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CPU and Dataseries

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    CPU and Dataseries

    Hello,

    when running a strategy or indicator and using Volumetric Dataseries 2 times eg with AddVolumetric("ES 03-21", BarsPeriodType.Range, 2, VolumetricDeltaType.BidAsk, 1); and AddVolumetric("ES 03-21", BarsPeriodType.Range, 3, VolumetricDeltaType.BidAsk, 1); does this need 2 times computer ressources than having only one of them? Does every addvolumetric retrieve its data so that all data for volumetric is retrieved/downloaded/... 2 times?
    Or does it make sense to AddDataSeries("ES 03-21", BarsPeriodType.Tick, 1); as it is necessary for orderflowcumulativedelta and maybe this helps for volumetric?

    I remember that volumetric needs more pc ressources than OrderflowcumulativeDelta, so I´m thinking now when working with volumetric if maybe adding it 2 times might cause problems.

    Thank you!
    Tony

    #2
    Hello tonynt,

    A 1 tick data series would not be necessary for the volumetric bars. 2 added volumetric series would create two subscriptions to data and each would have to calculate the volumetric values, so yes, it would double the PC resources necessary to run the script.

    Please let us know if we may be of further assistance to you.
    Kate W.NinjaTrader Customer Service

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