new beta11 bug?

[molecool]

http://screencast.com/t/ZmMxODUx

http://screencast.com/t/NzdmYTUy

http://screencast.com/t/MTg5Mzc5

http://screencast.com/t/ZTUxZTViZDgt

With the latest build there is no crash but it still takes about 15 seconds to load the indicator. Again, that is very unusual as I have very complex strategies that load almost instantly on my (very fast) system.

This is my current OnBarUpdate() method:

 /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            if (Bars.BarsSinceSession > 5) {
                //Log("" + Bars.BarsSinceSession, LogLevel.Information);
                // highest bar of day:
                double dailyHigh = MAX(High, Bars.BarsSinceSession)[0];
                Log("Bars since Session: " + Bars.BarsSinceSession, LogLevel.Information);
                if (dailyHigh == High[0]) { 
                    BarColor = colorDayHigh;
                    Log("Highest at: " + High[0], LogLevel.Warning);
                    //DrawText("highest" + CurrentBar, false, "highest", 0, High[0], 10, Color.White, new Font("Arial", 8, FontStyle.Bold),
                    //        StringAlignment.Center, Color.Transparent, Color.Transparent, 0);
                }

        }

It works however and that's a start:

http://screencast.com/t/OWEzZWViNDc

If I change the code to this:

 /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            if (Bars.BarsSinceSession > 5) {
                //Log("" + Bars.BarsSinceSession, LogLevel.Information);
                // highest bar of day:
                double dailyHigh = MAX(High, Bars.BarsSinceSession)[0];
                double dailyLow = MIN(Low, Bars.BarsSinceSession)[0];
                //Log("Bars since Session: " + Bars.BarsSinceSession, LogLevel.Information);
                if (dailyHigh == High[0]) { 
                    BarColor = colorDayHigh;
                    Log(Instrument.FullName + " touching daily HIGH at: " + High[0], LogLevel.Warning);
                    //DrawText("highest" + CurrentBar, false, "highest", 0, High[0], 10, Color.White, new Font("Arial", 8, FontStyle.Bold),
                    //        StringAlignment.Center, Color.Transparent, Color.Transparent, 0);
                } else if (dailyLow == Low[0]) {
                    BarColor = colorDayLow;
                    Log(Instrument.FullName + " touching daily LOW at: " + Low[0], LogLevel.Warning);
                }
            }
        }

... then it takes around one minute to load the indicator. So, it's quite clear to me that the problem is with this call:

                double dailyHigh = MAX(High, Bars.BarsSinceSession)[0];
                double dailyLow = MIN(Low, Bars.BarsSinceSession)[0];

I'm worried that NT7 might get bogged down when running this indicator - do you have any suggestions as to what's going on?

[NinjaTrader_JoshP]

molecool,

When you do that you are literally creating tons and tons of instances of that indicator as each different period you pass in equals a new instance of the indicator. By the time you reach bar 100 that is 100 instances of MAX and 100 of MIN. By the time you reach bar 1000 that is 2000 instances.

[molecool]

molecool,

When you do that you are literally creating tons and tons of instances of that indicator as each different period you pass in equals a new instance of the indicator. By the time you reach bar 100 that is 100 instances of MAX and 100 of MIN. By the time you reach bar 1000 that is 2000 instances.

Yes, agreed and I thought of that. Can you think of a better way of doing that in NT?

[NinjaTrader_JoshP]

You could run the calculations natively within your script.

private double maxHigh;

if (High[0] > maxHigh)
     maxHigh = High[0];

Then just reset the variable at the start of a new session. You can use Bars.SessionBreak or Bars.FirstBarOfSession

[molecool]

You could run the calculations natively within your script.

private double maxHigh;

if (High[0] > maxHigh)
     maxHigh = High[0];

Then just reset the variable at the start of a new session. You can use Bars.SessionBreak or Bars.FirstBarOfSession

You're right - much more efficient approach. The Bars.SessionBreak/Bars.FirstBarOfSession constants really help doing it this way. I will rewrite it as suggested - many thanks for the tips.