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NinjaTrader not recommend using Calculate.OnEachTick

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    NinjaTrader not recommend using Calculate.OnEachTick

    Hello -

    Can I please have a product manager respond to this?

    My current hardware is:
    6th Generation Intel(R) Core(TM) i5-6400 Processor (6M Cache, up to 3.3 GHz)
    24 GB DDR4 2133MHz SDRAM Memory
    7200 RPM SATA 6Gb/s Hard Drive
    NVIDIA GeFore GTX 1050 2 GB DDR5


    I was told by a NT support that :

    That being said, in your trace files I found several things that may be causing you to run into the memory issue— there is a set of charts, or more likely the indicators attached to them, calling for intensive amounts of tick data, and for a few instruments all at the same time, which can bump up memory usage.

    2018-01-17 08:34:15:402 Cbi.Instrument.RequestBars (to Provider): instrument='6E ##-##' from='1/17/2018 8:00:00 AM' to='1/17/2018 11:59:59 PM' period='1 Tick'
    2018-01-17 08:34:16:853 Cbi.Instrument.RequestBars (to Provider): instrument='6C ##-##' from='1/16/2017 12:00:00 AM' to='1/16/2018 11:59:59 PM' period='1 Tick'
    2018-01-17 08:34:17:508 Cbi.Instrument.RequestBars (to Provider): instrument='M6E ##-##' from='1/17/2018 8:00:00 AM' to='1/17/2018 11:59:59 PM' period='1 Tick'


    Likely one of the indicators is set to calculate on each tick and this can be an extremely intensive setting and running that calculation type across several instruments or several time frames is likely to put your processing power to the test.
    Does NT not recommend that we use Calculate.OnEachTick because it will consume too much memory?

    If so, what can I do to analyze real-time tick data?

    I am no where close to using up 24 GB of memory I have with this system.

    Thanks,
    Mark
    Last edited by mmeninger; 01-24-2018, 10:25 PM.

    #2
    [nt user here]

    What is your CPU doing during all of this?

    What happens if you back down to 100 Tick/1000 Tick?

    Comment


      #3
      Hello mmeninger,

      Thank you for your post.

      I have responded to your email to provide more details here.

      We would not suggest that you do not use Calculate.OnEachTick. My colleague meant that calculating on each tick can be performance heavy.

      Please let me know if the items I sent to you in email resolve this matter.

      Comment

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