Indicator Panel Freeze

[NinjaTrader_JoshP]

#3. Not sure why you don't see the message. Attached picture is of 65 days loaded with weekly pivots. If you switch the chart to daily with 365 days back you will see weekly pivots properly.

[Harry]

I did not get the message, because I had 65 days lookback (it was only your idea that I had too few days, but never reality.....)

What I am saying is this:

Weekly and monthly pivots are simply false. The values are not correctly calculated. The value calculated for the weekly pivot is the same as the value calcuklated for the daily pivot.

[NinjaTrader_JoshP]

Harry,

I fully understand you have 65 days loaded. As seen in the screenshot in my last post, that was generated from a chart with 65 days back as well and it gives a message indicating not enough data.

[Harry]

Josh,

to be honest, I do not understand. For a weekly Pivot you would need at maximum 15 days of data (on Friday you will need the complete prior week and one day of the second but the last week to tell the indicator that the prior week is complete). So when I have a dataseries of 65 days of data but only need 15 days, that should be enough. So there was no text displayed on my chart. How did you generate that message with 65 days of data?

If you look at the chart, below you will find that it displays a weekly pivot at 1104.08. The correct weekly pivot would be 1089.33 - which is far away.

[Harry]

#3 Modification of indicator suggested

Hi Josh,

had a look at the code of the indicator. The problem is the "return" as shown below. For an intraday chart the indicator will never make it to PivotRange.Weekly or PivotRange.Monthly - so no wonder that I could not find any correct values on the chart.

private DateTime GetLastBarDate(DateTime time, Data.Bars bars, PivotRange pivotRange)
{
if (bars.BarsType.BuiltFrom == PeriodType.Minute)
return time.AddSeconds(-1).Date; // midnight ticks belongs to preday
else if (bars.BarsType.IsIntraday /* REM && BuiltFrom != PeriodType.Minute*/)
return time.Date;
else if (pivotRange == PivotRange.Daily)
return time.Date;
else if (pivotRange == PivotRange.Weekly)
return RoundUpTimeToPeriodTime(time.Date, PivotRange.Weekly);
else// PivotRange.Monthly
return RoundUpTimeToPeriodTime(time.Date, PivotRange.Monthly);
}

If you replace the code with

private DateTime GetLastBarDate(DateTime time, Data.Bars bars, PivotRange pivotRange)
{
if (bars.BarsType.BuiltFrom == PeriodType.Minute)
time = time.AddSeconds(-1); // midnight ticks belongs to preday
if (pivotRange == PivotRange.Daily)
return time.Date;
elseif (pivotRange == PivotRange.Weekly)
return RoundUpTimeToPeriodTime(time.Date, PivotRange.Weekly);
else// PivotRange.Monthly
return RoundUpTimeToPeriodTime(time.Date, PivotRange.Monthly);
}

the indicator will happily calculate weekly and monthly pivots as well.

Hope this helps.

[Harry]

NT 7.0.0.6 improved (does not lock, but is loading slow)

SUMMARY :

NT 7.0.0.6 does not lock up anymore, but still is painfully slow compared to NT 6.5.1000.14!

This is the test. Started NT 7.0.0.6, connected and opened a single data series chart for ES 03-10 (15 min, lookback 65 days, all default). Then I added a daily, weekly and monthly Pivot indicator with default setting DailyBars. These are my findings:

#2: Indicator menu did not lock, so did not need to close down NT this time.

#3 : Pivots indicator still returns false values for weekly and monthly pivots (not important, I use the modified version with the bug removed).

#1: Loading of daily bars required for Pivot indicators is painfully slow for NT 7. Here are the loading times for exactly the same chart (15 min, 65 days lookback) with 3 pivot indicators:

NT 6.5.1000.14: 0.5 sec
NT 7.0.0.6: 51 sec

The reason here is that for the same chart NT 6.5.1000.14 creates 1 query for daily data, whereas NT 7.0.0.6 fires off 4 queries. This can be seen from the trace files:


Trace File NT 6.5.1000.14

2009-12-27 07:49:50:000 (Interactive Brokers) Data.Bars.GetBarsNow: instrument='ES 03-10' from='2009-12-24' to='2009-12-27' sessionBegin='00:00:00' sessionEnd='00:00:00' excludeWeekend=False period=Daily splitAdjusted=False dividendAdjusted=False bars=0
2009-12-27 07:49:50:000 (Interactive Brokers) IB.HistoricalDataRequest.Send: last=27.12.2009 instrument='ES 03-10' from='2009-12-24' to='2009-12-27' sessionBegin='00:00:00' sessionEnd='00:00:00' excludeWeekend=False period=Daily splitAdjusted=False dividendAdjusted=False bars=0
2009-12-27 07:49:50:000 (Interactive Brokers) IB.HistoricalDataRequest.Send: request='ES;FUT;201003;0;;;GLOBEX;;USD;;;1 day;11 M;0;TRADES'
2009-12-27 07:49:50:328 (Interactive Brokers) IB.HistoricalDataRequest.Process: itemCount=140 instrument='ES 03-10' from='2009-12-24' to='2009-12-27' sessionBegin='00:00:00' sessionEnd='00:00:00' excludeWeekend=False period=Daily splitAdjusted=False dividendAdjusted=False bars=0NT 7.0.0.6

Trace File NT 7.0.0.6

2009-12-27 07:12:09:093 (Interactive Brokers) Data.Bars.GetBarsNow: instrument='ES 03-10' from='2009-12-24' to='2009-12-27' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session='CME Globex Index Futures'
2009-12-27 07:12:09:093 (Interactive Brokers) IB.HistoricalDataRequest.Send: last=27.12.2009 instrument='ES 03-10' from='2009-12-24' to='2009-12-27' period=Daily splitAdjusted=False dividendAdjusted=False bars=0
2009-12-27 07:12:09:093 (Interactive Brokers) IB.HistoricalDataRequest.Send: request='ES;FUT;201003;0;;;GLOBEX;;USD;;;1 day;11 M;0;TRADES'
2009-12-27 07:12:09:406 (Interactive Brokers) IB.HistoricalDataRequest.Process: itemCount=140 instrument='ES 03-10' from='2009-12-24' to='2009-12-27' period=Daily splitAdjusted=False dividendAdjusted=False bars=0
2009-12-27 07:12:09:437 (Interactive Brokers) Data.Bars.GetBarsNow: instrument='ES 03-10' from='2009-12-27' to='2009-12-27' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session='CME Globex Index Futures'
2009-12-27 07:12:11:109 (Interactive Brokers) IB.HistoricalDataRequest.Send: last=27.12.2009 instrument='ES 03-10' from='2009-12-27' to='2009-12-27' period=Daily splitAdjusted=False dividendAdjusted=False bars=0
2009-12-27 07:12:11:109 (Interactive Brokers) IB.HistoricalDataRequest.Send: request='ES;FUT;201003;0;;;GLOBEX;;USD;;;1 day;11 M;0;TRADES'
2009-12-27 07:12:11:109 (Interactive Brokers) IB.HistoricalDataRequest.Send: waiting 14 seconds
2009-12-27 07:12:25:406 (Interactive Brokers) IB.HistoricalDataRequest.Process: itemCount=140 instrument='ES 03-10' from='2009-12-27' to='2009-12-27' period=Daily splitAdjusted=False dividendAdjusted=False bars=0
2009-12-27 07:12:25:453 (Interactive Brokers) Data.Bars.GetBarsNow: instrument='ES 03-10' from='2009-12-24' to='2009-12-27' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session='CME Globex Index Futures'
2009-12-27 07:12:25:453 (Interactive Brokers) IB.HistoricalDataRequest.Send: last=27.12.2009 instrument='ES 03-10' from='2009-12-24' to='2009-12-27' period=Daily splitAdjusted=False dividendAdjusted=False bars=0
2009-12-27 07:12:25:453 (Interactive Brokers) IB.HistoricalDataRequest.Send: request='ES;FUT;201003;0;;;GLOBEX;;USD;;;1 day;11 M;0;TRADES'
2009-12-27 07:12:25:453 (Interactive Brokers) IB.HistoricalDataRequest.Send: waiting 15,6 seconds
2009-12-27 07:12:41:562 (Interactive Brokers) IB.HistoricalDataRequest.Process: itemCount=140 instrument='ES 03-10' from='2009-12-24' to='2009-12-27' period=Daily splitAdjusted=False dividendAdjusted=False bars=0
2009-12-27 07:12:41:609 (Interactive Brokers) Data.Bars.GetBarsNow: instrument='ES 03-10' from='2009-12-24' to='2009-12-27' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session='CME Globex Index Futures'
2009-12-27 07:12:41:609 (Interactive Brokers) IB.HistoricalDataRequest.Send: last=27.12.2009 instrument='ES 03-10' from='2009-12-24' to='2009-12-27' period=Daily splitAdjusted=False dividendAdjusted=False bars=0
2009-12-27 07:12:41:609 (Interactive Brokers) IB.HistoricalDataRequest.Send: request='ES;FUT;201003;0;;;GLOBEX;;USD;;;1 day;11 M;0;TRADES'
2009-12-27 07:12:41:609 (Interactive Brokers) IB.HistoricalDataRequest.Send: waiting 15,5 seconds
2009-12-27 07:12:57:406 (Interactive Brokers) IB.HistoricalDataRequest.Process: itemCount=140 instrument='ES 03-10' from='2009-12-24' to='2009-12-27' period=Daily splitAdjusted=False dividendAdjusted=False bars=0

[NinjaTrader_Dierk]

We will look into the delay issue. Thanks for reporting.

Apart from the delay issue there is a conceptual difference: NT7 comes with auto-merging (if e.g. MergeBackAdjusted is set). Thus, different expiries needed to be pulled which results in different queries and additional delay. Since
- IB API enforces min. delays between subsequent queries
- NT7 now properly implements these delays to avoid pacing violations as far as possible
... NT7 by no means would ever be as fast in querying historical data from IB as NT6.5 was.

[Harry]

There is definitely a considerable improvement: The indicator menu does not lock up, and I also could not so far see any pacing violations on TWS logs.

The problem occurs, when loading historical data after connection to TWS. My default workspace includes 3 to 4 intraday charts, each of them having proprietary indicators that rely on daily data. The loading of this workspace may now take about 5 min with NT 7, whereas NT 6.5. would load the same workspace in less than 5 sec.

I would appreciate, if there is any way to avoid the quadruple data query. I mean it looks as if NT 7 asks 4 times for the same daily data of ES 03-10, or am I wrong?

[NinjaTrader_Dierk]

Please see my post below:
a) there is an issue we're looking into
b) beyond that there is conceptual difference which just is there and won't go away

There is no need for further research until (a) is resolved. Thanks

[Harry]

Indicator menu freezes again after indicator was added

NT 7.0.0.7 connected to IB

Indicator menu today locked up again, after I had added the pivot indicator twice. As per contol center lower right corner, there was no data loading going on in the background.

NT was still alive, I even could displace the indicator menu wherever I wanted, but I could not close it, so NT was locked.

As the indicator menu could not be closed after several minutes of waiting, I had to remove NT7 with the windows task manager.

[NinjaTrader_Dierk]

By "indicator menu" you probably mean the indicator dialog no?

Would you have a reproducible scenario? Thanks

Also: I suggest upgrading to NT7B8 as soon as possible since any potential fix would be applied there.

[Harry]

Yes, I am referring to the indicator dialog, which will be open, when adding indicators to a chart. The version of NT is 7.0.0.8.

I have no reproducible scenario. Compared with my prior findings, there are two differences:

(a) It only occurs occasionally.
(b) Unlike the old problem, which was solved, this time the status bar of the control center shows no data loading. Everything is working correctly in the background with charts being displayed, prices and indicators moving. Just the indicator dialog box does not go away and locks the access to NinjaTrader.

[NinjaTrader_Dierk]

Guessing: would you have either the Pivots or the WoodiesPivots on your chart? If that's the case then may be next update of NT7 provides a better experience, since we found and fixed a deadlock scenario with both Pivots.

[Harry]

Yes, I had daily and weekly pivots on the chart. I am quite sure that the deadlock was caused by the pivots. I understand that the loading of DailyBars causes trouble, but it is a really useful feature.

Just waiting for the next release.

Guessing: would you have either the Pivots or the WoodiesPivots on your chart? If that's the case then may be next update of NT7 provides a better experience, since we found and fixed a deadlock scenario with both Pivots.

[Harry]

I do not want to confuse things, but this is what often happens after connecting NT 6.5. to Interactive Brokers. There clearly is a DailyBars related deadlock for NT 6.5 as well.