Support Board
Date/Time: Wed, 05 Aug 2026 17:42:46 +0000
Post From: Volume bar chart shows different signals after Replay/recalculation than what fired live
| [2026-08-05 15:15:34] |
| User690377 - Posts: 1 |
|
I'm running an automated ES/MES strategy on a 2000 Volume bar chart. I use Rithmic (via Lucid Trading) for order routing, and the Denali Exchange Data Feed for market data/chart construction (confirmed via the [M] indicator). Today, in normal (live) mode, several trades fired with a resulting negative net P&L based on the signals as they appeared at the time. After toggling Chart Replay on and off (which triggered a full recalculation), the same time period now shows a different, smaller set of signals with positive net P&L — some trades that fired live no longer appear as valid signals at all after the recalculation. Is this expected behavior for Volume-bar charts using the Denali feed (e.g., due to historical data reconciliation), and if so, is there any way to get bars that, once closed, are guaranteed not to change on a later recalculation? I reviewed Help Topic 43 (data/bar differences between services), but it doesn't appear to cover this specific case — a Volume bar chart producing different signals after an in-session recalculation, not just live-vs-historical-download. |