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  #1 (permalink)
microsat
houston texas/us
 
Posts: 25 since Dec 2014
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When I used the range bar in Ninjatrader 7, I encountered the following issue.
Many bars were created in very short time, as shown in the picture.

Do you know if this happens in Ninjatrader 8 too? How can we solve this?

Thank you.

https://imgur.com/Q0qJh2M


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  #2 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
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microsat View Post
When I used the range bar in Ninjatrader 7, I encountered the following issue.
Many bars were created in very short time, as shown in the picture.

Do you know if this happens in Ninjatrader 8 too? How can we solve this?

Thank you.

Imgur: The most awesome images on the Internet


Why do you show range bars for the bid?

This information is more or less useless.

Usually charts are displayed for the last traded price and not for the bid.

I have not yet seen such a bug for standard range bars displayed for the last traded price.


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  #3 (permalink)
 
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 rleplae 
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microsat View Post
When I used the range bar in Ninjatrader 7, I encountered the following issue.
Many bars were created in very short time, as shown in the picture.

Do you know if this happens in Ninjatrader 8 too? How can we solve this?

Thank you.

Imgur: The most awesome images on the Internet

Additional to what @Fat Tails already mentioned, and to which i agree, some explanation :

A range bar is a chart, that will create a new candle a soon as the range is bigger than your setting,
in your case 4 and on the ES, means 4 times 0.25, that equals a point.

Especially outside the US opening, the bid can go up and down, without a trade, or even with a trade
in less liquid market. This is not a bug, this has nothing to do with NT 7 or NT 8 and the result will
be the same in any charting package.

Alternatively you could use a chart that uses a Probe and a rotation, or on the ES specific, you
could choose to have 7500 volume bars, which will completely reduce the issue outside the
US opening, unless something is happening and there is volume and you want to be part of it.


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  #4 (permalink)
 rename 
Россия
 
Posts: 6 since Dec 2014


microsat View Post
When I used the range bar in Ninjatrader 7, I encountered the following issue.
Many bars were created in very short time, as shown in the picture.

Do you know if this happens in Ninjatrader 8 too? How can we solve this?

Thank you.

looks like HFT vs HFT battle


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  #5 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
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rename View Post
looks like HFT vs HFT battle

Don't think so, the spread is 3 ticks. Very unlikely for ES.


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  #6 (permalink)
 rename 
Россия
 
Posts: 6 since Dec 2014


Fat Tails View Post
Don't think so, the spread is 3 ticks. Very unlikely for ES.

low liquidity in june on DEC ES contract.
2 algo going in to resonance while traded with each other


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  #7 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
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rename View Post
low liquidity in june on DEC ES contract.
2 algo going in to resonance while traded with each other

Ok, in case that he displayed an illiquid contract in June, the bid may have jumped between to levels that were several ticks apart.

In this case it would not be a Ninjatrader bug but a user error (false contract, bid instead of last traded price).


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