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MarketDepthEventArgs.Price is always set to zero for row removal operations

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    #61
    Ok now I have the same code in both, no second instrument.

    Initialize for strategy:
    BarsRequired = 0;
    CalculateOnBarClose = false;

    Still taking a really long time whereas indicator is immediately populated with data. What gives?
    Attached Files

    Comment

      #62
      This is the output from your indicator on startup:
      Code:
       
Ask Book Q
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      This is the output from your strategy instantly on startup:
      Code:
      Ask Book Q
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1057.5
      They are exactly the same and this is expected, accurate behavior. What exactly do you find is slower on a strategy?
      Josh P.NinjaTrader Customer Service

      Comment

        #63
        Here is my output:

        Strategy:

        Code:
        **NT** Enabling NinjaScript strategy 'L2Testing/99f4c59262174a37960591c3de7bd3d4' : On starting a real-time strategy - StrategySync=WaitUntilFlat SyncAccountPosition=False EntryHandling=AllEntries EntriesPerDirection=1 StopTargetHandling=PerEntryExecution ErrorHandling=StopStrategyCancelOrdersClosePositions ExitOnClose=True/ triggering 30 before close Set order quantity by=Strategy ConnectionLossHandling=KeepRunning DisconnectDelaySeconds=10 CancelEntryOrdersOnDisable=False CancelExitOrdersOnDisable=True MaxRestarts=4 in 5 minutes
 
Ask Book Q
 
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**NT** Disabling NinjaScript strategy 'L2Testing/99f4c59262174a37960591c3de7bd3d4'
        Indicator:

        Code:
        Ask Book Q
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        The indicator appears instantly, and not the strategy.... What could lead to these differences on my computer and not yours? I'm on ZenFire 7.19.

        Comment

          #64
          Where are you running the strategy from? Chart? Strategies tab? I am on B20. Please upgrade to that to ensure we are all on the same page even though there should be no difference in this area for B19 to B20.
          Josh P.NinjaTrader Customer Service

          Comment

            #65
            I'm running from the chart. I will upgrade to 7.20 and let you know if that changes anything.

            Comment

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