Performance Question

[greentrader]

I've been working to keep all my processes "throttled" so that they are not overwhelmed in fast markets (i.e., they work with snapshot data instead of every trade). My broker's app, my own app, and nearly everything I'm doing in NT fits this criteria, and together uses a relatively fixed percent of the CPU.

There is just one remaining "hole" in this setup: an n-second NT bar chart with a multi-instrument strategy uses CPU time that is directly proportional to the trade rate of its primary instrument. In other words, in fast markets it will gobble up most of the CPU.

I've carefully done everything I can think of to control this: OnBarUpdate does very little processing, CalculateOnClose = true, etc. And I've verified, in fact, that CPU usage has very little to do with how often my OnBarUpdate method is called. And surprisingly, setting "Display update interval" to a larger time also has little effect. And I'm also not asking NT to save realtime data.

So I guess what I'm up against is the core NT code that is updating the chart window in response to new trades for the primary instrument. If this can't be throttled, then could someone at least explain what it is that NT is doing that makes its performance so strongly tied to the trade rate, and why this is necessary. If I understood that, then perhaps I could offer an alternative or optional approach that would save NT users some CPU cycles in a future version.

Thanks!

[NinjaTrader_Dierk]

Although the optimizations you applied make highly sense, their results might be below your expectations since NT internally needs to do a lot of handling related to each and every incoming tick. This can't be controlled by the user.

We do see some room for performance optimizations which will apply for NT7.

[greentrader]

Although the optimizations you applied make highly sense, their results might be below your expectations since NT internally needs to do a lot of handling related to each and every incoming tick. This can't be controlled by the user.

We do see some room for performance optimizations which will apply for NT7.

One thing I confirmed about this is that whatever it is you're doing, it's chart related, since the problem does not arise at high trade rates in other NT windows, and with many more instruments. I guess I'm just curious as to what type of chart-related things you may be doing in response to each trade, since many trades actually have little or no display effects.

Anyway, glad to hear you're looking into this for NT7. imho, a key feature of a good trading app (which few attain!) is that it should not interfere with trading in fast markets. This means there needs to be some way to tell the app to "stop wasting my precious computer time" via some sort of throttling mechanism (traders rarely need to see every trade plotted in a chart). If you can find a way to do that, then I'm sure it will address a lot of performance issues.