Time periods and CPU usage

[arbuthnot]

Hi everyone

I'm guessing but I'd imagine it's the case that whatever the time period selected on a chart, NT7 does the calculations in seconds.

For example, I'd guess that NT7 sees 60 mins as '3600 secs' and '6m Is' as '3601 secs' and calculates accordingly.

The reason for saying this is that I'm considering using 'non-standard' time periods (mainly so I can be out of synch with other traders and not trade when they trade).

My question is this: does NT7 calculate 3601 second bars with as much 'efficiency' as 60m bars bars? Or is there indeed a CPU load advantage of using the standard bars?

It's just a question of getting those trades out there as rapidly as possible.

Thanks in advance for any help with this.

[NinjaTrader_ChelseaB]

Hi arbuthnot,

This depends on whether you refer to historical or real time data.

Seconds and minutes are not calculated the same in historical.

Second bars are comprised of tick data. Minute bars are comprised of minute data.

There are 3 underlying bar types: tick, minute, day. Any uneven interval or inverval smaller than minute is made of tick data. This includes tick, second, range, renko, line break, kagi, and volume. Any minute based chart is minute data. Any thing larger than minute is made of daily data.

There are far less minute bars than tick bars and far less day bars than minute bars.

The higher the granularity the more work the processor has to do.


In real-time, everything is made receiving ticks. However, this doesn't cost much for cpu because its just a few ticks at a time instead of many bars at the same time.

[arbuthnot]

Thanks very much, Chelsea.

It's very interesting to see how historical differs from real-time and useful to know that there wouldn't be much CPU cost for whatever type of bar is painted in real-time.