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Problem with multi series indicators

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    Problem with multi series indicators

    This may be a problem or simply user error. I wanted to create my own "tick" information similar to NYSE-TICK, but with a basket of stocks that I think influence the market. I have about 20 stocks in this basket. I created a strategy that adds all 20 symbols to the strategy using 1 second time series. It then prints out the my custom "tick" data to the output window. Works great, runs fast no problem.

    I then decided looking at the output window is distracting and wanted this to be its own indicator so I can see it on the chart. This is where I ran into a problem. Copied most of the code from the strategy into a custom indicator. Then opened up market replay and added the indicator to a chart. I go to press for the replay to start playing and it hangs.. Hangs for a long time, a few minutes then jumps a few seconds, then hangs.. etc.. Bottom line takes like 10 minutes for 1 minute worth of replay to happen.

    Yet If i do this same replay with the info in a strategy instead I can make the market replay go at 500x speed with no problems...

    Why does having it in an indicator work so poorly? Is there anything I can do about this as having my custom tick as an indicator is a lot more useful...

    thoughts?

    #2
    I just noticed if i let it hang for a long time, serveral minutes.... then all of a sudden it is able to handle it just fine as an indicator... its like something has to catch up? When first adding the indicator it hangs a while as it backfills the indicator... that is fine, the hang up i'm discussing is after the chart loads and appears fine.. as soon as you click to start playing it hangs for a long time then jumps around a bit slowly moving... then after a while it starts moving great even at 500x speed

    Comment


      #3
      frostengine,

      There should be little to no difference. What I suggest is to take it one step at a time and strip it down till you find what is holding up your processing. Also, it could be you are still loading data?
      Josh P.NinjaTrader Customer Service

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