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CL volatility and chart updates

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    CL volatility and chart updates

    Hello, with the general and recent volatility and fast moves in CL i wondered how others N8 systems are coping / adapting to this and any tips for this.

    I have been fine tuning some charts and my indicators and trying to optimise where i can various updates regarding OnMarketData() and OnMarketDepth() calls that i use in a number of indicators.

    Is anyone else experiencing delays at certain very fast moves in charts updating ?
    Are you using only minimal charts for CL in your workspace ?
    where i can i have set indicators to on bar close = true but not possible for all
    and even not using tick replay where not needed but is being used in several.

    'Eventually the chart catches up with processing the events' but is not good enough as it stands.

    memory usage is stable in these periods and have been monitoring this and ironed out some of the issues in the progressive releases of N8 so have more general stability.

    I have 8 GB and i7-3632QM processor ... which for the most part has been working well.

    Any suggestions or tips welcome ....


    Hello soulfx,

    I wanted to confirm you are asking the community for tips about writing more efficient code and you are not asking for general tips for reducing the amount of load on the computer by reducing scripts.

    As far as coding efficiently, be sure that no calculations are being done in OnRender() other than calculating x and y coordinates, be sure that any where objects are being created, these are being assigned to variables that are re-used to avoid objects collected in memory.

    If the script is accumulating volume, you may need the script to run with Calculate as On each tick. If not, you may get a big boost from setting Calculate to On price change or On bar close.

    Below is a link to general tips for reducing load on the CPU.
    Chelsea B.NinjaTrader Customer Service


      Hello, well to be honest it is general efficiency and have been reviewing and will continue to review the standard approaches of which i am aware. But more specifically asking for experience of those who trade/chart CL and how they are finding N8.

      the link you posted had the following :

      Or even set the "Display update interval" to a higher value on your chart

      which Matthew posted in his post. I note from the date this would have been referencing N7.
      There isnt to my knowledge an equivalent in N8 or is there ? I couldnt see in properties or tools options? Is this planned ? I know there have been questions about onRender updates (250ms) that i see.

      Also as a test the other day i noted that OnRender() is only called for the visible selected tab ? and thus other tabs will not be rendered although their onbarupdate() calculations will continue. And yes i have reduced logic in onrender to not do any necessary calculations and is just geometry calcs where needed.



        Hello Chelsea, in addition to the questions below ....

        From past testing and review of the Tick Replay - can i just confirm that when i use this mostly to capture bid ask volume data via the OnMarketData() - if i set indicator to OnPriceChange volume information that is received as events to OnMarketData() could be and likely will be missed ? If it is essential as it would be i need to use OnEachTick ; as i have been - it 'looks' like it works with OnPriceChange ... but just wanted to check and confirm as there is no illustration of this in the help guides on the sequence of OnBarUpdate and OnMarketData for the OnPriceChange setting - just asking in case there is some 'batching' of onmarketdata events that goes on that i wasnt aware of.

        There used to be more detail on the comparison of OnPriceChange and OnEachTick with a table and more explanation but this has since been rewritten with little reference to OnPriceChange unless it is on another page.
        Hope the question is clear
        Last edited by soulfx; 05-04-2017, 02:06 PM.


          Any update on this when you get a chance ? thanks


            Hello Soulfx,

            Statements in OnMarketData will run as if calculate was set to on each tick, even if the strategy is set to OnBarClose. So to answer your question, no this information would not be missed.

            Please let us know if you need further assistance.
            Alan P.NinjaTrader Customer Service


              Thanks for confirmation - that is what my testing since post confirmed ; as suggestion would be useful for others to have this note and distinction made to the Help pages ; it may not be apparent to all and would be useful to add this


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