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Strategy Performance with Chart Indicators/Plots NT8 vs. NT7

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    Strategy Performance with Chart Indicators/Plots NT8 vs. NT7

    Hello,

    I had a discussion with an NT7 user regarding strategy performance. He was under the impression that strategy code for live trading SHOULD NOT include chart indicators or plots, that adding those to the live code would potentially disrupt performance. That those elements should only be in a backtesting version of the code.

    Is this true, or was it true with NT7 and not with NT8?

    If so, should then all live code not include AddChartIndicator() or Drawings?

    Appreciate the feedback.
    -EC_Chris-
    NinjaTrader Ecosystem Vendor - Emergent Cybernetics

    #2
    Hello EC_Chris,

    Thanks for your post.

    It sound like this user is after bleeding edge performance to have the edge on scripts that do plot and add drawing tools.

    Drawing tools can impact the amount of time it takes to complete a backtest, but I would not describe realtime runs of the strategy to have a comparable impact when using drawing tools or plotting.

    Granted, adding additional code adds execution time, so adding plots and visual indications would technically not be as fast as a script that doesn't add those. I would not say there is a significant difference, however.

    If you want to, you could create two versions of your strategy and test against Market Replay data played back at 1x and then add timers to your strategy to measure how much time is spent calculating and if there is any noticeable delay between your order submissions.

    Let us know if there is anything else we can do to help.
    JimNinjaTrader Customer Service

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