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newbie chart flipping question

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    newbie chart flipping question

    I am a 2-day new user of this software. Here is my situation.

    Have a chart and instrument grid on the same screen and tied together by their symbols. My hope is to flipping charts quickly by clicking symbols on the instrument grid. However, every time when I click a new symbol, the NT takes long time to load up all the historical quotes for that symbol. Is there a script or something like that does the backfill or historical quotes fill for all the symbols off market hours?

    Thanks.

    Spymaster

    #2
    Unfortunately there is not such feature available at this time.

    Comment


      #3
      Just want to clarify this long delay of backfilling is due to the poor performance of the Opentick or this is how the software behaves? If Opentick is the problem, do you have a recommended data vendor?

      Thanks

      Comment


        #4
        Performance can vary by provider and is dependant on how far back and what type of data you are retrieving. If you are getting 30 days of tick data, for sure that will take some time on any provider.

        - You could compare by trying different vendors we supporrt such as eSignal or IQFeed.
        RayNinjaTrader Customer Service

        Comment


          #5
          NT displays data at the time it's received from the provider. NT support data providers like DTN, eSignal, YAHOO, OpenTick.

          May be the community can comment on speed and reliability.

          Comment


            #6
            I wonder if you can tell me how to tell the NT to request less data than it needs. Here is my scenario:

            - Bring up the chart and instrument window,
            - Tie them to sync on symbols,
            - Enter some stock symbols to the instrument grid,
            - Set the chart to 15-min or something like that,
            - Click on a symbol,
            - Wait for a long time for the Opentick to fill the data,
            - Chart shows up and the right edge has a needle moving in real time,
            - Click on a different symbol,
            - Another long wait for the Opentick to back fill,
            - Click the first symbol that was visited (expectation was the data was there),
            - The NT forgets the first visited symbol and downloads the entire data set again wihch takes long time.

            Question is:
            - Is there any way to tell the NT to remember the visited symbols?
            - Is there any way to tell the NT to limit the amount of backfill to a smaller interval?

            thanks.

            Comment


              #7
              The problem with "remembering" the visited symbol is you are in real-time. When you switch away from your instrument you are not updating the instrument anymore and thus your "remembered" data would be all historical anyways. When you switch back to the instrument you will have to go back and get the new data that you missed when you switched away.

              You can definitely minimize the amount of backloading NT does. On your charts, press ctrl+f to bring up the Format Data Series window. Here you will want to reduce the "Days back" period.
              Josh P.NinjaTrader Customer Service

              Comment


                #8
                Spy

                Many of us get around this problem using a Market Analyzer window.

                The trick is to add an "indicator" column to the MA. This will cause NT to request and monitor data for the symbols in your MA list.
                Any indicator will do for this. But keep it simple if you are just doing this for collecting data. For example .. a 4 period SMA instead of a 50 period Gaussian filter ! ... Read thru the Market Analyzer help to see how to do this.

                It's not perfect, NT will still retrieve data from your quote source sometimes. But it is a big improvement.

                It also ensures NT collects data for Replay and Backtesting for those symbols in the MA. Otherwise NT just collects for open charts.


                You would need to create a column for each time 'type' you want to track.
                For example, one for a Minute data and one for Tick Data.'

                I have attached a sample template you can use.

                Detach and unzip this into your My Documents\NinjaTrader 6.5\templates\MarketAnalyzer\ folder

                Note, that using an MA like this will increase memory and CPU consumption quite a bit. Especially for tick data. (there's a lot of ticks !!)
                It shouldn't be an issue unless using an older machine with less than a gig of ram for example.

                Hopefully NT will someday have a simpler method to do this. Many other programs just use a simple 'collect data' list of instruments and don't incur the memory/cpu hit from having to run multiple indicators on all collected symbols.
                Attached Files

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