Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Concerns with Nesting Cumulative Delta

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Concerns with Nesting Cumulative Delta

    Hello:

    I am running into a plotting concern with respect to nesting cumulative delta inside a Bollinger band. On plot panel two, I am plotting the cumulative delta (bid/ask) and a bollinger band (setting 2/7) with cumulative delta as input. In image one below, you can see the yellow arrow pointing the Bollinger bands with an input of Cumulative delta has values of Zero (0) for upper, lower, and middle bands in the data box. Also note on image one, you can not see plots for the Bollinger band. This issue occurs when I add or change an indicator on the chart and sometimes when I load the workspace.

    I can fix the plotting issue by either shutting down NT8 and reloading it hoping that when it loads the workspace that it will work, or I can load a chart template that contains the setup and it works like it is supposed to. Image three below is what its suppose to look like and the plots are present. Notice values for the bollinger band now appear in image three versus image one.

    I have attempted to change the order of the indicators on the chart by having the cumulative delta above the bollinger band with cumulative delta as input, but this has not fixed the issue. I can work around the problem just fine, but I wanted to bring it to your attention incase there is a rendering bug someplace.

    IMAGE ONE.....

    Click image for larger version

Name:	img01.jpg
Views:	31
Size:	391.0 KB
ID:	1138481

    IMAGE TWO - Reloading the chart template which fixes the plotting problem

    Click image for larger version

Name:	img02.jpg
Views:	35
Size:	78.1 KB
ID:	1138483

    IMAGE THREE - plot panel two is now fixed (Notice the data box between image one and image 3)

    Click image for larger version

Name:	img03.jpg
Views:	33
Size:	414.5 KB
ID:	1138482

    Attached Files

    #2
    Hello jeliner,

    Thank you for your note.

    After recreating and testing your settings I noticed that having my Cumulative Delta set to "on bar close" compared to "on each tick" allowed my second panel to load much quicker.

    Please let me know if your issue persists.
    Jermaine S.NinjaTrader Customer Service

    Comment


      #3
      After recreating and testing your settings I noticed that having my Cumulative Delta set to "on bar close" compared to "on each tick" allowed my second panel to load much quicker.
      Both the cumulative delta and bollinger band were set to on each tick ... here are my setting in the image below..

      Cumulative Delta...
      Click image for larger version

Name:	imgA01.jpg
Views:	31
Size:	184.8 KB
ID:	1138503


      Bollinger Band of Cumulative Delta

      Click image for larger version

Name:	imgA02.jpg
Views:	19
Size:	182.6 KB
ID:	1138504

      Comment


        #4
        Hello jeliner,

        Thank you for your note.

        Changing your Calculate setting to "on bar close" will improve your indicator loading time. When you have your Indicator calculate "on each tick" it is more CPU intensive.

        https://ninjatrader.com/support/help...torsParameters

        Please let us know if we may be of any further assistance.


        Jermaine S.NinjaTrader Customer Service

        Comment


          #5
          Thank you for your note.

          Changing your Calculate setting to "on bar close" will improve your indicator loading time. When you have your Indicator calculate "on each tick" it is more CPU intensive.

          https://ninjatrader.com/support/help...torsParameters

          Please let us know if we may be of any further assistance.
          Is it possible to submit an inquiry to look into the possibility to have this work on a "on tick basis" We are talking order flow, whose primary function to to provide "NOW" movement on volume - not delayed until after the bar is formed. Just presenting an opportunity to improve your platform to meat the needs of your users in a more realistic manner.

          Comment


            #6
            Hello jeliner,

            Thank you for your reply.

            There are no further improvements to the Indicator itself that may be performed at this time. The restriction here is your PC's ability to calculate the amount of tick data coming into the Platform when it is set to "on each tick".

            I would recommend reducing the number of days to load on your chart in order to reduce the amount of tick data that your indicator is calculating using "on each tick".

            I have provided a link to the Performance Tips Help Guide Page Below.

            https://ninjatrader.com/support/help...ance_tips2.htm

            Please let us know if we may be of any further assistance.
            Jermaine S.NinjaTrader Customer Service

            Comment

            Latest Posts

            Collapse

            Topics Statistics Last Post
            Started by soon123, Today, 10:15 PM
            0 responses
            2 views
            0 likes
            Last Post soon123
            by soon123
             
            Started by tuliomgui, Today, 10:07 PM
            0 responses
            2 views
            0 likes
            Last Post tuliomgui  
            Started by bhydsnh, Today, 10:06 PM
            0 responses
            1 view
            0 likes
            Last Post bhydsnh
            by bhydsnh
             
            Started by ketoeliteusa, Today, 09:59 PM
            0 responses
            1 view
            0 likes
            Last Post ketoeliteusa  
            Started by ketoeliteusa, Today, 09:58 PM
            0 responses
            3 views
            0 likes
            Last Post ketoeliteusa  
            Working...
            X