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NT takes forever to update Market Analyzer
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NT takes forever to update Market Analyzer

  #1 (permalink)
Atlas
Bloomington
 
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NT takes forever to update Market Analyzer

I'm running NT with IQFeed evaluation period - delayed
I'm running Market Analyzer on the S&P500 with three columns besides the instruments column. These include:

1. 60 minute 20 period SMA
2. 60 minute MACD
3. 10 minute custom calculation (sum of the last three bars RSI + sum of the last three bars stochastic D / 2)

It has taken fully 25+ minutes to update and sort (filter). I have it set for 50 bar lookback. Is this typical? And if I reduce the lookback will it help performance and hurt the accuracy of the calculations?

"I've missed more than 9,000 shots in my career. I've lost almost 300 games. 26 times, I've been trusted to take the game-winning shot and missed. I've failed over and over and over again in my life. And that is why I succeed."
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  #2 (permalink)
Atlas
Bloomington
 
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Platform: NinjaTrader
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Favorite Futures: Stocks
 
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Posts: 191 since Apr 2011
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exeriment

Update #2: Still taking forever! I decided to start from scratch after changing look back to 1 bar. closed NT and reoppened. It is now 10 minutes later and is still calculating my custom indicator formula:

(sum of the last three bars RSI + sum of the last three bars stochastic D / 2)

does anyone else have difficulty with performance on relatively simple calculations?


Update: I changed the lookback to 1 bar and it loads very quickly and the calculation appears to be accurate.

Why would anyone want a lookback of more than 1 bar in the market analyzer? What does it do? It doesn't seem to effect my calculations.

"I've missed more than 9,000 shots in my career. I've lost almost 300 games. 26 times, I've been trusted to take the game-winning shot and missed. I've failed over and over and over again in my life. And that is why I succeed."
- Michael Jordan, 5-Time NBA Most Valuable Player, 6-Time NBA Champion

Last edited by ShruggedAtlas; June 14th, 2011 at 11:34 AM.
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  #3 (permalink)
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Are you aware that this is the same as putting 1,500 indicators on your chart? So it should take some time.

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  #4 (permalink)
Atlas
Bloomington
 
Futures Experience: Beginner
Platform: NinjaTrader
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Posts: 191 since Apr 2011
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What can one do to screen for conditions in NT?


Fat Tails View Post
Are you aware that this is the same as putting 1,500 indicators on your chart? So it should take some time.

What other alternative is there? I know of no other way to screen for the conditions of my strategy. I need to be able to search for stocks moving up in a 60 minute time frame and at the bottom of a 60 minute 'cycle' and also bottoming out on the 10 minute time frame according to a blend of stochastics. This requires several conditions to be tested on at least two different time frames. Isn't NT capable of doing this in real time?

What other screener software CAN do this??

"I've missed more than 9,000 shots in my career. I've lost almost 300 games. 26 times, I've been trusted to take the game-winning shot and missed. I've failed over and over and over again in my life. And that is why I succeed."
- Michael Jordan, 5-Time NBA Most Valuable Player, 6-Time NBA Champion
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