Nt8 lagging

[zacwhitesi]

Chart Time indicator to find Lag in seconds and milliseconds

https://ninjatrader.com/support/foru...163#post815163

Thanks whiterhino for the indicator. I've jazzed it up a little. Added my own improvements to the code and properties.

Important things to know about this indicator:

• Your computer's time clock Must match the NIST Internet time service as perfectly as possible. If the computers clock is behind NIST by 1/2 a second then this indicator will show a lag of 500 milliseconds plus any chart lag. The difference between your computer's clock and NIST will always skew this indicators calculation.
• Use a program like Dimension 4 to synchronize and correct your computer's time clock every morning before you start NT.
  • Most computer clocks have a large amount of drift. In other words, they aren't that accurate.
• After synchronizing the clock, run the indicator in the early morning when volatility is relatively low before the the markets open. Values less than 75 are good starting values, and shows computer's clock is sync'd with NIST relatively good.

[AndyM]

This is a technical support forum. While we are incredibly tolerant of posts that venture on the side of non-constructive criticism, we do on rare occasion remove posts. In this case, the post in question was the very 1st post from newly registered user and found it highly suspect.

Id have to agree with this, the poster sounded like he was beyond competent in using a computer yet his comments from someone with his experience didn't make sense.


On a side note regarding lagging , I don't have any lagging issues anymore, not like before.

[NinjaTrader_Ray]

Well, given Darquer's savage takedown of Ninjatrader, I don't wonder that they wanted to bury that post. I'm glad that they let my copy of his remarks show on the thread. I suspect that there's some other reason (rather than simply dropping posts that are critical of NT), but it's hard to imagine what would cause some posts to disappear and some to show up like normal. I'll be interested to see how this works out.
NT techs, care to weigh in?
Tasuki

This is a technical support forum. While we are incredibly tolerant of posts that venture on the side of non-constructive criticism, we do on rare occasion remove posts. In this case, the post in question was the very 1st post from newly registered user and found it highly suspect.

[Tasuki]

It seems I was not the only one who couldn't trace the post. Thanks for bringing this up Tasuki and hopefully someone will look into this and explain what happened.

Well, given Darquer's savage takedown of Ninjatrader, I don't wonder that they wanted to bury that post. I'm glad that they let my copy of his remarks show on the thread. I suspect that there's some other reason (rather than simply dropping posts that are critical of NT), but it's hard to imagine what would cause some posts to disappear and some to show up like normal. I'll be interested to see how this works out.
NT techs, care to weigh in?
Tasuki

[mbesha]

same query

It seems I was not the only one who couldn't trace the post. Thanks for bringing this up Tasuki and hopefully someone will look into this and explain what happened.

[Lancer]

For anyone using that ChartTime lag measurement script posted above by whiterhino, what lag times are you getting, particularly at market open and close?

Are you keeping the local computer time synchronized with a time server such as time.nist.gov?

[i2w8am9ii2]

Hi Ray,

Sorry for my delay in responding, I did not get an email notification that you replied to my post.

I appreciate your reply and your suggestion to contact support. Thanks.

I apologize for my tone in my post, I did not mean to be rude; I was just extremely frustrated at the time.

The Ninjatrader support team is hard working and very helpful and Ninjatrader is a great trading platform.

I do appreciate everything that you folks do and your trading platform very much.

Thanks again,

[whiterhino]

Chart Time indicator to find Lag in seconds and milliseconds

Hi,
If anyone wants a little help to quantify your discussions on chart lag or DOM lag, here is an simple indicator I use to compare Chart time vs DOM time. (NT8 version 8.0.12.0)

It will display three things in the upper right corner of the chart:

• The core time of NT8
• The chart time of NT8
• The difference of the two times (if the Chart time is behind the core time, it will be a negative number).

EXAMPLE
Here is an example of what you will see in the upper right corner of your chart when you load the indicator on your chart:

12:29:28:529 12:29:28:257 -00.272

This shows the core NT time the DOM runs on, the Chart time (the chart only prints bars up to this time), and the difference in the two times in seconds.milliseconds.


USE
I watch this indicator near the start and end of the regular session when my charts will typically lag the market. While trading these times or any other high volume times, when I see a chart lag, I then use the DOM to ensure I see the fastest pricing information that NT8 offers (that I have found).

MINIMIZING CHART LAG
There are lots of ideas in this thread on what to do. I also opened a Ninjascript Editor and unchecked any indicators I created or loaded into NT8 so they would not compile. For me, that was an additional help as some of my test indicators may have introduced lag into the system (ask NT about this as it is only my observation).


PROPERTIES SETTINGS
In properties, you can change when the text turns to Yellow or to Red using two different tolerance settings. I set the first tolerance at 0.3 (300 milliseconds) which will display Yellow text when exceeded, then at a 1 second lag (default), it will show the text as Red text when exceeded. Change the levels to whatever level of chart time difference you like to show Yellow or Red text color changes.

LOG
In an Editor window, you can comment out the "Print" lines of this script with two forward slashes if you do not want to monitor the printing history (via a Ninjastript Output window) of any potential chart lag throughout the day bar by bar.


DEVELOPERS
You will see some commented-out bid/ask code in this script. I was going to add bid and ask differences as another area to monitor but never finished researching if that would work or not. Feel free to update my simple script with this information or feel free to update it to run more efficiently in general if you find any issues as I am not a professional c# developer. It runs fine for me for a few months every day, all day.

DISCLAIMER
This indicator is not for use in live trading and is only a testing script to aid you while troubleshooting any issues you may have. No guarantees are made.

[imalil]

an1952, are you running identical indicators on all these platforms and having problems only on NT8?

[imalil]

Just an FYI: I shut off my data feed one hour after the open because of cursor lag, CPU and RAM getting too high, and DOM and chart had a 10+ point price difference. After I stopped the feed, chart price kept moving for 5 more minutes, which was the difference between chart time and actual TOD.

[glennts]

It might be helpful to recognize that although a co-located VPS will solve the order placement latency issues between NT and the exchanges, you will still have latency problems between you and the VPS servers. This is most noticeable when using Chart Trader to place / adjust orders and the on screen action confirmations that normally are reasonable instant are now lagged. Relative to where you sit, NT is remotely hosted and immediacy is lost. If you start clicking away in response to lack of immediate feedback from the VPS you will lock up NT just as it would on your desktop. The true edge gained from VPS is in strategy automation where decisions are being made microseconds away from the order servers and not in discretionary trading where your decisions may take a few seconds and then must be sent to the VPS before being forwarded to the exchange. And if you enable order confirmation you might as well not even turn on your computer. This past week the NQ spread has been gaping up to 4 ticks above and below last traded price in micro seconds while moving $300+ in less that 60 sec. You can't step into the middle of that extreme HFT storm and expect your remotely controlled NT installation to fill your pockets let alone keep you out of trouble, especially if you are making decisions that don't reflect the immediate market conditions. I used a VPS for 6 mos as a discretionary trader and for the reasons you experienced I realized there was no advantage to be found. I currently use Rithmic's DOM for order placement. Rithmic's servers are in the same building as the Globex servers and on those occasions when NT7 / NT8 are lagging the RT DOM has had no issues. The average ping time from my TX location to Rithmic's Chicago server averages 50ms over WiFI broadband.

[NinjaTrader_Ray]

Hello Ray, latest build - 12.0

OK thanks.

[NinjaTrader_Ray]

VPS Lagging, Stalling, Froze Twice

Hello,

I am now using NT7 on a VPS located near the Chicago servers. There was always a delay for my trade execution after I pressed the buy/sell button, but now there is also a significant delay when trying to grab my stop-loss or profit target and move it, using Chart Trader.

In addition, when trying to switch over to another market where the price was taking off, NT7 on the VPS froze on me, on two separate occations. I had to disconnect and then reconnect, but that took to long, I missed the price move.

I had a huge losing day when simulated trading this morning, because of all these problems. I have been scalp trading using 5 contract and 10 contract positions, so a 1, 2, or 3 Tick loss due to the platform stalling is significant and adds up, if such losses occur multiple times.

I was very profitable using this scalping strategy recently, but today was a disaster because NT7 was especially slow while the markets were especially fast. I couldn't move my profit target to take profits fast enough, then those sizable profits would turn into a huge loss, over and over again.

So when using NT8 on my home PC I have a lagging and freezing problem. And when using NT7 on a VPS I have a lagging problem.

This lagging problem could mean the difference between being able to be a profitable day trader and becoming a day trader that blows up his account and loses all his trading funds.

What would be the cause of this lagging on NT7 while using a VPS? Is it the VPS connection? Maybe the VPS is now leasing out too many blocks of server space? Maybe I need to sign up to lease the more expensive (hopefully faster) VPS? Something on Ninjatraders side? Third party indicators? Bugs in the code? I use 1 day for my 1 minute chart and 4 Range chart, do we need a half a day option?

I am trying to day trade in a safe and hopefully profitable way, instead I have to be a troubleshooting technician each week, at risk of huge losses in the markets due to a lagging slow platform.

And once again, the solution is...?

Please write into support and reference this thread since I believe you will be best served this manner. That being said, if you are on a shared server that might be overloaded and/or overloaded due to volatility I am quite sure you will already be at a disadvantage trying to manage the RDP remotely.

[brucerobinson]

Hello Ray, latest build - 12.0

[i2w8am9ii2]

VPS Lagging, Stalling, Froze Twice

Hello,

I am now using NT7 on a VPS located near the Chicago servers. There was always a delay for my trade execution after I pressed the buy/sell button, but now there is also a significant delay when trying to grab my stop-loss or profit target and move it, using Chart Trader.

In addition, when trying to switch over to another market where the price was taking off, NT7 on the VPS froze on me, on two separate occations. I had to disconnect and then reconnect, but that took to long, I missed the price move.

I had a huge losing day when simulated trading this morning, because of all these problems. I have been scalp trading using 5 contract and 10 contract positions, so a 1, 2, or 3 Tick loss due to the platform stalling is significant and adds up, if such losses occur multiple times.

I was very profitable using this scalping strategy recently, but today was a disaster because NT7 was especially slow while the markets were especially fast. I couldn't move my profit target to take profits fast enough, then those sizable profits would turn into a huge loss, over and over again.

So when using NT8 on my home PC I have a lagging and freezing problem. And when using NT7 on a VPS I have a lagging problem.

This lagging problem could mean the difference between being able to be a profitable day trader and becoming a day trader that blows up his account and loses all his trading funds.

What would be the cause of this lagging on NT7 while using a VPS? Is it the VPS connection? Maybe the VPS is now leasing out too many blocks of server space? Maybe I need to sign up to lease the more expensive (hopefully faster) VPS? Something on Ninjatraders side? Third party indicators? Bugs in the code? I use 1 day for my 1 minute chart and 4 Range chart, do we need a half a day option?

I am trying to day trade in a safe and hopefully profitable way, instead I have to be a troubleshooting technician each week, at risk of huge losses in the markets due to a lagging slow platform.

And once again, the solution is...?