Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Performance considerations

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

    Performance considerations

    Hi,

    I am trying to ensure my platform is configured optimally, and have a general performance question.

    My general setup includes 1 monitor configured for each instrument I actively trade, with 4 charts per screen, all for the same instrument, but different time frames. From what I have read, these will all share the same thread as they are the same instrument?

    Each chart has a time frame of 90 to 3 days, although the number of bars on the charts is kept fairly low because the bar size is correspondingly high (I use range charts primarily). However, each chart (4), has a volume profile. This does require a tick data series to build it. On one chart, I also have cumulative delta. This also requires a tick data series to build it. All same instrument though, so identical data series being loaded.

    So, is NT8 clever enough to load and maintain only 1 tick data series and share that data, or is it loading 1 identical tick data series per chart, or worse, 1 per indicator per chart that requires it?

    If the latter, I was wondering if utilising tick reply would provide better performance in my situation? Although I seem to recall tick replay has performance considerations of it's own, and I disabled it in the past, it would seem to me that given tick data is probably played through the chart to build the range bars anyway? Having it play through the indicators, especially where there is more than 1 tick data series loaded per chart (identical data), may be more efficient?

    I simply do not know enough of how NT8 works internally and could not find the answers online. I do notice the lag when running in periods of high activity on instruments like es/nq and have already cut everything to the bone, so it's as lean as I can go, hence the query.

    Many thanks.

    #2
    Hello,

    Thank you for your post. NinjaTrader 8 does maintain a data cache of recent data to assist with the loading of charts at startup. See the below section of our help guide for more information.

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

    Regarding the charting settup, loading the same Data Series multiple times does load each time and increases PC load. From Performance tips in the help guide:

    "8. Workspaces which have a single or fewer number of instruments are unable to take advantage of multi-core processors. For example, having 30 charts with the same instrument will not perform as well as 30 charts of different instruments on a multi-core processor. Reducing the number of windows with the same instrument can increase performance. Alternatively, workspaces that have one or only a few instruments would benefit from a processor with a higher clock speed."

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

    Tick Replay would not improve performance in these matters - generally this will add to loading issues and should only be enabled if indicators/strategies are written for use Tick Replay.

    Let us know if we may assist further.
    Eric B.NinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by kaywai, 09-01-2023, 08:44 PM
    5 responses
    601 views
    0 likes
    Last Post NinjaTrader_Jason  
    Started by xiinteractive, 04-09-2024, 08:08 AM
    6 responses
    22 views
    0 likes
    Last Post xiinteractive  
    Started by Pattontje, Yesterday, 02:10 PM
    2 responses
    16 views
    0 likes
    Last Post Pattontje  
    Started by flybuzz, 04-21-2024, 04:07 PM
    17 responses
    230 views
    0 likes
    Last Post TradingLoss  
    Started by agclub, 04-21-2024, 08:57 PM
    3 responses
    17 views
    0 likes
    Last Post TradingLoss  
    Working...
    X