Renko Chart infinite loop on 6E

[GaryAlbers]

I have been using Renko charts for several days with no problems.

Tonight, after 9pm CST, I opened a new 6E chart using Renko(2) and the chart shows 'loading...'. and never completes.
There are no indicators or strategies on the chart.

On TaskManager, I see Ninja consuming 100% of one core.
The memory consumption goes all the way to nearly 2.4 gig. The machine keeps trying, but never gets anywhere.

I tried Tools->Options->DataTab: RepairDB, no help.

I opened up minute, tick, range, volumn, point and figure charts and they worked fine.
I tried Renko on ES, ZB, and they worked fine.

Every time I try 6E it happens.

I have attached a few screen shots and the log and trace files.

It happened whether I was connected to Zen-fire or not.

Any suggestions?


-Gary

[GaryAlbers]

Trace and log files

I used the help feature to send in my data base and log/trace files.

[NinjaTrader_Jason]

Hello GaryAlbers,

When I test a Renko(2) 6E 09-10 chart on my end for 3 days of historical data, the requested data is loaded.

Are you able to reproduce the issue after you reboot your computer?

[GaryAlbers]

More info on this error....

The problem happened to me again.
I have a machine that I leave on 24/7 with a MarketAnalyzer window running on several instruments. I did not do anything else on this machine all week.

After last Fridays close (9/10/2010) I disconnected my datafeed and opened a chart on 6E using 2 brick RENKO. Ninja goes into a 'loading' loop and never completes the chart. I am able to close the chart and Ninja.

While exporting and importing data to see if that was the issue, another machine alerted me to the fact that the data I exported from the machine in question had some 6E ticks recorded in an 'Out Of Order' sequence.

In this case the data sample is for 2010/08/30.
There are in fact ticks right at end of 3am hour and beginning of 4am hour that are out of place by several seconds.

See first 2 attachments for evidence of this.

Then I deleted about a dozen records (changed status) for the 3am hour.
The data manager then resorted it's list and showed them in the correct sequence!
See 3rd attachment for evidence of this (the records were in the 3am hour and after delte they are in 4am hour).

Now when I open the chart on 6E for 8/30/2010 it works!

This may explain why Ninja customer support cannot recreate these chart loading errors, because in the process of transferring data and what not, maybe it gets resorted.

I also saw this problem reported in another thread where they used a 3 brick Renko.
But the problem did not occur on 2 brick renko.
Another theory is that depending on how the ticks fall in the renko addBar logic, it may not run into an issue.

I do not know the precise cause, but I have strong evidence that the following
problems exist:

1 - Sporadically, throughout a 24 day, a few ticks get recorded out of time sequence.
2 - Depending on how the the ticks flow through the Renko logic, the tick data may cause a runaway 'loading...' process.

The 4th attached file is a portion of the exported tick file including the segment where
the ticks are out of order.

This problem is becoming a big issue for me.

-Gary

[NinjaTrader_Jason]

Hello GaryAlbers,

Did you receive the data in the two first screenshots in real-time or did you load this data as historical data?

What happens if you delete historical data for 8/30 and you reload it as historical data via Control Center-->Tools-->Historical Data Manager-->Download-tab?

[GaryAlbers]

The data was received in real-time.

[NinjaTrader_Jason]

Hello GaryAlbers,

Can you please send me the exported historical data for 8/30. Please send it to support[at]ninjatrader[dot]com. Put 'Attn Jason' in the subject header and reference this forum thread.

Is the historical tick data still out of sequence if you reload it as historical data?

[GaryAlbers]

Delete/reload: Data appears correct

Hello GaryAlbers,

What happens if you delete historical data for 8/30 and you reload it as historical data via Control Center-->Tools-->Historical Data Manager-->Download-tab?

I deleted the tick data for 8/30 and then downloaded it again.

The data did NOT have any problems in the 3-4 am range.

This points to real-time recording of ticks

[NinjaTrader_Jason]

Hello GaryAlbers,

Thank you for sending the requested data. I will forward your findings to Development for further investigation.

Once there is news regarding the matter, I will let you know.

[NinjaTrader_Jason]

Hello GaryAlbers,

Unfortunately this was an issue with Zen-Fire. Please note that Zen-Fire provides native time stamping on real-time data.

NinjaTrader acts like a radio receiver and displays the data it receives. Somehow Zen-Fire sent the ticks out of order.

You can workaround it by excluding the out of order ticks in the Historical Data Manager as you already did.