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Poor performance with constant volume charts

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    Poor performance with constant volume charts

    My trading system requires that I look at constant volume bar charts (intervals from 49 to 117649, or multiples of 7). I recently tried opening a 2401 constant volume bar (ES) chart with a look back period of 30 days. However, I find that it takes forever to load. In fact, I had to stop the entire NinjaTrader process after 10 minutes since the app seemed to have locked up.

    I have a fairly recent Core Duo machine with 4GB or ram, so computer resources shouldn't be a problem. In fact, I've used MultiCharts with a workspace of 6 CVB charts and it usually only takes around 5 minutes to load. Some of these charts have a look back period of 1 year.

    Why is there such a huge difference in performance between NinjaTrader and MultiCharts? Why can't NinjaTrader handle constant volume bar charts with long look back periods? Is there some way to improve performance in the next release?

    Thanks and regards.

    #2
    Hey,

    When you load these charts, do you have any indicators on the chart with a template, or are they bare?

    If they have indicators, try to load without them and see. Maybe an error some where or an inefficient programming is causing the process to slow, or infinite loop.
    mrlogik
    NinjaTrader Ecosystem Vendor - Purelogik Trading

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      #3
      Hello ch33ch,

      If the issue persists without any indicators applied on your chart please tell me what connectivity provider you are connected to when creating these charts.

      Does this occur with other instruments as well?
      JasonNinjaTrader Customer Service

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        #4
        Hi Jason,

        Thank you for your response, so far I'm only looking at the e-minis. I am loading the charts without any indicators and the data provider I use is e-Signal. To isolate the problem, I've tried using the historical data I've imported into the Ninja database, i.e. load the chart without connecting to e-Signal.

        Anyways, I tried loading a 30-day ES 2401 constant volume bar chart again. This time, it didn't hang but it still took around 1.5 minutes to load. I also monitored my system performance during the loading stage. I found that Ninja used up around 80% of my system memory while the chart was trying to load. CPU load fluctuated between 30% to 100%. This is worrying to me because I have a custom strategy that needs to add a second bar series (with a different CVB) to trigger certain signals. Does this mean the chart will take twice as long to load or will it bring down my system altogether? I don't want to continue my custom strategy development until I know Ninja can efficiently handle large workspaces/databases.

        Thanks and regards.

        Comment


          #5
          Due to the high volatilty of the market recently (volume in some markets is 6 times more than usual) you can experience longer loading times.

          Please take a look at the following link, which will provide you helpful tips to improve the performance of NinjaTrader.
          http://www.ninjatrader-support.com/H...anceTips1.html
          JasonNinjaTrader Customer Service

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