Bookmap style heatmap

[gspaulding]

I'm trying to build out a Bookmap style heatmap as an NT8 indicator. This is primarily to support Rithmic level ii data with the full DOM so a lot of market levels. I'm doing this by drawing a rectangle using SharpDX for each price level every two seconds. I am reusing the SharpDX brushes as recommended. I'm literally drawing probably tens of thousands if not hundreds of thousands of little rectangles on the chart. After a while with a lot of the rectangles drawn or If I zoom out the focus I'm finding the charts lock up. My question is, is this simply not going to be possible with NinjaTrader 8 and should I just give up the attempt? Is there a limit to the amount of tiny rectangles I can draw even using all of the techniques recommended for SharpDX? If I were to zoom way out on a 1 second chart and have millions of these rectangles is NT8 not going to be able to handle that? Thanks

[NinjaTrader_Emily]

Hello gspaulding,

Thank you for your post and welcome to the NinjaScript forum community!

There are some best practices for SharpDX resources. For example, for any device-dependent resources, the objects should be created and disposed of any time the RenderTarget is updated. Zooming in/out of a chart counts as updating the RenderTarget, so it sounds like this might be having a performance impact. The SharpDX best practices are listed here:

https://ninjatrader.com/support/helpGuides/nt8/index.html?using_sharpdx_for_custom_chart_rendering.htm#BestPracticesforSharpDXResources

We also have some general NinjaScript performance best practices listed here:

https://ninjatrader.com/support/helpGuides/nt8/index.html?ninjascript_best_practices.htm#Performance

I suggest taking a look at those pages and seeing if any of those best practices apply to your script.

If you have any additional questions or concerns, please let me know.