Market Replay Lag

[habibalex]

I'm trying to run market replay with an indicator I wrote. It is running extremely slow. In addition the current time display on the market replay dialog box is staying at 9PM although the charts is now at 9:15:00. How would I go about debugging why it is breaking market replay?

[sledge]

Try different days, see if anything similar happens.

Is it a simple indicator? Try a different one to rule out the data.

[habibalex]

It's a combination of a few other indicators rolled into 1. They all individually work fine on that day.

[NinjaTrader_MichaelM]

Hello habibalex,

Thank you for writing in.

Could you please let me know how many of the indicators are calculating on each tick?

Could you please also let me know how many indicators are being rolled up into one?

Could you please confirm that everything works when you add all the indicators to individually to the same chart at the same time?

Do you have specific steps which you can take to recreate this behavior every time or close to every time?

This information will help me to narrow down the issue.

Thank you in advance.

[habibalex]

I'm only running 1 indicator on the chart, but it is using onmarketdepth and onmarketdata. I can send you the indicator through email. It causes an error every time, even if I restart ninja.

[NinjaTrader_MichaelM]

Hello habibalex,

Thank you for the update. If you could send the indicator via email to platformsupport[AT]ninjatrader[DOT]com with the subject line: "ATTN Michael M : http://www.ninjatrader.com/support/forum/showthread.php?t=80297" I will investigate this further.

Thank you in advance.

[habibalex]

Hi Mike, I've emailed you. I also noticed that the OnMarketDepth is not updating on a live chart. I believe I have the exact same code in my group indicator as the individual one that attaches the MarketDepthEvent to the OnMarketDepth function, so I'm not really sure why that isn't working either.

[NinjaTrader_ChristopherJ]

I wanted to follow up to verify if you are currently working a support member via email on the issue you reported in your previous post.

[habibalex]

Hi the problem has been solved over email. The issue was I had attached the marketDepth.Update to a custom OnMarketDepth function and when it was run on Historical Bars it was causing the lag.

The solution was to put this in OnBarUpdate

protected override void OnBarUpdate()
{
if (State == State.Historical)
			return;