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    Question on how chart caching works

    I am interested in how chart caching works on an intra-day basis. Is it fair to assume the following:

    1. Tick-based and time-based data are stored in different cache pools. This appears to be true based on what happens when I hit 'reload data'... all time-based charts refresh or all tick-based charts refresh, but not both.

    2. If I have two windows open and receiving data, one loaded with instrument A, and one with instrument B, and then a third window... is it true that when I switch between instrument A and B in the third window that it will pull data straight from the memory cache for each of these without requiring any hit to the historical data server to retrieve it? In other words, the fact that I have windows A and B open and running means that I never have to go over the internet to retrieve intra-day data for those two instruments since they are already streaming in and held in memory, and I can switch between them quickly, correct?

    Thanks!

    #2
    Hi Trader_55,

    Thanks for your post.

    1) You are correct about the tick and minute data. These are saved in separate files.

    Tick, Second, Renko, Range, Volume, and Kagi all use tick data.
    Minute and Hour use Minute data
    Day, Week, Month use Daily data

    The Second bar type is time based but does use tick data.

    2) Whether a chart will have to re-load from the server depends on whether you are saving chart data as historical data.

    To check this:
    • Click Tools -> Options... -> select the Data tab
    • Look for the check on Save chart data as historical


    If this is checked then a new chart will not have to download the historical data. If this is unchecked then it will.
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      Thanks Chelsea... I just want to be clear on the second point, because I'm not sure that it sounds right. My understanding is that the "save chart data as historical" option will save the data to disk, and that when you open a new chart, if this option is selected, it will first read from the disk and then go to the server afterwards to get data for a particular instrument.

      However, my example above noted that I already had two charts open and running in memory, which is a different situation. What I am trying to figure out is the following:

      Let's say I have a one-minute chart open for CL, and another open for NG (futures contracts, using Zen-Fire connection). Lets say that I have a third chart which is also time-based. Let's say that data is streaming in live over the connection. If I change the third chart from CL to NG, is it going to have to go and hit the historical data server to get that information, or is it going to know that there is already a 1-minute chart open for that contract and holding the data in memory, so it doesn't need to go back to the server? I would think that this is the way it would be programmed, and this should have nothing to do with the Save Historical Data option, correct? Just trying to confirm how it works.

      Thanks!

      Comment


        #4
        Hi Trader_55,

        Each chart is its own instance and takes its own space in memory.

        This means that if you are getting live data on a CL 12-13 1 minute chart and you have left that running for an hour and the Save chart data as historical is not checked, then when you open a new chart to the CL 12-13 1 minute NinjaTrader will download that last hour of data for the new chart.

        If the chart data is saved as historical, the new chart will pull the saved historical first, and then check with the server to see if any data is missing. If there is missing data it will download this.
        Chelsea B.NinjaTrader Customer Service

        Comment


          #5
          Originally posted by NinjaTrader_ChelseaB View Post
          Hi Trader_55,

          Each chart is its own instance and takes its own space in memory.

          This means that if you are getting live data on a CL 12-13 1 minute chart and you have left that running for an hour and the Save chart data as historical is not checked, then when you open a new chart to the CL 12-13 1 minute NinjaTrader will download that last hour of data for the new chart.

          If the chart data is saved as historical, the new chart will pull the saved historical first, and then check with the server to see if any data is missing. If there is missing data it will download this.
          Thanks Chelsea... just as a suggestion, perhaps this can be changed in NinjaTrader 8. It would make more sense to have a global cache of some kind for storing already running chart data, so you could avoid going to the server (over the internet), and/or hitting the disk (to grab the data there) every time a chart is changed (or even if a new chart is opened). It would also mean that you wouldn't have to be saving historical data to the disk all the time, which slows performance. If it worked as I described, that would show increased performance for loading data in new and existing charts, which I think could improve the product. Perhaps you can suggest it to the team for the next version.

          Thanks!

          Comment


            #6
            Hi Trader_55,

            Thats a great suggestion.

            I am submitting this to our development department as a feature request in your behalf.

            Thank you for your feedback and suggestions. We value your opinions and they will be considered in our feature discussion for a future NinjaTrader release.
            Chelsea B.NinjaTrader Customer Service

            Comment


              #7
              Chelsea:

              Where does one find Help literature re NT7's Point and Figure charts?
              Specifically, I need to know how to properly set up a chart.
              What seems available concerns very fine points, ninjascript, etc.; and there does not seem to be any videos on the subject.

              Using .1000.16 and the Data Series screen behind a right click on the chart page. It acknowledges PointAndFigure under Type, but in the Chart Style the style is fogged and the chart only shows red and green bars with no wicks or tails. The typical PnF columns with X's and O's do not appear.

              Thanks.

              Comment


                #8
                Hi ntfrog,

                There isn't much information on setting up Point and Figure charts. In the help guide Point and Figure is explained in the Bar Types section, however, it doesn't mention how to set this up.
                http://www.ninjatrader.com/support/h.../bar_types.htm

                May I have a screenshot of your chart and a screenshot of the data series parameters?

                To send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.

                For detailed instructions please visit the following link
                http://take-a-screenshot.org/
                Chelsea B.NinjaTrader Customer Service

                Comment


                  #9
                  Thank you for the prompt response.

                  FYI, I changed the background to grey just to see if there was the x/o behind and there was not.

                  Click image for larger version

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                  Click image for larger version

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                  Comment


                    #10
                    Hi ntfrog,

                    Thanks for sending the screenshot.

                    Because you are looking at a daily interval and your reversal is set to one, you are looking at X's and O's that are stacked on top of each other and just sort of look solid. Really its just a very large amount of X's or O's that are piling up on top of each other.

                    Try reducing to a smaller bar type or try increasing the box size so that less X's and O's are made.
                    Chelsea B.NinjaTrader Customer Service

                    Comment


                      #11
                      Chelsea:

                      You will notice the Reversal was set at 3 so you may have meant to refer to one of the other boxes. Experimented with different values in the Box Size and the Base Period Value (5, 10) with no results. Not sure what else is adjustable.

                      How do I make the bar in this context "smaller"?

                      Thanks.

                      Comment


                        #12
                        Hi ntfrog,

                        Please set Base period type to Day, Base period value to 1, Box size to 20, and reversal to 3, with 365 days to load.

                        Then click OK and take a screenshot of the chart. (You should clearly see X's and O's).

                        To reduce the bar type, change Base period type to Minute and Base period value to 5.
                        Chelsea B.NinjaTrader Customer Service

                        Comment


                          #13
                          PnF

                          Chelsea:

                          We may be making headway.
                          Attached Files

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