Performance when using multiple DataSeries/Timeframes

[sandman]

I am interested in how the use of multiple Data Series in an indicator affects performance.

Example: I have an indicator A that uses 12 different timeframes(Data Series). A second indicator B also uses these 12 different time frames.

Is there a performance difference when I use both indicators in the same chart, or would it better to combine both indicators into one indicator so that the DataSeries being used are only being loaded once instead of twice? Or is there actually no difference?

Would appreciate if you could give me a reference if this is covered already somewhere, or else explain it in simple terms as I am not a programming genius.

sandman

[NinjaTrader_ChrisL]

Hello sandman, thanks for writing in.

Incoming data is cached in the NinjaTrader 7/db/cache folder. So when there are multiple requests to the same data, the following data requests are pulled from the cache to improve historical performance. In real-time data, it would be better for the two indicators to be combined because the data is processed in a linear manner (because NinjaTrader 7 is a single thread application, NinjaTrader 8 is multithreaded so it does not have this bottleneck).

Please let me know if I can assist any further.

[sandman]

Interesting. Thank you, Chris.

sandman

[sandman]

Hi Chris,

I`d like to ask another question on the same subject.

Please see attached image which shows two possibilities of arranging the additional time frames. Category A is unsystematic with the timeframes being added in a sporadic manner. In Category B, I arranged them from lowest to highest timeframe.

Can you please say something whether B is better than A and why, or does it not actually matter as far as performance is concerned.

sandman

[NinjaTrader_ChrisL]

Hello sandman, thanks for your reply.

Each will have the same impact on performance. Category A would be more of a hassle as far as organization and code readability goes. It's easier to sort the time frames from lowest to highest because it's just more organized that way, but there is nothing wrong with them being unorganized.

Best regards,
-ChrisL