Market Analyzer very very slow

[alexpeul]

First of all I want to say I've been playing with NT 8 for a few days now and I really like the product. I'm interested in charting, technical analysis, and building custom indicators/strategies.

The one place where I got stuck is stock screening. I found market analyzer to be the closest feature to a screener, however it is so slow. I'm using kinetick EOD data stream. I loaded Nasdaq 100 instrument list and added 2 custom indicator columns to test the functionality. Nothing fancy, just 5 day EMA and 9 day CCI. 15 min later, after I had breakfast, the columns were still not filled.

Am I doing something wrong? Is there another feature I can use for screening?

Thanks in advance for your help!

[NinjaTrader_Ray]

Hi alexpeul,

Glad you really like NinjaTrader 8.

Loading a Market Analyzer with 100 stocks and simple indicator columns should take less than 30 seconds to load.

Via right mouse click in the Market Analyzer --> Columns menu, select your indicator column and check the Properties.

Data Series --> Should be configured to Type = "Day"
Time frame --> Days back should be set to 20 days to be safe

[alexpeul]

Thanks for the quick response, Ray. Setting Days Back to 20 did the trick and the two columns populated in about 1 minute for Nasdaq 100. And took about 7 minutes for S&P 500.

I monitored CPU, Disk and Network, but none of them was loaded during that time. So where is the bottleneck? If it takes minutes to calculate a few hundred values on two basic indicators on EOD data, I'm worried how long is this going to take on minute data. Is this even usable intraday? I'm using RC1 64 bit.

Please help me understand how to screen.

Thanks again,
Alex
.

[NinjaTrader_Brandon]

Hello Alex,
Thanks for your reply.
You can reach maximum resource usage without having your CPU at 100%. After the initial load often times everything will operate smoothly. It just takes time for the initial calculations when loading many instruments. I would recommend testing NinjaTrader with a live data feed.

[alexpeul]

Do you have some performance metrics using the live data feed.
How long it takes to load the Market Analyzer with a couple custom indicator columns on 100, 1000, US universe.
How long for the initial load. How fast are the updates after that.
On daily, hourly, minute.

Thanks,
Alex
.

[NinjaTrader_Ray]

Ultimately, variables such as internet connection, computer, data feed provider can impact performance and the only true way to tell is to test yourself.

On a decent laptop on a home Comcast cable connection performance of Nasdaq 100 through Kinetick with two indicator columns applied on 1 minute data with 2 days lookback period:

- 30 seconds on first time load
- 20 seconds on subsequent restarts of NinjaTrader
- Updates on each grid cell after that is real-time