find out, if indicator runs on a chart with realtime ticks coming in

[td_910]

Hi,

I have an indicator, that does extensive drawing and calculation.

When I'm adding that indicator to a chart with over 5000 bars, that has real-time ticks coming in (end date today and during session) it needs over a minute to process historical bars.

This calculation time is going down to a couple of seconds, if I'm adding the indicator to a chart with the same amount of bars, but with let's say yesterday as the end date.

Is it possible to find out, if an indicator runs on a chart with real-time ticks coming in, before the indicator starts to process historical bars?

Thanks

[NinjaTrader_ChrisL]

Hello td_910, thanks for your post.

An indicator will always go from State.Historical to State.Realtime when it starts up. This is a performance issue due to having 5000 bars on the chart. The only thing that could be done about that is to reduce/optimize the drawing or reducing the number of bars loaded onto the chart.

Best regards.

[td_910]

the performance issue only occurs with real-time ticks coming in

What do you think of the following workaround?

if(ChartBars != null)
{
    if (ChartBars.Properties.To.Date >= DateTime.Now.Date)
    {
        Print ("Realtime");
        return;
    }
    else
        Print ("Historical");
}

[NinjaTrader_ChrisL]

Hello td_910, thanks for your reply.

I'm curious why the code only slows down when it hits real-time data. If you are running the script OnEachTick, then you might need to move some logic within this code block to reduce the calculations that happen on every tick:

if(IsFirstTickOfBar){ //OnBarCloseLogic }

If you turn on Tick Replay, I am guessing your script would go much slower in historical mode as tick replay plays back the ticks of historical bars as if they came in in real-time data. We would need to find out why the script is being slow only on incoming data.

I look forward to assisting further.

[td_910]

Hi Chris,

yes, I know, it's an issue siince a couple of months, but now I can use that workaround for the time being.

The indicator runs on OnPriceChange.