Issue using Renko bars in Ninjatrader 8

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alexmc
Posts: 4
Joined: Sun May 07, 2023 12:28 am

Issue using Renko bars in Ninjatrader 8

Post by alexmc »

Hello,

I am using the Lite version of Tickstory. I have followed the video for importing the data into Ninjatrader. I am able to open a chart with minute bars without any issues. When I try to open a renko chart, tick chart, or volume chart I just get a blank screen. Do you know why the data is not able to populate a tick based chart?

I am looking at NQ by the way. I've downloaded the data (USATECHIDXUSD) according to the video, and I've tried importing it using both Bid, and Last. Any idea why I can't get tick charts from this?

Also I did download the data as "tick" data.

Thanks,

tickstory
Posts: 4883
Joined: Sun Jan 06, 2013 12:27 am

Re: Issue using Renko bars in Ninjatrader 8

Post by tickstory »

Hi Alexmc,

Have you tried to contact Ninjatrader support team for this? They are best placed to answer this question. If there is a specific file format they are expecting in the imported data, then we can help with this if we know the details.

Thanks.

alexmc
Posts: 4
Joined: Sun May 07, 2023 12:28 am

Re: Issue using Renko bars in Ninjatrader 8

Post by alexmc »

This is what they provided me. It looks like the price field is different and the time format doesn't have the colons. I'm not sure how to get the price format they are requesting.

You can find the required format at the link below.
https://ninjatrader.com/support/helpGui ... ataFormats

Tick Format (Sub Second Granularity)
You can also import tick granularity to the ten millionth of a second. Each tick must be on its own line and fields must be separated by semicolon (;).

The format is:
yyyyMMdd HHmmss fffffff;price;volume

Sample data: (Note: If you wanted to import in millisecond granularity data then each line must have the remaining "0"'s behind it to import correctly.)
20061107 000431 1000000;1383.00;1
20061107 000456 1000000;1383.25;25
20061107 000456 2000000;1383.25;36
20061107 000537 7000000;1383.25;14

tickstory
Posts: 4883
Joined: Sun Jan 06, 2013 12:27 am

Re: Issue using Renko bars in Ninjatrader 8

Post by tickstory »

Hi Alexmc,

Here is the Custom format specification to use in Tickstory for the format described (Ninjatrader "Tick Format (Sub Second Granularity)"):

Code: Select all

{Timestamp:yyyyMMdd} {Timestamp:HHmmss fffffff};{BidPrice};{BidVolume:F0}
which yields output like so:

Code: Select all

20120112 010210 1000000;1.24233;1
20120213 020410 3320000;1.24243;2
(Don't forget that we have a detailed guide on how to customize formats and format specifiers in our manual.)

Please let us know if this works.

Thanks.

alexmc
Posts: 4
Joined: Sun May 07, 2023 12:28 am

Re: Issue using Renko bars in Ninjatrader 8

Post by alexmc »

I tried it and it didn't work. The {BidPrice} doesn't look like it's in the format requested? Or maybe I'm not importing correctly into Ninjatrader. Do I need to rename the file that is created by Tick Story?

alexmc
Posts: 4
Joined: Sun May 07, 2023 12:28 am

Re: Issue using Renko bars in Ninjatrader 8

Post by alexmc »

I think I figured it out. I needed to move the output files into the folder named after the correct contract closing date. It's a little time consuming but it seems to work.

tickstory
Posts: 4883
Joined: Sun Jan 06, 2013 12:27 am

Re: Issue using Renko bars in Ninjatrader 8

Post by tickstory »

Hi Alexc,

Just to let you know that the Ninjatrader 8 export format is updated as of v1.9.7.11 to that described above.

Thanks.

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