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Implement multithreading in a strategy

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    Implement multithreading in a strategy

    Hello,

    Is it possible to implement in ninjatrader a method inside one's strategy that would be called on a different thread.

    The reason I am asking is because I do use the OnMarketData method that is computationally intensive, so I would like to have a thread dedicated to this, but I also have a method called on a timer that checks the data and the current orders, may place new orders etc. I would like to have both running on different thread as currently, I notice that the timer keeps on deviating, i.e. say this is a 30 s timer, it will deviate from the 30 sec mark, and after say 100 calls, I would have seen 30010 seconds gone by (this is just for illustration).

    Hence I hope multithreading would help to avoid this issue? If not any other solution? And if it would, could you please provide me an example on how to actually implement this multithreading in ninja trader?

    Thanks

    #2
    Hello.

    Thanks for the note.

    Advanced threading and deviating from the event-driven model in NinjaScript is not supported. You can look at the BarTimer indicator's code to get an idea of how you could dispatch some code asynchronously and use the tick event method to read/update data.

    Please let us know if you have any questions.
    Chris L.NinjaTrader Customer Service

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