Volume Profile by tick loads slowly

[claxxical]

I have charts with 50-60 days historical data using the volume profile indicator calculating by tick. On any normal day, my charts will go through several refreshes, either by manually reloading ninjascript (F5), connecting to market data, or from any other operation that forces a chart reload. This causes ninjatrader to recalculate volume profile by crunching through every single tick of market data for all those days on my charts. This process takes several minutes.

Since volume profile is a deterministic calculation given whatever historical data you have, is there a way to cache this data inside the platform once it's calculated? It will never change as long as the historical data doesn't change so it should be stored on the same level. If you refresh historical data, then it makes sense to recalculate volume profile but otherwise, if you just refresh the chart, it's a waste of time and cpu.

[NinjaTrader_ChrisSch]

Hello claxxical,

Thank you for your note.

Due to the intensive nature of calculating by tick, it would be expected that it would take some time in order to calculate a chart of that size. I've tested on my end and found an average of 60 seconds for the reload to complete when using F5. Historical data is downloaded and stored locally as well as other information about the chart in the cache in order to facilitate faster chart loading. I did find minor improvements when changing from calculate on tick to calculate on bar close and of course reducing days to load also helps.

Please let us know if we may assist further.

[claxxical]

Hi Chris, yes I agree with everything you said. My question was about improving the experience in using volume profile because the expensive nature of the calculation. My suggestion was to cache the volume profile so that it only needs to be calculated once every time historical data is loaded. Would this be possible to implement in the future?

[NinjaTrader_Tabor]

Hello claxxical,

Thank you for the suggestion.

I have submitted this as a feature request to the Development Team. I will follow up with an internal tracking number for your reference as soon as it is created.

Thanks in advance for your patience.