Announcement

Collapse

Looking for a User App or Add-On built by the NinjaTrader community?

Visit NinjaTrader EcoSystem and our free User App Share!

Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less

Partner 728x90

Collapse

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

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

  • NinjaTrader_ChelseaB
    replied
    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.

    Leave a comment:


  • td_910
    replied
    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
    Last edited by td_910; 04-09-2019, 07:26 AM.

    Leave a comment:


  • NinjaTrader_ChelseaB
    replied
    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?

    Leave a comment:


  • td_910
    replied
    Originally posted by NinjaTrader_ChelseaB View Post
    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

    Leave a comment:


  • NinjaTrader_ChelseaB
    replied
    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.

    Leave a comment:


  • td_910
    replied
    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

    Last edited by td_910; 04-08-2019, 01:05 PM.

    Leave a comment:


  • td_910
    replied
    Originally posted by NinjaTrader_ChelseaB View Post
    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
    Last edited by td_910; 04-08-2019, 12:19 PM.

    Leave a comment:


  • NinjaTrader_ChelseaB
    replied
    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.

    Leave a comment:


  • td_910
    replied
    Originally posted by NinjaTrader_ChelseaB View Post
    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

    Leave a comment:


  • NinjaTrader_ChelseaB
    replied
    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?

    Leave a comment:


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

    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.



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

Latest Posts

Collapse

Topics Statistics Last Post
Started by ShawnaMorgan, Today, 06:09 AM
0 responses
2 views
0 likes
Last Post ShawnaMorgan  
Started by Bogdan097, 02-19-2024, 10:03 AM
10 responses
28 views
0 likes
Last Post Bogdan097  
Started by jjopd2001, Today, 05:26 AM
0 responses
2 views
0 likes
Last Post jjopd2001  
Started by JaniceContreras, Today, 05:16 AM
0 responses
3 views
0 likes
Last Post JaniceContreras  
Started by Margi2021, Yesterday, 01:04 PM
2 responses
25 views
0 likes
Last Post Margi2021  
Working...
X