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    #46
    All (oh so familiar usernames here):
    Not a rant, positivity and successful outcome which may be heartening for you weary foot-soldiers in the trenches of the markets. I feel your pain.
    PatrickG - "If you have an example workspace which induces chart rendering delay using only built-in NinjaTrader items," - I sure do, as you know.... :-)
    I have encountered pretty much everything in this post - lag (i.e. sluggishness during volatility), chart/DOM lag discrepancy, Order Entry delay on the DOM and crashes galore.
    Lancer - "
    I'm quite sure that chart lag can be induced using standard elements alone, with substantial PC resources remaining unused, and the same with custom add-ons." Demonstrably so below.






    After installing R18.1 (I now skip .0 Releases) I experienced the whole kit and caboodle with repeated crashes to boot.

    I had achieved a setup that gave me what I needed, to which I cautiously added:
    - a 3rd-party add-on to locate the mouse on multi-monitors (now removed, although it caused no problems and removing it didn't improve matters, and find 'active crosshairs' in R18 near useless in practice),
    - a Ninja add-on for shading Sessions and Dynamic Range (Repeater), and
    - Hurleydood's TickRefresh (set at 10fps, fit for my purpose, stock Ninja downgrade from NT7 to 4fps isn't)

    That Workspace worked fine for several months.

    Release 18 introduced crashes galore, 'volatility-induced' but not only during extremes, which I sent to Patrick. Remove add-ons etc. which I did, one by one, to little avail - still lagging at the Open etc. albeit a little less so but crashing. Crosshairs, OnRender, SharpDX etc etc.. errors.

    My Setup is very 'light' on indicators or anything else (everything stock Ninja - OHL, Vol (not Vol Profile, just plain old vanilla volume, I'm a simple human) & PriceLine - that's it, nothing else, nada, zip, and follows ALL the performance best-practice guidelines. The only way it could possibly be viewed not so is that I have several instruments open concurrently hence charts, Data Series etc - the common Futures, and I must use 3 Data Series per instrument but that is ENTIRELY due to a limitation of the stock platform i.e. inability to segregate RTH and ETH simultaneously. If I could do so with stock platform and one data series I would. The multiple data series solution is Ninja's solution, not my bad. EVERYTHING is stock platform. During this exercise I saved a Workspace with only US Indices for use at the Open. So YM, ES, NQ and RTY. 15min, 1min & fast tick for each displayed (there are others in tabs - the point is 4 instruments and not lots of 1-tick data series set at 'oneachtick' update. As I've already stated, following the Performance Tips guide). Still problems.
    PatrickG - "Just to add some context, in all cases we've obtained files for and worked on individually so far, most cases break down to workspace complexity/custom add-ons along with market volatility. For example, any custom add-on that uses tick replay or in general relies on a 1 tick data series will cause heavy loads on your system and this is exacerbated my high market volatility."
    I don't consider 4 instruments with the charts I've described to be a complex workspace, with no add-ons - third-party or Ninja. Your statement may be true - but it doesn't prove the implication that without complex workspace or third-party add-ons i.e. stock platform only there are not problems. If the stock platform struggles without such, it will struggle with.

    PatrickG - "When I use the ChartLagTimeV3 on my end, I never receive a delay of more than 50ms."
    Without some insight as to 'what' you are using it on, i.e. context, this isn't helpful. Rather than it suggesting that there isn't a problem 'when you use it' i.e. it is user-specific workspace complexity, third-party add-ons etc I suggest as has been by others rather that your testing setup does not get anywhere close to what people on this post consider their real-world.


    Patrick took my log and trace and installation files and had QA look into my situation with Development. Whilst they weren't able to pinpoint the issue, they did offer specific Support/Development interventions to try to identify what was causing 18 build to trash my setup that had worked fine in 17 even with the add-ons, yet lagged and crashed in 18 with or without them under high volatility i.e. completely bare-ass naked stock platform. Ninja told me they have made some changes to some code that make it more efficient and may contribute to correcting my problems and asked me to try a pre-release build.

    I've been using it this week and have not been able to break R19 with my setup - and I've tried hard doing things I know are likely to end in tears (mine)

    Oh, and now back running at 10fps on my fast tick charts (only), having added TickRefresh again.

    Rock solid, no chart/DOM lag perceptible even at the Open and Close. For e.g. NQ has 15 tick, it flies in sync with the DOM and smoothly at 10fps.
    For example I placed Orders on the DOM today at the reversal at yesterday's overnight low where volatility was mental - the highest of the day at >4000 on the 1-Min. (I use this example wrt comments that thinner fast(er) and farther-moving may be worse than absolute volume throughput such as ES, for example, and I didn't place a trade on ES at that time!). Simply flawless performance on chart, DOM and execution.

    So the end of my tunnel is currently full of light.

    It is a positive note re: the Support offered.
    It is a positive note re: it looks like R19 may help others with their issues (unless they youknowhat it up by the time it is released, per 18 over 17).

    It is negative that a major Release turned a successful Setup into an un-useable one

    It is negative, hence my dismay at stumbling upon this thread, that throughout I got the 'no-one else is experiencing the symptoms you are reporting' mantra.

    I don't need some technical response about how the error codes weren't the same as reported in this thread or whatever. Given the experiences reported in this thread, it is disingenuous, albeit 'twas ever thus.

    It is pretty clear - changes introduced in 18 resulted in performance reduction wrt the platform's ability to cope with high volatility, exacerbated lagging etc. Whether this manifests itself as Chart/DOM discrepancy, overall lack of responsiveness and/or lag, DOMs, charts, Order Entry whatever, obviously further exacerbated in extreme conditions such as current

    Whether or not you're on R18, whether it contributes to your specific issues or not, hopefully changes to R19 will alleviate some or all of your issues. Here's hoping...
    "If you have an example workspace which induces chart rendering delay using only built-in NinjaTrader items," to paraphrase one of your ex-Presidents 'It's the platform, stupid' (an attempt at humor, joke, banter, lighthearted - difficult after spending hundreds of hours on this sort of stuff, no offence intended, not calling PatrickG or anyone at Ninja stupid)





    This is the core platform with very light load setup and zero add-ons that was failing in current market conditions, where R17 didn't.

    "If we can make a definitive statement like "NinjaTrader performs normally when I remove indicator X', that allows us to troubleshoot very specifically. For example, contacting that developer to see what, if anything, can be done to optimize their add-on for high volatility scenarios, or perhaps even combinations of settings that were unanticipated."

    Look first unto thine selves….

    "There are effectively infinite unique ways to configure your NinjaTrader workspace, so we need to gather specific information to learn how to best mitigate the symptoms you're experiencing based on your configuration."

    All very well but a platform should be sufficiently robust such that it operates without fail under the majority of configurations for which it is designed to be used. No-one here as far as I can tell, is trying to do anything unusual and without a reasonable expectation it should work without failing and specific tailoring. Certainly I'm not. Quite the opposite.

    All this points me to concur with Erwin Brewers -- Releases need more severe and extensive real-world application stress-testing before release. Curiously, or perhaps not, I don't recall ever seeing any insight given into what Ninja's testing entails - just the 'we've tested internally.... we can't replicate your problem' etc. Would be interesting to know what the setups are used. Perhaps users could help with feedback. There's far more experience out here than in there






    Chins up fellow Ninjas, hang on in there for R19.(point 1!)

    Kind regards,

    Bruce
    Last edited by brucerobinson; 08-23-2019, 07:38 AM.

    Comment


      #47
      brucerobinson Amen! I truly hope 19 brings us some relief without breaking other stuff! Thanks for all your efforts, the post. (and hope!).

      Comment


        #48
        I found that eliminating the exchanges with FULL market depth helped. I used to have NQ and DAX charts up, and I would face the issues mentioned. The "workaround" for me was eliminating NQ and then FDAX charts fine with no stagnation even during high volatility periods. DAX(Eurex) only has 15 levels

        I seem to recall that MNQ on its own was better than NQ performance wise. Not a solution for people trading CME products but just to add to the analysis.

        Comment


          #49
          Originally posted by brucerobinson View Post
          All (oh so familiar usernames here):
          Not a rant, positivity and successful outcome which may be heartening for you weary foot-soldiers in the trenches of the markets. I feel your pain.
          PatrickG - "If you have an example workspace which induces chart rendering delay using only built-in NinjaTrader items," - I sure do, as you know.... :-)
          I have encountered pretty much everything in this post - lag (i.e. sluggishness during volatility), chart/DOM lag discrepancy, Order Entry delay on the DOM and crashes galore.
          Lancer - "
          I'm quite sure that chart lag can be induced using standard elements alone, with substantial PC resources remaining unused, and the same with custom add-ons." Demonstrably so below.






          After installing R18.1 (I now skip .0 Releases) I experienced the whole kit and caboodle with repeated crashes to boot.

          I had achieved a setup that gave me what I needed, to which I cautiously added:
          - a 3rd-party add-on to locate the mouse on multi-monitors (now removed, although it caused no problems and removing it didn't improve matters, and find 'active crosshairs' in R18 near useless in practice),
          - a Ninja add-on for shading Sessions and Dynamic Range (Repeater), and
          - Hurleydood's TickRefresh (set at 10fps, fit for my purpose, stock Ninja downgrade from NT7 to 4fps isn't)

          That Workspace worked fine for several months.

          Release 18 introduced crashes galore, 'volatility-induced' but not only during extremes, which I sent to Patrick. Remove add-ons etc. which I did, one by one, to little avail - still lagging at the Open etc. albeit a little less so but crashing. Crosshairs, OnRender, SharpDX etc etc.. errors.

          My Setup is very 'light' on indicators or anything else (everything stock Ninja - OHL, Vol (not Vol Profile, just plain old vanilla volume, I'm a simple human) & PriceLine - that's it, nothing else, nada, zip, and follows ALL the performance best-practice guidelines. The only way it could possibly be viewed not so is that I have several instruments open concurrently hence charts, Data Series etc - the common Futures, and I must use 3 Data Series per instrument but that is ENTIRELY due to a limitation of the stock platform i.e. inability to segregate RTH and ETH simultaneously. If I could do so with stock platform and one data series I would. The multiple data series solution is Ninja's solution, not my bad. EVERYTHING is stock platform. During this exercise I saved a Workspace with only US Indices for use at the Open. So YM, ES, NQ and RTY. 15min, 1min & fast tick for each displayed (there are others in tabs - the point is 4 instruments and not lots of 1-tick data series set at 'oneachtick' update. As I've already stated, following the Performance Tips guide). Still problems.
          PatrickG - "Just to add some context, in all cases we've obtained files for and worked on individually so far, most cases break down to workspace complexity/custom add-ons along with market volatility. For example, any custom add-on that uses tick replay or in general relies on a 1 tick data series will cause heavy loads on your system and this is exacerbated my high market volatility."
          I don't consider 4 instruments with the charts I've described to be a complex workspace, with no add-ons - third-party or Ninja. Your statement may be true - but it doesn't prove the implication that without complex workspace or third-party add-ons i.e. stock platform only there are not problems. If the stock platform struggles without such, it will struggle with.

          PatrickG - "When I use the ChartLagTimeV3 on my end, I never receive a delay of more than 50ms."
          Without some insight as to 'what' you are using it on, i.e. context, this isn't helpful. Rather than it suggesting that there isn't a problem 'when you use it' i.e. it is user-specific workspace complexity, third-party add-ons etc I suggest as has been by others rather that your testing setup does not get anywhere close to what people on this post consider their real-world.


          Patrick took my log and trace and installation files and had QA look into my situation with Development. Whilst they weren't able to pinpoint the issue, they did offer specific Support/Development interventions to try to identify what was causing 18 build to trash my setup that had worked fine in 17 even with the add-ons, yet lagged and crashed in 18 with or without them under high volatility i.e. completely bare-ass naked stock platform. Ninja told me they have made some changes to some code that make it more efficient and may contribute to correcting my problems and asked me to try a pre-release build.

          I've been using it this week and have not been able to break R19 with my setup - and I've tried hard doing things I know are likely to end in tears (mine)

          Oh, and now back running at 10fps on my fast tick charts (only), having added TickRefresh again.

          Rock solid, no chart/DOM lag perceptible even at the Open and Close. For e.g. NQ has 15 tick, it flies in sync with the DOM and smoothly at 10fps.
          For example I placed Orders on the DOM today at the reversal at yesterday's overnight low where volatility was mental - the highest of the day at >4000 on the 1-Min. (I use this example wrt comments that thinner fast(er) and farther-moving may be worse than absolute volume throughput such as ES, for example, and I didn't place a trade on ES at that time!). Simply flawless performance on chart, DOM and execution.

          So the end of my tunnel is currently full of light.

          It is a positive note re: the Support offered.
          It is a positive note re: it looks like R19 may help others with their issues (unless they youknowhat it up by the time it is released, per 18 over 17).

          It is negative that a major Release turned a successful Setup into an un-useable one

          It is negative, hence my dismay at stumbling upon this thread, that throughout I got the 'no-one else is experiencing the symptoms you are reporting' mantra.

          I don't need some technical response about how the error codes weren't the same as reported in this thread or whatever. Given the experiences reported in this thread, it is disingenuous, albeit 'twas ever thus.

          It is pretty clear - changes introduced in 18 resulted in performance reduction wrt the platform's ability to cope with high volatility, exacerbated lagging etc. Whether this manifests itself as Chart/DOM discrepancy, overall lack of responsiveness and/or lag, DOMs, charts, Order Entry whatever, obviously further exacerbated in extreme conditions such as current

          Whether or not you're on R18, whether it contributes to your specific issues or not, hopefully changes to R19 will alleviate some or all of your issues. Here's hoping...
          "If you have an example workspace which induces chart rendering delay using only built-in NinjaTrader items," to paraphrase one of your ex-Presidents 'It's the platform, stupid' (an attempt at humor, joke, banter, lighthearted - difficult after spending hundreds of hours on this sort of stuff, no offence intended, not calling PatrickG or anyone at Ninja stupid)





          This is the core platform with very light load setup and zero add-ons that was failing in current market conditions, where R17 didn't.

          "If we can make a definitive statement like "NinjaTrader performs normally when I remove indicator X', that allows us to troubleshoot very specifically. For example, contacting that developer to see what, if anything, can be done to optimize their add-on for high volatility scenarios, or perhaps even combinations of settings that were unanticipated."

          Look first unto thine selves….

          "There are effectively infinite unique ways to configure your NinjaTrader workspace, so we need to gather specific information to learn how to best mitigate the symptoms you're experiencing based on your configuration."

          All very well but a platform should be sufficiently robust such that it operates without fail under the majority of configurations for which it is designed to be used. No-one here as far as I can tell, is trying to do anything unusual and without a reasonable expectation it should work without failing and specific tailoring. Certainly I'm not. Quite the opposite.

          All this points me to concur with Erwin Brewers -- Releases need more severe and extensive real-world application stress-testing before release. Curiously, or perhaps not, I don't recall ever seeing any insight given into what Ninja's testing entails - just the 'we've tested internally.... we can't replicate your problem' etc. Would be interesting to know what the setups are used. Perhaps users could help with feedback. There's far more experience out here than in there






          Chins up fellow Ninjas, hang on in there for R19.(point 1!)

          Kind regards,

          Bruce
          bruce, thanks for the headsup! I have been tortured by r18.1 and after shuffling in and out of the "suspects", changing this, changing that, nothing helps but a corrputed system and missing out trade opportunities. it's quite obvious to me raw processing power and resources are not the limitation in my case. I look forward to use r19 very soon but I am also psychologically prepared to face another round of updates from indicator vendors to cater the changes in r19. i wish the vicious cycle could end...

          Comment


            #50
            #SuperDriveGuy could you elaborate/clarify when you say get rid of Exchanges with full DOM levels? I don't mean explain what depth of market levels are, I had it on NT7 some time ago with a little graph thingy Indy & know how resource hungry can be, before market & vol profile & footprint became the New Order. In my Gestapo-like hunting down of un-necessary resource parasites, I have levels set to 0 & turned OFF in the DOM. There's no way (AFAIK) of getting rid of the current at-market levels printing. Purpose for switching off/set 0: don't use resources on them, although I don't know if these settings mean they just don't print on the ladder but are still gorging themselves away at my cpu cycles behind the scenes.
            Your comment seems to suggest that if the levels are available (i.e. at the Exchange) resources are used regardless of platform settings?
            Furthermore, a/the only way around this is to steer clear of Exchanges with deeper levels. That's not attractive for me as I want to see several correlated instruments at the same time e.g. US Indices & DAX.

            It's all fine because my setup is back in business with R19 & have what I need & perhaps I've misunderstood. But I'm always looking to expand/improve my understanding especially when it comes to platform performance efficiency/fine-tuning. I grew up with NT7.

            Comment


              #51
              Originally posted by brucerobinson View Post
              #SuperDriveGuy could you elaborate/clarify when you say get rid of Exchanges with full DOM levels? I don't mean explain what depth of market levels are, I had it on NT7 some time ago with a little graph thingy Indy & know how resource hungry can be, before market & vol profile & footprint became the New Order. In my Gestapo-like hunting down of un-necessary resource parasites, I have levels set to 0 & turned OFF in the DOM. There's no way (AFAIK) of getting rid of the current at-market levels printing. Purpose for switching off/set 0: don't use resources on them, although I don't know if these settings mean they just don't print on the ladder but are still gorging themselves away at my cpu cycles behind the scenes.
              Your comment seems to suggest that if the levels are available (i.e. at the Exchange) resources are used regardless of platform settings?
              Furthermore, a/the only way around this is to steer clear of Exchanges with deeper levels. That's not attractive for me as I want to see several correlated instruments at the same time e.g. US Indices & DAX.

              It's all fine because my setup is back in business with R19 & have what I need & perhaps I've misunderstood. But I'm always looking to expand/improve my understanding especially when it comes to platform performance efficiency/fine-tuning. I grew up with NT7.
              I mean, you can try DAX on its own, without CME full depth products like NQ,ES etc. Like we concur its not practical for many people but might help in isolating the issue. Also one might "see" the performance difference in charting NQ vs MNQ. Maybe its a combination of FULL depth AND high volatility(trades+depth) perhaps.

              Comment

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