OrderFlowVolumeProfile - Utilization Monitor

[tonynt]

Hello,

I want to ask about the numbers in utm. Attached is a screenshot (approx. 10 min after re-connected at time 11:50 EST, March 17th) that shows the highest number for the OrderFlowVolumeProfile. (much more than my "poorly coded" indicators and scripts). I have the orderflowvolumeprofile on 6E, 6B, 6A, 6C, ES and CL. All with 30min charts and 30 days of data loaded.

Is this a high number after 10min connected to live-data please or this ok?

Thank you!
Tony

[NinjaTrader_ChrisL]

Hi tonynt, thanks for your post.

The OrderFlow indicators do add a 1 tick series, so they run on each tick of the market. Running any script on each tick will cause a performance hit. The OrderFlow Volume Profile does use custom rendering to display graphics so that will help with performance despite the 1 tick data series.

Kind regards,

-ChrisL

[tonynt]

Hello,

thank you for your reply. But I think I would not understand it even if english would be my 1st language.

I ask whe the volumeprofile shows so high number in utm and you reply me that "the ofvp does use custom rendering to display graphics so that will help with performance despite 1 tick data series"

??

Thank you!
Tony

[NinjaTrader_Jim]

Hello tonynt,

OrderFlowVolumeProfile is resource intensive in nature as it performs volume analysis on single tick data. The indicator was carefully designed to be as performant as possible and the practices used to add a single tick data series and use BarsArray[1].GetBid and BarsArray[1].GetAsk to reference Bid/Ask from tick data are what we advise script developers to use.

The script does what it can to have the lowest performance impact, but as is the nature of Order Flow volume analysis, there is a lot of computation time to be expected. If you are seeing performance issues with a complex workspace that uses many instances of OrderFlowVolumeProfile, we would suggest reducing the number of instances in your workspace used to improve performance.

The times in the utilization monitor are relative to how long the platform was running. I would to understand the Utilization Monitor as a guide to tell you what components are using the most CPU time, and if you have performance issues, start addressing items towards the top.

We look forward to assiting.

[tonynt]

Hello,

thank you for clearifying. I´m going forward to find what is shown in utm and its interesting for me that I see Fibonacci Retracment with relatively high number. When going over all charts to find I see eg in my CL15 minute chart the fibonacci retracements in drawing object as show in the screenshot. But I dont see in the chart and I dont recall having drawn it. I also made one of them with magenta color and width of 5 px to see but when I scroll from right to far left I dont see fibonacci retracements on the chart.

Do you have an idea why this is? Or might it be possible that this is more far on the left from prior months that are not shown on the chart?

OK, after doing this question I checked other chart and I see now I can go to data when selecting a drawing object. Now its clear, its still there from September 2019 but chart is only for 60 days. But this means that one has to go over all charts and searching drawing objects and remove it. NinjaTrader is a great software, I can not imagine that one need to do such "book-keeping-work". And "Remove all drawing objects" is not possible because one needs some of them for last days maybe or some are maybe from an indicator.

??

Thank you!
Tony

[NinjaTrader_Jim]

Hello Tony,

The Remove All Draw Objects operation on the chart won't remove NinjaScript drawn objects. Those would be added to the chart when the chart is opened, and the indicator processes the historical data.

You can decrease the days to load on your chart and that will have less NinjaScript drawn objects on the chart. If you leave the window open and leave NinjaTrader running then we can expect there to be more data on the chart because it is still holding the existing data. We recommend restarting your PC regularly, so the chart would be reloaded with the amount of data it requests and there should not be any data before the Start Date or before the Days To Load property when NinjaTrader is reopened and the workspace loads.

If you see a case where you open a workspace and it loads more data than what is requested, please let me know.

Essentially the Utilization Monitor would be used when you are seeing performance issues, so you can measure where the CPU time is spent. If the platform is not lagging, it really wouldn't be necessary to monitor this window.

I look forward to assisting.

[tonynt]

Hello,

thank you for your reply. Please see attached the screenshot of the CL 15 min chart data with 30 days loaded.
And please see the screenshot with the Drawings-Data from January which is not within the loaded data.

Thank you!
Tony

[NinjaTrader_Jim]

Thanks Tony,

Could you close all other windows and save this chart in a new workspace and send it my way? You can use the Control Center's Workspaces > This Workspace > Save As button to save the chart in a new workspace. Please then attach this workspace from your Documents\NinjaTrader 8\workspaces\ folder.

If there are any indicators on the chart that would be drawing those objects please include an export of those indicators as well.

Export as source code - https://ninjatrader.com/support/help...tAsSourceFiles

I look forward to reviewing this further.

[tonynt]

Hello,

thank you for your reply. Once my NT8 is running again I can do this.

Now it doesnt start even with only 3 charts... loading....loading....loading.... and once I tried to start NT then everything on computer does not work or with a delay of minutes, can not open Word, Excel....

For this issue I have sent an email today.

Thank you!
Tony