Store Range Bars Once They Are Created

[jvracing]

I have been using NinjaTrader for many months now, and really like the range bars. The thing I hate about them is how slow it is to work with any large date range, particularly if you have a strategy that uses multiple length bars.

If I run my strategy in the Strategy Analyzer over 5 months of data on a 5 minute chart, it takes a couple seconds. If I run this same strategy on range bars, it takes over a minute, because every single bar must be recreated every time I run a backtest.

Heaven help me when I'm running a strategy that uses three different lengths of range bars! I literally cannot run it on more than a few weeks of data or it freezes NinjaTrader completely and I have to reboot my machine.

It seems like it would be an enormous help for NinjaTrader to record the range bars it creates. That way, on every subsequent request for that length of range bar, it can be as fast as when I'm accessing minute bars, instead of requiring it to rebuild every bar from tick data again and again and again, forever!

Is there some reason NinjaTrader cannot store the range bars it creates for future use? I would LOVE to see this enhancement in a future version. At this point it makes range bars almost unusable for backtesting.

[NinjaTrader_Ben]

Hello,

I will submit your suggestion to our development department for consideration. Thank you!

[RJay]

I have been using NinjaTrader for many months now, and really like the range bars. The thing I hate about them is how slow it is to work with any large date range, particularly if you have a strategy that uses multiple length bars.

If I run my strategy in the Strategy Analyzer over 5 months of data on a 5 minute chart, it takes a couple seconds. If I run this same strategy on range bars, it takes over a minute, because every single bar must be recreated every time I run a backtest.

Heaven help me when I'm running a strategy that uses three different lengths of range bars! I literally cannot run it on more than a few weeks of data or it freezes NinjaTrader completely and I have to reboot my machine.

It seems like it would be an enormous help for NinjaTrader to record the range bars it creates. That way, on every subsequent request for that length of range bar, it can be as fast as when I'm accessing minute bars, instead of requiring it to rebuild every bar from tick data again and again and again, forever!

Is there some reason NinjaTrader cannot store the range bars it creates for future use? I would LOVE to see this enhancement in a future version. At this point it makes range bars almost unusable for backtesting.

Hey All,

I just switched over to range bars and want to second this request.

Thanks,

RJay

[NinjaTrader_Ben]

Hello,


OK, thank you for your feedback!

[Owlman]

Similar thing with tick charts. They take MUCH longer to run in Strategy Analyzer than minute charts, which are very quick.

Also noticed that when I click the chart tab in SA it seems to run the test again, i.e. can take minutes to load the charts. Also, if I update the strategy, then go back to SA and click anything it seems to run the strategy again (another enforced coffee break...) even if I didn't want it to do that. Maybe I wanted to change some parameters or something... :-(

[NinjaTrader_Ben]

Hello,

OK thank you for your feedback!