Fast Tick and Overload conditions

[Turtle Trader]

Hello,

I'm sure this applies to indicators as well....

Is there a discussion on this board about conditions that overload the ability of a strategy to process the incoming information?

Assuming that the data feed is fast enough, what are the weak spots that would cause a strategy to loose incoming data?

CPU / Memory Cycle
Hard drive access

Tick level interrupt processing

What happens if a new tick comes in before the strategy is ready to receive it?

Other discussions....thanks.

[NinjaTrader_JoshP]

Incoming data is never lost. Your strategy will process all of the data. If you have a very inefficient strategy you would want to optimize it or get a stronger computer to be able to handle its calculations.

If you want to significantly increase the performance of your strategy you can also try switching CalculateOnBarClose = true.