Hello,
I have some low value tick charts. for example, 20 tick nq. For performance reasons, I want to keep only 10000 bars or so on the screen. A full session worth in current type volatility is too much for NT8 to efficiently handle, once you have a few indicator plots also. The issue is, for volume profile, day range, etc. I need a full days tick data.
Solution - Set the tick series to bars 10,000 - add a new 1 minute data series (hidden) and set the volume profile which requires the full days tick data to use the minute series. The couple other indicators just plot on the limited number of bars for the tick chart and everything seems somewhat snappier (Please do correct me if my logic here is flawed - You get what I am trying to achieve, I hope).
There is a problem however. Some indicators are not plotting from the start of the tick series. In fact, if I load 10,000 bars from Fridays session, plotting of some, such as the included order flows vwap (ninjatrader coded indicator) only starts at 9pm. This is mirrored by one of my own indicators. Its not a session start thing as far as I can see.
screen shot attached. You can see where order flows vwap and my own indicator start plotting. Both are set to plot on the tick bars (displayed) and there are 9000 or so bars before that point. So why do the indicators seem to have no data prior? What am I missing?
fwiw - I believe both indicators make use of AddDataSeries( Data.BarsPeriodType.Tick, 1); (mine does). it does seem from what I can see, that the tick data is not being processed until the indicator starts plotting, whereas, i would expect the tick data to be there from the start of the 20 tick data (primary) series, no?
Also, on a performance note (suggested feature). If I set data series to have 10,000 bars, that's all I need. 10,000 bars. Running for a full session, or longer, this obviously gets out of hand. A much better solution (IMO), would be FIFO, where >10,000 bars are just dropped off the end. That way, the platform could run constantly and not get to the stage where it clogs itself up.
[EDIT] OK, in an effort to try and simplify this issue for reproduction your side, I find it is nothing to do with multiple data series at all, but I'm leaving the text above for reference. Simply add a tick data series, say NQ, 20 tick, 20,000 bars, and add the order flow vwap indicator. It only starts plotting at 20:55 my time (5 minutes before the close). Why so? It should start from the start of the data series, no? It gets weirder, because if I increase that 20,000 bars to 50,000 bars, my first bar is now around 4am my time, and order flows vwap (and my indicator) start plotting a little earlier, at 20:37 (my local time). So, increasing the bar count makes both indicators start plotting slightly earlier, but still 40,000 bars too late!
Thanks!
I have some low value tick charts. for example, 20 tick nq. For performance reasons, I want to keep only 10000 bars or so on the screen. A full session worth in current type volatility is too much for NT8 to efficiently handle, once you have a few indicator plots also. The issue is, for volume profile, day range, etc. I need a full days tick data.
Solution - Set the tick series to bars 10,000 - add a new 1 minute data series (hidden) and set the volume profile which requires the full days tick data to use the minute series. The couple other indicators just plot on the limited number of bars for the tick chart and everything seems somewhat snappier (Please do correct me if my logic here is flawed - You get what I am trying to achieve, I hope).
There is a problem however. Some indicators are not plotting from the start of the tick series. In fact, if I load 10,000 bars from Fridays session, plotting of some, such as the included order flows vwap (ninjatrader coded indicator) only starts at 9pm. This is mirrored by one of my own indicators. Its not a session start thing as far as I can see.
screen shot attached. You can see where order flows vwap and my own indicator start plotting. Both are set to plot on the tick bars (displayed) and there are 9000 or so bars before that point. So why do the indicators seem to have no data prior? What am I missing?
fwiw - I believe both indicators make use of AddDataSeries( Data.BarsPeriodType.Tick, 1); (mine does). it does seem from what I can see, that the tick data is not being processed until the indicator starts plotting, whereas, i would expect the tick data to be there from the start of the 20 tick data (primary) series, no?
Also, on a performance note (suggested feature). If I set data series to have 10,000 bars, that's all I need. 10,000 bars. Running for a full session, or longer, this obviously gets out of hand. A much better solution (IMO), would be FIFO, where >10,000 bars are just dropped off the end. That way, the platform could run constantly and not get to the stage where it clogs itself up.
[EDIT] OK, in an effort to try and simplify this issue for reproduction your side, I find it is nothing to do with multiple data series at all, but I'm leaving the text above for reference. Simply add a tick data series, say NQ, 20 tick, 20,000 bars, and add the order flow vwap indicator. It only starts plotting at 20:55 my time (5 minutes before the close). Why so? It should start from the start of the data series, no? It gets weirder, because if I increase that 20,000 bars to 50,000 bars, my first bar is now around 4am my time, and order flows vwap (and my indicator) start plotting a little earlier, at 20:37 (my local time). So, increasing the bar count makes both indicators start plotting slightly earlier, but still 40,000 bars too late!
Thanks!
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