Hello,
This is a follow up to issues raised here Platform Price Line indicator issue, resulting in chart lag - NinjaTrader Support Forum
I felt it warrants a new Topic because the previous Subject description is no longer appropriate.
The previous thread went to email IIRC. NT8 revision updated .net to 4.8, a dive down that rabbit hole at MSDN etc uncovered problems with wpf rendering with .net 4.5 which NT8 was using, and the rendering method used by the stock PriceLine indicator. Since updating to .net 4.8 no more problems with PriceLine with or without TickRefresh indicator applied.
Next suggested was custom OHLC indicator's rendering method used - simply a combination of the stock platform Current and Prior Day OHL indicators using their same rendering method.
I was asked to test using only stock OHL indicators which I have done.
Following are summary findings -
The 'Test' conditions I have used can be assumed to always be good e.g. internet ping speed (@100ms)/quality to CQG servers checked good in advance, 1 workspace open, no other software running etc. etc. PC hardware is way beyond Ninja minimum recommended specification.
I have employed ChartLagTime and Chart Lag Measurement indicators. These indicators are extremely light on resources but are necessary to readily see chart lag. I have used 2 for comparison and they report the same. I use an internet timeclock refresh (NTP iirc) which refreshes at DOS attack speeds (to eliminate timeclock sync induced 'false lag' reporting/error).
Test Workspace Single - 1 chart window, 1 DataSeries - NQ, Candlestick style, 15 Tick, 1x Current day OHL, 1x Prior day OHLC, 1x PriceLine stock platform indicators
No chart lag of significance (<200ms)
As above but 4x Current/Prior OHLC indicators. No chart lag of significance
Test workspace Multiple - 3x chart windows 5m, 10s, 5t each: 4 DataSeries - NQ 1x ETH Session Candlestick style, 1x Overnight Session/1x RTH Session/1x London Session each LOC Transparent; each Data Series 1x Current day OHL, 1x Prior day OHLC plus PriceLine on ETH Data Series.
The objective is, in chart/trading terms, conceptually extremely simple and straightforward - to display the Current and Prior Day OHLC of each Trading Session on 5m, 10s and 15t charts.
Chart lag issues:
1) - the chart may lag by typically 1-2 seconds, perhaps rising up to 5+, related to volatility, and may last for low seconds up to a minute. Basically this correlates with tick data whereby it seems NT cannot process faster than incoming. If this is marginal or short duration when incoming data reduces NT catches up. Until another wave of data overwhelms, subsides and then catches up.
2) - 1) may become cumulative i.e. overwhelmed either by a large amount causing greater time lag rising to many seconds, and sustained, at which NT cumulatively falls behind i.e. the overload becomes pernicious and cannot clear the backlog until incoming data subsides significantly. The lag may become large in absolute terms and may take 10s of minutes to 'get ahead' and start to make progress in clearing the now substantial backlog. The greater the cumulative lag, the longer the time to clear.
1) & 2) both render the instrument impossible to trade.
Without the aid of Chart Lag measurement indicators, the imposition of the 250ms chart refresh limitation otherwise obfuscates the issue from users' awareness.
I have the same chart setups for YM, RTY and ES along with NQ in a single workspace and do not experience this issue on the other instruments (and in which I have Current Week OHL, Prior Week OHL, Repeaterv2.2 drawing Session Range HL, Opening Ranges, TickRefresh etc)., nor on Currencies Futures etc.
Do you have any suggestions as to how this may be resolved?
Kind regards,
This is a follow up to issues raised here Platform Price Line indicator issue, resulting in chart lag - NinjaTrader Support Forum
I felt it warrants a new Topic because the previous Subject description is no longer appropriate.
The previous thread went to email IIRC. NT8 revision updated .net to 4.8, a dive down that rabbit hole at MSDN etc uncovered problems with wpf rendering with .net 4.5 which NT8 was using, and the rendering method used by the stock PriceLine indicator. Since updating to .net 4.8 no more problems with PriceLine with or without TickRefresh indicator applied.
Next suggested was custom OHLC indicator's rendering method used - simply a combination of the stock platform Current and Prior Day OHL indicators using their same rendering method.
I was asked to test using only stock OHL indicators which I have done.
Following are summary findings -
The 'Test' conditions I have used can be assumed to always be good e.g. internet ping speed (@100ms)/quality to CQG servers checked good in advance, 1 workspace open, no other software running etc. etc. PC hardware is way beyond Ninja minimum recommended specification.
I have employed ChartLagTime and Chart Lag Measurement indicators. These indicators are extremely light on resources but are necessary to readily see chart lag. I have used 2 for comparison and they report the same. I use an internet timeclock refresh (NTP iirc) which refreshes at DOS attack speeds (to eliminate timeclock sync induced 'false lag' reporting/error).
Test Workspace Single - 1 chart window, 1 DataSeries - NQ, Candlestick style, 15 Tick, 1x Current day OHL, 1x Prior day OHLC, 1x PriceLine stock platform indicators
No chart lag of significance (<200ms)
As above but 4x Current/Prior OHLC indicators. No chart lag of significance
Test workspace Multiple - 3x chart windows 5m, 10s, 5t each: 4 DataSeries - NQ 1x ETH Session Candlestick style, 1x Overnight Session/1x RTH Session/1x London Session each LOC Transparent; each Data Series 1x Current day OHL, 1x Prior day OHLC plus PriceLine on ETH Data Series.
The objective is, in chart/trading terms, conceptually extremely simple and straightforward - to display the Current and Prior Day OHLC of each Trading Session on 5m, 10s and 15t charts.
Chart lag issues:
1) - the chart may lag by typically 1-2 seconds, perhaps rising up to 5+, related to volatility, and may last for low seconds up to a minute. Basically this correlates with tick data whereby it seems NT cannot process faster than incoming. If this is marginal or short duration when incoming data reduces NT catches up. Until another wave of data overwhelms, subsides and then catches up.
2) - 1) may become cumulative i.e. overwhelmed either by a large amount causing greater time lag rising to many seconds, and sustained, at which NT cumulatively falls behind i.e. the overload becomes pernicious and cannot clear the backlog until incoming data subsides significantly. The lag may become large in absolute terms and may take 10s of minutes to 'get ahead' and start to make progress in clearing the now substantial backlog. The greater the cumulative lag, the longer the time to clear.
1) & 2) both render the instrument impossible to trade.
Without the aid of Chart Lag measurement indicators, the imposition of the 250ms chart refresh limitation otherwise obfuscates the issue from users' awareness.
I have the same chart setups for YM, RTY and ES along with NQ in a single workspace and do not experience this issue on the other instruments (and in which I have Current Week OHL, Prior Week OHL, Repeaterv2.2 drawing Session Range HL, Opening Ranges, TickRefresh etc)., nor on Currencies Futures etc.
Do you have any suggestions as to how this may be resolved?
Kind regards,
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