Array/List vs. DataSeries types

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Hello,

I am developing an indicator that needs to memorise a number of past values of a given variable, and I am uncertain whether to use a DataSeries or an Array and/or List type to store those values.

Which type is more efficient in terms of processing times and memory usage?

My belief was that DataSeries were more expensive in terms of resources (particularly when you only need to store a handful of values in a chart of 1000+ bars), but after modifying the code to handle Array/List types and seeing RAM usage shoot up by 40MB or so in each case now I am not so sure.

Thanks,

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[NinjaTrader_AdamP]

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If there is some maximum number of values you need to store, an array would work. I would perhaps recommend a queue if this is the case.

http://msdn.microsoft.com/en-us/library/system.collections.queue.aspx

[koganam]

Hello,

I am developing an indicator that needs to memorise a number of past values of a given variable, and I am uncertain whether to use a DataSeries or an Array and/or List type to store those values.

Which type is more efficient in terms of processing times and memory usage?

My belief was that DataSeries were more expensive in terms of resources (particularly when you only need to store a handful of values in a chart of 1000+ bars), but after modifying the code to handle Array/List types and seeing RAM usage shoot up by 40MB or so in each case now I am not so sure.

Thanks,

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As to the extra resources that seemed to be required, I should think that that would depend on what operations you are performing relative to the ArrayList. For example, is you are using a "for loop" to populate the Arraylist on each run, that uses a surprising amount of resources. I am not saying that that is what you are doing; I am just giving an example of what I thought was a simple construct that I found out was using way more resources because of the way in which I used it.

You may have to profile the indicator to see what is really taking up the resources.

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Thank you both for your answers. Koganam, if I may ask: I am fairly new at developing indicators and am learning by doing and realising, after the fact, that perhaps I could have coded things a bit more efficiently, if I had known how. So I was quite curious about this profiling exercise that you are suggesting I should use when coding. What exactly does that mean and/or involve? Is there any document you could point me to where I could learn how to do this? Thanks again.

[koganam]

Thank you both for your answers. Koganam, if I may ask: I am fairly new at developing indicators and am learning by doing and realising, after the fact, that perhaps I could have coded things a bit more efficiently, if I had known how. So I was quite curious about this profiling exercise that you are suggesting I should use when coding. What exactly does that mean and/or involve? Is there any document you could point me to where I could learn how to do this? Thanks again.

See this link at BMT.

http://www.bigmiketrading.com/ninjatrader-programming/3733-profile-your-code-using-visual-studio-2010-a.html

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Excellent, thank you VERY much koganam for sending this link