PC ressources (CPU) - dataseries

[tonynt]

Hello,

I want to ask please when running script-strategies and having volumetric dataseries (of another instrument) added eg "AddVolumetric("ES 09-21", BarsPeriodType.Range, 4, VolumetricDeltaType.BidAsk, 1);" if this needs more cpu (as I know already that volumetric needs more pc ressources) than having running the strategies on primary dataseries volumetric and adding other dataseries needed (1 min and 4 Range).

When running 5 scripts this might be important for not freezing...

Thank you!

Tony

[NinjaTrader_ChrisL]

Hi Tony, thanks for your post.

This would require more CPU. More data added to the script will always translate to greater CPU usage.

Best regards,
-ChrisL

[tonynt]

Hi Chris,

this is true of course! But I thought I have translated correctly my question what it is about....sorry if I did not...I try different way...

A: primary dataseries is volumetric 4 Range, added dataseries is 1 min and 3 Range
B: primary dataseries is 3 Range chart, added dataseries is 1 min and volumetric 4 Range

Does B require more CPU than A (because in B the volumetric is added and not primary dataseries)?

Depending from the answer I have to adapt the scripts to run it on range or volumetric-range (which I´d prefer to see bidask as well).

Thank you!
Tony

[NinjaTrader_ChrisL]

Hi Tony, thanks for your reply.

The Volumetric bars are built from a 1 tick series no matter what the primary series is, so the amount of CPU usage would be around the same. The best way to test would be a performance analysis tool that will monitor the CPU usage while it is under a work load.

Best regards,
-ChrisL

[tonynt]

Hello,

thank you for your reply. From this I have one question more please: isn´t Rangebars and Tickbars also built from 1 tick series? So is there a difference for PC (CPU....) if running eg a 3 RangeBar Chart or a VolumetricChart with 3 Range? Is there a difference when running eg a 1000 Tickchart or a volumetric with 1000 Tick?

Thank you!
Tony

[NinjaTrader_ChrisL]

Hi Tony, thanks for your reply.

Range and Tick bars are built from tick data. There would be a slight performance difference between a 1000 tick chart and a 1000 tick volumetric chart just because of the extra processing the volumetric chart needs to do with the bid/ask data. The difference between this is so small it's negligible.

Best regards,
-ChrisL