,, the trade should show on the trading chart, regardless of anything other then a different contract.

[NinjaTrader_RyanM]

What you may be seeing is NinjaTrader's best attempt to match the execution information with a specific bar. If you have multiple bars with the time stamp then it will associate the execution with the first bar matching that time stamp. This may not be the bar the order is actually placed on.

[gg80108]

The entry on the trading chart doesn't show at all,, only the stops...and when the strategy closes out the trade, then the 1 contract left show up in the trading chart, even though the strategy is flat

[NinjaTrader_RyanM]

You would want to check the positions tab to verify you have an actual position to compare against your trading chart.

It's not clear if the executions you're seeing are actual executions or virtual ones from a strategy.

[gg80108]

ya know what u mean about virtual but these are real orders entered into the market..............If u examine the "marker and text" its the official syntax (font, dotted line, little triangeles) that NT writes. Thinking that someone would go to all the trouble of making "their" indication of a trade on the chart look exactly like the official NT,, is just reaching a bit far. Too bad I upgraded just now to 18 and lost the execution log..

[NinjaTrader_RyanM]

Virtual executions by a strategy look exactly the same as actual executions on a chart. If you want to identify if you're in a position, then look at the positions tab of the control center. Another chart with a strategy applied doesn't tell you anything.

If you think something isn't working right, please try to isolate to a simple strategy and let us know the steps.

[gg80108]

The screen shots were when this was running real time (execution log) and not a picture of historical trades. What this caused real time is that the trade 1 contract showed active (after the errant line showed up) after the Strategy Closed the position. when the next buy from the strategy came in it went 2 contracts long and the leftover contract so now its 3 long and continued to pyramid. So this just isn't a cosmetic thing but something of grave concern to my account.

The other thing wrong with the errant trade line indication What happen to the text ?

This is from one of ur approved vendors,, so its no soup for them and NT until i get some reasonable explanation or at least some we will look into it or a we dont know..
I've looked at years of historical, and been dealing with strategies about two years, and never seen this.... See if u can find anyone who has seen this situation this sort of errant notation on any chart?

[gg80108]

Think I came across the option in NT6.5 .18,,,But it doesn't work right if check(An NT issue) and causes trades to pyramid..........and really screws up a strategy if a trade is in progress when u enable the strategy!!! This is the default setting....

[NinjaTrader_RyanM]

Thank you for your report. Provided were several expected reasons why a fill can appear outside of a bar. If you feel there is an issue here, please isolate to a simple script and let us know the steps needed to see.

[gg80108]

Take a look at the enclosed print,, How can the chart time be ahead of my PC time? Though if true this is the grail!!!!!

Tried to sync my clock with internet and failed, Let u know when clock gets in sync if it fixs this other weird error..

[NinjaTrader_RyanM]

Hi gg80108,

Yes, syncing is important here. You'll also want to look at the actual time stamp of the bar, not the time displayed on the axis.

You can check this with the data window or mini data window. This is on your chart toolbar or middle clicking (mouse scroll wheel) over a particular bar.

You should also verify with Time and Sales info. File > New > Time And Sales

[gg80108]

Seems like this fixed my issue of the trades looking errant on the screen,, all of the time stamps were wrong by 3mins (the amount my clock was off) anyplace I looked in NT..
Looks like the time at the bottom of the chart comes from the data server and thats the only place NT uses this.. Everything else in NT seems to use the PC clock and everything looks real hose if its off..

Think this is a bug in NT that NT should check if the PC clock is correct and in sync with the data server......

[NinjaTrader_RyanM]

As ticks come into NinjaTrader in real-time, they are time stamped based on your local PC time if they do not already have an associated time stamp that is provided from the real-time data source. The majority of our supported brokerage feeds DO NOT time stamp ticks where most of our supported market data vendor feeds do provide time stamped ticks. NinjaTrader then builds bars based on the time stamp of the incoming tick and displays these bars in your chart in real-time.

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

[gg80108]

So why does the chart (attached below)have a different time stamp then my PC if all the time stamps are coming from the PC?

[NinjaTrader_RyanM]

Who is your data provider? Some will time stamp on their end and others will time stamp according to your PC clock.

[gg80108]

AMP,, but that was my point ,, since the customer doesn't know about if the data is time stamped,, NT should check if the data service does have time and at least message the user that there is a mismatch.
Good thing the batteries last longer now for the PC clocks!!

[NinjaTrader_RyanM]

Thank you for the suggestion. I will forward to our development team.