OnMarketData performance

[guillembm]

I am trying to improve strategy performance and I am detecting that OnMarketData is using loads of CPU.

I only need OnMarketData to load data while an order is working. Would it be possible to stop OnMarketData loading data when no orders are working in the strategy?

Is there any other option to reduce OnMarketData CPU usage?

[NinjaTrader_Ray]

I am trying to improve strategy performance and I am detecting that OnMarketData is using loads of CPU.

I only need OnMarketData to load data while an order is working. Would it be possible to stop OnMarketData loading data when no orders are working in the strategy?

Is there any other option to reduce OnMarketData CPU usage?

Can you not return out of the method immediately when there are no orders working?

[guillembm]

Thanks Ray.

This is the option I am trying. This will avoid proccessing code when no orders are working.

Sort of:
if (MyOrder = null)
return;

But, this will still keep on loading data in the method.

I was wondering if there is a way to stop loading data.

[NinjaTrader_Ray]

Thanks Ray.

This is the option I am trying. This will avoid proccessing code when no orders are working.

Sort of:
if (MyOrder = null)
return;

But, this will still keep on loading data in the method.

I was wondering if there is a way to stop loading data.

If you override the method then that method will be called. That in itself (if there is no code to process) will not cause a CPU load whatsoever. My guess is that MyOrder is never null? Have you checked?

[guillembm]

Yes, the order is correctly set to null. I was just wondering for a better option.

Thanks

[NinjaTrader_ChelseaB]

Hello guillembm,

Your logic would need to control this within the script.

It would be possible to create a bool in the script that is true when any orders are alive and set to false once all orders are State.Filled or State.Cancelled.
Or you could create an array that holds the order objects and check that all open orders are not filled or cancelled.

Many of the example scripts I have check for this.

https://ninjatrader.com/support/forum/showthread.php?p=521345#post521345

https://ninjatrader.com/support/forum/showthread.php?p=486926#post486926

https://ninjatrader.com/support/forum/showthread.php?p=525576#post525576

[guillembm]

Thanks Chelsea.

This is exactly the approach I took.