Performance Indicator

[brokerbombero]

Hello to everyone..

I have developed an indicator (footprint) for my own use. In this indicator I have the posibility to draw the profile of the session. The code is something like this:

public struct BidAskVolume
{
public double currentVolume;
public double askVolume;
public double bidVolume;

public BidAskVolume(double cv, double av, double bv)
{
currentVolume = cv;
askVolume = av;
bidVolume = bv;
}
}

public class Profile
{
public Dictionary<double, BidAskVolume> diccProfile = new Dictionary<double, BidAskVolume>();
}

private Series<Profile> ProfileBars;

//Desde la primera bar de la sesión...
for (int chartProfileIndex = PrimeraBarSesion; chartProfileIndex <= ChartBars.ToIndex; chartProfileIndex++)
{
Profile tmpprofile;

if (ProfileBars.IsValidDataPointAt(chartProfileIndex) )
{
tmpprofile = ProfileBars.GetValueAt(chartProfileIndex);
}
else
{
continue;
}

if (tmpprofile == null) { continue; }

Dispatcher.Invoke((Action)(() =>
{
//Montamos el profile.....
foreach (KeyValuePair<double, BidAskVolume> fila in tmpprofile.diccProfile)
{
double tmpCurrent = 0.0;
double tmpask = 0.0;
double tmpbid = 0.0;

//Si existe...actualizamos...
if (profileVA.ContainsKey(fila.Key))
{
tmpask = profileVA[fila.Key].askVolume + fila.Value.askVolume;
tmpbid = profileVA[fila.Key].bidVolume + fila.Value.bidVolume;
tmpCurrent = profileVA[fila.Key].currentVolume + fila.Value.currentVolume;

profileVA[fila.Key] = new BidAskVolume(tmpCurrent, tmpask, tmpbid);
}

else
{
profileVA.Add(fila.Key, new BidAskVolume(fila.Value.currentVolume, fila.Value.askVolume, fila.Value.bidVolume));
}

}
}));

I have a datatape Series<custom> that i save the ask and bid volumen for every Price of the tipus os data series. (10 Range). The performance is fine for a lot of instruments, but the problem is for the DAX, this instrument, when the session is comming up, it start to not work fine, because they have a lot of information. Because it's move a lot of points during the session.

How can i improved the performance, when i want to draw the profile...

[NinjaTrader_Jim]

Hello brokerbombero,

Thanks for opening the thread.

It sounds like this would be an expected limitation for tracking bid/ask volume for a busy instrument like DAX that would have a lot of price movement.

You may be able to reduce the amount of data collected and improve speed by creating a lower resolution profile that is fed a wider range of values for bid/ask prices. (This of course would make the collected information less granular and "less accurate.") The main issue lies that more data to collect and calculate adds loading time.

This inquiry leans towards a programming logic related question rather than a support based inquiry involving NinjaScript. I will leave this thread open ended if another community member would like to share their experience and advise.

[brokerbombero]

Fixed

The problem of the performance when build the profile of the sesión it's my fault...

I haved tow nested loops, so when the profile it was grewing up, the performance was incresing.

Thanks...