Performance considerations

[pjsmith]

Hi,

I'm after some general advice. I am trying to optimise the platform as much as possible to save ninja cpu cycles. I have an indicator that updates 'on price change', because I want a pre-emptive alert mid bar, but this uses too much cpu as the series is considered each time. On bar close is too late. In very active markets, price can change a lot flicking between bid and ask and I don't actually need it that often.

In this circumstance, would adding a variable with the last time updated and limiting the update via the indicator to, say, 500ms be a good and acceptable practise?

If there are any preferred methods, or suggestions? Please let me know.

[NinjaTrader_Jim]

Hello pjsmith,

Thanks for opening the thread.

What you have mentioned sounds like it can be a reasonable solution. OnPriceChange is the middle ground between OnEachTick and OnBarClose. If you are trying to optimize your indicators to do less calculations in a highly volatile market with your suggested approach, the following items come to mind:

• Using OnPriceChange to only iterate OnBarUpdate() on price changes
• Checking the changes in price so if there is a large enough change in price, your indicator will still calculate
• Making sure you are still calculating the indicator for IsFirstTickOfBar to assure OnBarUpdate() iterations for bar closes so plots update as expected

For the thread's reference, I have included a link to the IsFirstTickOfBar documentation - https://ninjatrader.com/support/help...ttickofbar.htm

Please let us know if we can be of further assistance.