Over time, some of these strategies have ballooned to hundreds of lines. The vast majority is just assigning values to variables, and/or logic, and some basic indicator references (getting moving average values for example). My strategies tend to be run on Range bars and are COBC = FALSE.
My question is: is there a way to determine how much actual time Ninja takes to update a strategy for a tick? Or, some other performance metric(s) that tells me how much the strategy is impacting the available resources.
So far I haven't had any problems, but as I add more instruments and the strategies become ever more complex, I'd prefer to know, ahead of time, where I might get in trouble.
What is best way to monitor system performance and/or anticipate problems? Or is it really just a subjective and empirical thing, just need to wait and watch for any problems?
Comment