Hello,
I'm providing the following information because I believe it warrants further investigation/passing on to development who may do with it as they will.
And in case it helps others.
Unfortunately what I report does not lend itself to bullet points or step-by-step troubleshooting.
I have noticed, on occasion on fast charts at times of high volatility, the Price Line indicator would fail. I use only last price (not spread), and the chart marker (not the Price Line marker). It would fail to render the line. Sometimes corrected by reload Ninjascript, sometimes reload data, sometimes delete and re-install indicator. I have observed this occasionally on different charts and instruments since I started using it, but it was not sufficient of a problem to report, many other NT8 performance issues over the period.
Before PriceLine was released I used the stock SMA with a period of 1. Before that a 3rd party PriceLine - until I came across the SMA period 1 trick and could do away with 3rd party indicator, I never had a problem with either.
There are many threads on lagging charts for various reasons proposed. Consequently I use the Chart Lag utility and become aware of it when it occurs.
The increase in volatility since March has brought unprecedented conditions i.e. what may not have been a problem before march may now be, for whatever reason.
For my setup, I have found it can be problematic at the Open.
The 'worst' outcome has the symptoms of Ninja being 'overwhelmed' by data i.e. with charts rendering seemingly in realtime, but developing a cumulative lag behind real time (apparent using chart lag indictor). Symptoms typically are that Ninja 'eventually catches up as the market catches up and 'clears the backlog' and thereafter behaves as normal.
I would also say that the chart may become many many minutes behind, but when it 'gets back on top if it' can clear the backlog in a matter of seconds.
Sometimes I may see this on all instruments, sometimes only some. The more volatile the instrument, the more likely. So, yesterday ES/NQ/RTY/YM (i.e. all those I had charting). Previously I've seen just ES, or just YM with the others behaving normally.
At the Open, I saw lag building on all instruments.
I pinged CQG's servers at <100ms which is normal for my connection.
I have a 'test' workspace with 1x 15t NQ chart, simple OHLC, Chart Lag indicator - necessary to see lag - and NOTHING else. i.e. it is 'Safe Mode' without the need to restart. I closed out my trading workstation, opened Test which showed no lag (<200ms).
I restarted my trading Workstation and lag built on all instruments.
I'm aware there can be myriad reasons from the platform itself, to poorly coded indicators, connection problems etc. etc. and I'm not looking for diagnosis of my workstation - simply passing on info I think development should consider.
At the Open, the charts hardly began to move at the outset. Chart Lag showed lag building. The charts started to run i.e. price/time moving, but the lag increasing on all markets. On 3 markets price varied but consistent at a few seconds to minutes. NQ fell further and further behind. I have 4 charts stacked so it becomes obvious when 3x5min charts are vertically aligned showing latest time is 09:46 and one is showing 09:34.....
The three began to catch up with real time, but NQ still minutes behind and falling further, hence my attention was on NQ. I then noticed the Price Line was not printing. F5 did not resolve. Reloading historical data did not. Deleted the indicator and instantly all charts caught up, with the 'delayed' NQ 15s chart rendering 10m of delayed chart in a matter of seconds.
I removed all instances of Price Line and at the Open this morning saw Chart Lag flash red on a couple for a split second or two. No lag all day.
I'm aware that I am not working in a controlled environment and with variables I cannot affect. Hence cannot prove cause and effect. Problems occur more often at the start of the week, than Tuesday etc.
I also realised that I don't have Price Line on Test, as I have nothing other than one data series and Chart Lag.
It may be coincidence that when I removed the Price Line indicator that I had noticed was not printing the Line on the Instrument that was much more delayed than the others the chart printed the 10minutes of missing chart blisteringly quickly in a matter of seconds and thereafter all was well.
I do know that I have notice Price Line 'sticking' and not printing several times since it was released/I started using it, which I did not experience with the 1 period SMA it replaced.
My 'gut feel' in layman's speak is that Price Line can be a bottleneck causing 'chart lag' to become cumulative in high volatility (i.e. the chart appears to be responding in realtime but is milliseconds slower than realtime which accumulates) until volatility and volume slows and it can catch up. Or, it 'fails', stops printing etc.
I hope this may be helpful to those that know how it works.
I'll see what happens next Monday without the Price Line indicator. There is no doubt that I have found it to have failed perhaps 10-20 times in the last year. I have not connectd that to lagging/volatility, and it may yet be proven to be coincidental.
Kind regards,
I'm providing the following information because I believe it warrants further investigation/passing on to development who may do with it as they will.
And in case it helps others.
Unfortunately what I report does not lend itself to bullet points or step-by-step troubleshooting.
I have noticed, on occasion on fast charts at times of high volatility, the Price Line indicator would fail. I use only last price (not spread), and the chart marker (not the Price Line marker). It would fail to render the line. Sometimes corrected by reload Ninjascript, sometimes reload data, sometimes delete and re-install indicator. I have observed this occasionally on different charts and instruments since I started using it, but it was not sufficient of a problem to report, many other NT8 performance issues over the period.
Before PriceLine was released I used the stock SMA with a period of 1. Before that a 3rd party PriceLine - until I came across the SMA period 1 trick and could do away with 3rd party indicator, I never had a problem with either.
There are many threads on lagging charts for various reasons proposed. Consequently I use the Chart Lag utility and become aware of it when it occurs.
The increase in volatility since March has brought unprecedented conditions i.e. what may not have been a problem before march may now be, for whatever reason.
For my setup, I have found it can be problematic at the Open.
The 'worst' outcome has the symptoms of Ninja being 'overwhelmed' by data i.e. with charts rendering seemingly in realtime, but developing a cumulative lag behind real time (apparent using chart lag indictor). Symptoms typically are that Ninja 'eventually catches up as the market catches up and 'clears the backlog' and thereafter behaves as normal.
I would also say that the chart may become many many minutes behind, but when it 'gets back on top if it' can clear the backlog in a matter of seconds.
Sometimes I may see this on all instruments, sometimes only some. The more volatile the instrument, the more likely. So, yesterday ES/NQ/RTY/YM (i.e. all those I had charting). Previously I've seen just ES, or just YM with the others behaving normally.
At the Open, I saw lag building on all instruments.
I pinged CQG's servers at <100ms which is normal for my connection.
I have a 'test' workspace with 1x 15t NQ chart, simple OHLC, Chart Lag indicator - necessary to see lag - and NOTHING else. i.e. it is 'Safe Mode' without the need to restart. I closed out my trading workstation, opened Test which showed no lag (<200ms).
I restarted my trading Workstation and lag built on all instruments.
I'm aware there can be myriad reasons from the platform itself, to poorly coded indicators, connection problems etc. etc. and I'm not looking for diagnosis of my workstation - simply passing on info I think development should consider.
At the Open, the charts hardly began to move at the outset. Chart Lag showed lag building. The charts started to run i.e. price/time moving, but the lag increasing on all markets. On 3 markets price varied but consistent at a few seconds to minutes. NQ fell further and further behind. I have 4 charts stacked so it becomes obvious when 3x5min charts are vertically aligned showing latest time is 09:46 and one is showing 09:34.....
The three began to catch up with real time, but NQ still minutes behind and falling further, hence my attention was on NQ. I then noticed the Price Line was not printing. F5 did not resolve. Reloading historical data did not. Deleted the indicator and instantly all charts caught up, with the 'delayed' NQ 15s chart rendering 10m of delayed chart in a matter of seconds.
I removed all instances of Price Line and at the Open this morning saw Chart Lag flash red on a couple for a split second or two. No lag all day.
I'm aware that I am not working in a controlled environment and with variables I cannot affect. Hence cannot prove cause and effect. Problems occur more often at the start of the week, than Tuesday etc.
I also realised that I don't have Price Line on Test, as I have nothing other than one data series and Chart Lag.
It may be coincidence that when I removed the Price Line indicator that I had noticed was not printing the Line on the Instrument that was much more delayed than the others the chart printed the 10minutes of missing chart blisteringly quickly in a matter of seconds and thereafter all was well.
I do know that I have notice Price Line 'sticking' and not printing several times since it was released/I started using it, which I did not experience with the 1 period SMA it replaced.
My 'gut feel' in layman's speak is that Price Line can be a bottleneck causing 'chart lag' to become cumulative in high volatility (i.e. the chart appears to be responding in realtime but is milliseconds slower than realtime which accumulates) until volatility and volume slows and it can catch up. Or, it 'fails', stops printing etc.
I hope this may be helpful to those that know how it works.
I'll see what happens next Monday without the Price Line indicator. There is no doubt that I have found it to have failed perhaps 10-20 times in the last year. I have not connectd that to lagging/volatility, and it may yet be proven to be coincidental.
Kind regards,
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