indicator takes a lot more time to calculate, loaded on the current day

[td_910]

Hi,

I have an indicator, that is calculated on price change.

If I load it on a chart starting today and 5 days back it takes about 40 seconds to calculate historical values and draw objects.

If I load it on data starting yesterday and 5 days back it takes 6 seconds to calculate.

https://www.screencast.com/t/jedE2UqC2SAi

There seems to be something that throttles the calculation, when real time data is coming in at the same time?!

[NinjaTrader_ChelseaB]

Hello td_910,

When enabling today, likely new data is being pulled from the historical data server.

When enabling for yesterday, likely all data is cached data.

If you disconnect from all connections and add the indicator are you able to reproduce the behavior?

Is the indicator processing tick data?
If so, are the amount of ticks processed exactly the same?

[td_910]

Hello td_910,

When enabling today, likely new data is being pulled from the historical data server.

When enabling for yesterday, likely all data is cached data.

If you disconnect from all connections and add the indicator are you able to reproduce the behavior?

Is the indicator processing tick data?
If so, are the amount of ticks processed exactly the same?

yes, you can see, that the data is being loaded ("(Loading...)" in the upper left corner), I counted the 40+ seconds after the data was loaded and it said "(Calculating...)"
it's also reproducible hitting F5, when real time data is coming in

no tick data, just price change

closing connections it takes less than 5 sec to calc

[NinjaTrader_ChelseaB]

Hello td_910,

If you are unable to reproduce when disconnected, this helps to confirm that the difference in speed is the different between pulling pre-cached data / chart and pulling historical data from the historical data server and recreating the chart cache.

[td_910]

Hello td_910,

If you are unable to reproduce when disconnected, this helps to confirm that the difference in speed is the different between pulling pre-cached data / chart and pulling historical data from the historical data server and recreating the chart cache.

let me rephrase this "closing connections it takes less than 5 sec to calc "

data connection enabled, hit F5, 40+ sec
data connection disabled hit F5, 5 sec

not re-loading any data

I have a decent Internet connection, 16GB RAM, I7, SSD
the funny thing is, the NT7 indicator with the same logic is much faster, regardless, if there is a real time data connection or not

[td_910]

also a question: what is the text "Loading..." for and what "Calculating..."

with real time data connection up, the text "Calculating..." is showing for 40+ sec
without real time data connection up, the text "Calculating..." is showing for 5+ sec

for some reason it's taking longer, if there is a real time connection

check out the video, there is nothing pulled from the historical data server

https://www.screencast.com/t/uahCR4zQ6

[NinjaTrader_ChelseaB]

Hello td_910,

I'd like to give the script a test.

May I have you make a copy of the script and strip out all logic that is not absolutely necessary to reproducing the behavior?

Make sure the behavior can still be reproduced, but remove all code that can be removed and the behavior still occur.

If possible, with logic such as conditions, either remove these or simply these so they trigger consistently instead of being dependent on market actions.

Then export the reduced script so that I may test on my end.

To export a NinjaTrader 8 NinjaScript so this can be shared and imported by the recipient do the following:

1. Click Tools -> Export -> NinjaScript...
2. Click the 'add' link -> check the box(es) for the script(s) and reference(s) you want to include
3. Click the 'Export' button
4. Enter a unique name for the file in the value for 'File name:'
5. Choose a save location -> click Save
6. Click OK to clear the export location message

By default your exported file will be in the following location:

• (My) Documents/NinjaTrader 8/bin/Custom/ExportNinjaScript/<export_file_name.zip>

Below is a link to the help guide on Exporting NinjaScripts.

http://ninjatrader.com/support/helpGuides/nt8/en-us/export.htm

[td_910]

Hello td_910,

I'd like to give the script a test.

May I have you make a copy of the script and strip out all logic that is not absolutely necessary to reproducing the behavior?

Make sure the behavior can still be reproduced, but remove all code that can be removed and the behavior still occur.

If possible, with logic such as conditions, either remove these or simply these so they trigger consistently instead of being dependent on market actions.

Then export the reduced script so that I may test on my end.

I'll try that, but the logic is pretty complicated and is more than 500 lines of source code

in the meantime check out the video https://www.screencast.com/t/2lroCZL2
here you can clearly see, that the number of ticks coming in while the indicator is calculating determines the time it takes to finish

check out the different runs:

1st 1 tick coming in
2nd 1 tick coming in
3rd 1 tick coming in
4th 4 ticks coming in

5th more than 30 ticks coming in

on that run the indicator takes more than 25 sec to finish calculating and another 8 sec to render the chart

the only difference to the NT7 version is, that I'm using dynamic cast, to access some objects on the chart

[NinjaTrader_ChelseaB]

Hello td_910,

Thank you for the video.

However, until I am able to reproduce I'm not able to investigate and provide more information.

Are you able to reproduce with all workspaces closed on a new chart using any indicators that are included with NinjaTrader?

[td_910]

I'll try my best

these were all the windows open in that one workspace
no other programs open and NT as the only foreground program

I don't know, if I mentioned it already, I run three instances of the indicator on that chart

[NinjaTrader_ChelseaB]

Hello td_910,

Testing multiple scripts and instances at the same time may make it difficult to find the cause of a behavior. My recommendation to reduce the amount of variables being tested.