SIMD calculations / vector use in Ninjatrader

[robbymane]

Hello,

I am developing custom indicators using NinjaScript in NinjaTrader and have a couple of questions regarding performance optimization:

1. Vectors: Does NinjaScript support the use of vectors (from the System.Collections.Generic namespace or any other relevant namespace) for indicator development? Are there any specific considerations or limitations I should be aware of?
2. SIMD: Can we utilize SIMD (Single Instruction, Multiple Data) intrinsics or libraries such as System.Numerics.Vectors in NinjaScript for parallel processing? If supported, are there any guidelines or limitations we need to consider?
3. Can we use pointers?
4. GPU?
5. use unsafe compile?

I have been trying to do so but always get Context errors.
Thank you for your assistance.

[NinjaTrader_Jesse]

Hello robbymane,

NinjaTrader uses C# as its language so you would have access to any of the items contained in the C# framework or references that you add. We don't have any specific guidance for using C# libraries, if there is something in that namespace that you wanted to use you could certainly look up examples online and try it to see how it works in your script.

NinjaScript does not support using custom threading or parallelism, you would need to execute code based on the events of the platform using the overrides given.

There are not any use cases where using pointers would be needed in NinjaScript.

[robbymane]

ok thank you