Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
ninja script utilization monitor - wrong info
Collapse
X
-
ninja script utilization monitor - wrong info
I do my backtests on 1 second data series, but the utilization monitor windows name it ''1 tick'' instead of ''1 second''. it seems that the calculations are done based on tick instead of 1 second which cause my backtests to be very slow. Anyone can help me with that?
Tags: None
-
Hello bob_brsser,
When backtesting over 1 second data, this will be historical tick data.
There are 3 types of historical data: tick, minute, and day. Any sub-minute or non-time-based bar types (like renko or range) will be built from tick data.
The script will be tested over the bar type you select in the Data Series section. If you choose 1 second, it will be 1 second bars.
Using 1 second bars (or 1 tick bars) would require further resources to run your logic on every bar close.
Unfortunately, for backtests there would not be much that can be done to improve the performance when testing over a very large amount of data points, unlike optimizing where there are some things that can be done to improve performance.Chelsea B.NinjaTrader Customer Service
-
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by DJ888, Today, 10:57 PM
|
0 responses
1 view
0 likes
|
Last Post
by DJ888
Today, 10:57 PM
|
||
Started by MacDad, 02-25-2024, 11:48 PM
|
7 responses
158 views
0 likes
|
Last Post Today, 10:23 PM | ||
Started by Belfortbucks, Today, 09:29 PM
|
0 responses
7 views
0 likes
|
Last Post
by Belfortbucks
Today, 09:29 PM
|
||
Started by zstheorist, Today, 07:52 PM
|
0 responses
7 views
0 likes
|
Last Post
by zstheorist
Today, 07:52 PM
|
||
Started by pmachiraju, 11-01-2023, 04:46 AM
|
8 responses
151 views
0 likes
|
Last Post
by rehmans
Today, 06:44 PM
|
Comment