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Performance question on bars lookbacp

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    Performance question on bars lookbacp

    I am just wondering - I have a few 15 second charts set to calculate on each incoming tick (actually they show Level 2 changes in bids/offers, so the chart updates even more frequently than every tick).

    Does it make any performance difference how many bars look back I have on these charts? I would like to set the lookback period to about 12000 bars, in order to be able to show global draw objects as far back as a couple of days (i.e. trendlines, horizontal lines, etc.)

    So, two questions:

    1. If the chart is refreshing on every OnMarketDepth() call, does it slow the system down in any way if there are more bars lookback? I am only showing the most recent hour or so of data, so the rest is not actually seen.

    2. Does it make any difference if there is a drawn object on the screen? If I have a trendline going back a couple of days, does that have to be recalculated and redrawn somehow with every chart refresh, thereby slowing the system down?

    I'd like to know for performance reasons... thanks!

    #2
    Hi Trader_55,

    1) More days to load will increase the initial time needed to display your chart, but unless your indicators use a large lookback, they will not impact CPU performance for real time calculations. They are loaded in memory though, so it could impact your performance if you don't have enough RAM or are pushing the windows memory limits.

    2) Historical drawing objects should not impact performance much.
    Ryan MNinjaTrader Customer Service

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      #3
      Originally posted by NinjaTrader_RyanM View Post
      Hi Trader_55,

      1) More days to load will increase the initial time needed to display your chart, but unless your indicators use a large lookback, they will not impact CPU performance for real time calculations. They are loaded in memory though, so it could impact your performance if you don't have enough RAM or are pushing the windows memory limits.

      2) Historical drawing objects should not impact performance much.
      Thanks - all my indicators are set to calculate on bar close = true, and the charts are already looking back enough bars to show the full indicator calculation anyways. (Incidentally, they are all set to the standard setting of "TwoHundredFiftySix").

      Anyways, I guess I will try it and see how it goes...

      Comment

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