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How bad is NT lag?


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How bad is NT lag?

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  #11 (permalink)
 glennts 
Corpus Christi, TX / Westcliffe, CO
 
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If you use Task Manager and locate the NinjaTrader in the Details tab and then right click you can change the priority the CPU gives NT. By default it is Normal, competing with other services for CPU cycles and you can change it to High, which I use, or Realtime which I've not tried. There is a script in the NT downloads that you load as an indicator that sets this whenever you start NT7. Don't know if it also works with NT8.

Also, I use the Rithmic DOM for order entry and it is generally 1+ seconds ahead of the NT charts in displaying price changes and during high volume surges it is not uncommon to see a multiple ES point lag. I believe NT uses a split data stream, one for the charts and one for trade execution. You may have seen evidence of this when a trade gets filled at a price that has yet to appear on a chart.

C# being object oriented, every indicator plotted is made up of separate bar to bar data points. If you use a long look back you dramatically increase the computational load as each data point is recalculated with each new bar. So it makes sense to consider how much historical data you need to chart to decide what you are going to do in the next 5 minutes. Perhaps an analysis workspace in which you have multi-week time spans to sketch out your strategy for the day with the chart properties refresh rate set to multiple seconds. Do you really need a weekly bar to refresh every .3 seconds? And a trading workspace in which you show only the amount of data necessary to get you into and out of a trade.

Windows and some of the Speed monitor programs have a Trace function where you can see the tortuous path data follows to get from the data servers to your computer. When you realize how many links are involved it is amazing it works at all let alone with 30ms of latency.

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  #12 (permalink)
 chipwitch 
Nashville, TN
 
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iq200 View Post
Are you running in Replay Sim, Live Sim or live with a broker?

I have a six core I7, 32GB memory and a crappy NIVDIA GT1030 running 30-40 charts at a time on two monitors and I get good performance on Live Sim and Replay Sim.

Live with Broker. Sounds like a similar setup. How much are you relying on tick data? DOM? T&S? Indicators that use either of those?

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  #13 (permalink)
 chipwitch 
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glennts View Post
If you use Task Manager and locate the NinjaTrader in the Details tab and then right click you can change the priority the CPU gives NT. By default it is Normal, competing with other services for CPU cycles and you can change it to High, which I use, or Realtime which I've not tried. There is a script in the NT downloads that you load as an indicator that sets this whenever you start NT7. Don't know if it also works with NT8.

Also, I use the Rithmic DOM for order entry and it is generally 1+ seconds ahead of the NT charts in displaying price changes and during high volume surges it is not uncommon to see a multiple ES point lag. I believe NT uses a split data stream, one for the charts and one for trade execution. You may have seen evidence of this when a trade gets filled at a price that has yet to appear on a chart.

C# being object oriented, every indicator plotted is made up of separate bar to bar data points. If you use a long look back you dramatically increase the computational load as each data point is recalculated with each new bar. So it makes sense to consider how much historical data you need to chart to decide what you are going to do in the next 5 minutes. Perhaps an analysis workspace in which you have multi-week time spans to sketch out your strategy for the day with the chart properties refresh rate set to multiple seconds. Do you really need a weekly bar to refresh every .3 seconds? And a trading workspace in which you show only the amount of data necessary to get you into and out of a trade.

Windows and some of the Speed monitor programs have a Trace function where you can see the tortuous path data follows to get from the data servers to your computer. When you realize how many links are involved it is amazing it works at all let alone with 30ms of latency.

Yes, I've done all that. I was able to make some adjustments, but everything was already close to optimum. My main chart is a 2 range chart for entries. It also has the T&S and Cumulative Delta both running tick data. One of my indicators uses drawn bars using the drawing tools. I'm not sure how inefficient that is compared to the OnRender() method... but I have been avoiding taking on too heavy graphics. Still, it seems that it should be able to handle what I throw at it.

I went back and reviewed the charts where the lag occurred... It was relatively short and a lot of movement. I still don't think it was significant enough to slow it down that much. On my 2 range chart there were probably 50 bars painted in about 30 seconds... One particular bottleneck had 20 bars or so in about 3 seconds. You would think the lag could be monitored from within NT and shut down most graphic elements or at least give priority to just the price bar on the chart. Maybe paint the background red as an indication of the event.

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  #14 (permalink)
 glennts 
Corpus Christi, TX / Westcliffe, CO
 
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>>One particular bottleneck had 20 bars or so in about 3 seconds.<<

This is asking your chart to refresh every .15 seconds if it is going to keep up. The default chart properties refresh rate is .3 seconds with a caution that anything shorted will result in CPU overload. That it chokes is not surprising.

You may want to consider a 2 (tick?) range bar to not be practical.

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  #15 (permalink)
 iq200 
London, UK
 
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chipwitch View Post
Live with Broker. Sounds like a similar setup. How much are you relying on tick data? DOM? T&S? Indicators that use either of those?

I am looking at around 12 different watch equity symbols and for each equity, I have a 1 minute and 5minute chart w/T&S. I also have L2 window but separately from my broker software. I am however using a 1 tick stream on each chart to calculate orderflow bound to two indicators I have written. So thats 24 charts.

On top of that I have am viewing 4 trading symbols (2 charts per symbol again 1 & 5min) which I switch based on whats happening on the watch charts and 8 index charts.

I should refine my previous post. I have noticed a certain lag very occasionally when the stock market opens on days of huge volatility when I assume, there is massive amounts of order flow happening. This doesn't happen to all the charts however. I don't remember noticing lag when I am using a a couple of charts in my workspace. In any case after the market has settled all is usually fine. I havent looked at this as in great detail because I am planning to upgrade my computer to a very powerful spec when I go live.

One thing I have found that may make a difference in performance charts is that I have set my indicators that need tick data to update per tick (2 indicators per chart) and others I have set to price change.

Also make sure you turn off the debug for your indicators. You can check this by going to the NT editor, loading up an indicator and right click and see if the Debug setting is checked.

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  #16 (permalink)
 chipwitch 
Nashville, TN
 
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iq200 View Post
Also make sure you turn off the debug for your indicators. You can check this by going to the NT editor, loading up an indicator and right click and see if the Debug setting is checked.

Thanks for the reminder. I'll double check. I haven't used the debugger yet, but I got it installed and may have turned it on to try it out. I know it's a resource hog, so I think I would have turned it off.

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  #17 (permalink)
 erwinbeckers 
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chipwitch View Post
Thanks for the reminder. I'll double-check. I haven't used the debugger yet, but I got it installed and may have turned it on to try it out. I know it's a resource hog, so I think I would have turned it off.

A friend of mine had extreme lag. We tried everything, even completely reinstalling a completely blank NinjaTrader with no 3rd party indicators
Nothing helped. He was getting extreme lag even with a clean NinjaTrader.
Notice his machine is a beast, with more than enough CPU power, memory, and GPU power. Also, he has a high bandwidth internet connection
In fact, his PC is and internet connection is way higher & faster than mine, yet he experienced extreme lack while I did not.

In the end, we finally figured it out. He is using 6x 4k monitors and NinjaTrader can't seem to handle this
We changed the screen resolution for each monitor from 4k to 1920x1080 and boom Ninjatrader did not lag anymore
Next, we reinstalled all his 3rd party indicators, chart templates, workspaces, you name it and NinjaTrader performed just fine

So.. never use 4k monitors with NinjaTrader with a 4k screen resolution

Erwin

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  #18 (permalink)
 chipwitch 
Nashville, TN
 
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erwinbeckers View Post
A friend of mine had extreme lag. We tried everything, even completely reinstalling a completely blank NinjaTrader with no 3rd party indicators
Nothing helped. He was getting extreme lag even with a clean NinjaTrader.
Notice his machine is a beast, with more than enough CPU power, memory, and GPU power. Also, he has a high bandwidth internet connection
In fact, his PC is and internet connection is way higher & faster than mine, yet he experienced extreme lack while I did not.

In the end, we finally figured it out. He is using 6x 4k monitors and NinjaTrader can't seem to handle this
We changed the screen resolution for each monitor from 4k to 1920x1080 and boom Ninjatrader did not lag anymore
Next, we reinstalled all his 3rd party indicators, chart templates, workspaces, you name it and NinjaTrader performed just fine

So.. never use 4k monitors with NinjaTrader with a 4k screen resolution

Erwin

Did you try doing just one or two 4k monitors? 6 is a lot. I'm currently just using 2 1920x1080 monitors but was thinking about upgrading to 3 4k. Of course, a new GPU is in order if I did. I don't want to spend all that money if it's just going to cause lag.

I was thinking that it might help if I ran all my charts on the ES but kept a minute chart of the MES limited to trade execution and management. My understanding is that one instrument is all crammed on one core. So, I have 5 cores just sitting there doing nothing. Maybe NT 9 will make improvements in CPU resource management.

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  #19 (permalink)
 iq200 
London, UK
 
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erwinbeckers View Post
A friend of mine had extreme lag. We tried everything, even completely reinstalling a completely blank NinjaTrader with no 3rd party indicators

Nothing helped. He was getting extreme lag even with a clean NinjaTrader.

Notice his machine is a beast, with more than enough CPU power, memory, and GPU power. Also, he has a high bandwidth internet connection

In fact, his PC is and internet connection is way higher & faster than mine, yet he experienced extreme lack while I did not.



In the end, we finally figured it out. He is using 6x 4k monitors and NinjaTrader can't seem to handle this

We changed the screen resolution for each monitor from 4k to 1920x1080 and boom Ninjatrader did not lag anymore

Next, we reinstalled all his 3rd party indicators, chart templates, workspaces, you name it and NinjaTrader performed just fine



So.. never use 4k monitors with NinjaTrader with a 4k screen resolution



Erwin


I assume you mean Ninjatrader 8?
What kind of lag are you referring to?
Did you or your friend only experience the lag with Ninjatrader?
What about using other apps? With/without Ninjatrader?
Did u use any resource monitor to try to pinpoint the issues?

Iíve been using Ninjatrader 8 with two 55Ē 4k monitors each running at 3840x2160 for the last 4 years. Earlier on I even had a workspace with around 50-60 charts covering both monitors. Havenít experienced the lag you mentioned.

Iíve read about issues with Ninjatrader & large monitors but those are more drawing issues.

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  #20 (permalink)
 erwinbeckers 
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>I assume you mean Ninjatrader 8?
Yes although it also happens with NinjaTrader 7
NinjaTrader is famous for its lag, complains about it date back many many years.
Just google and you will find dozens (if not hundreds) of complaints, also on Ninja's own forum

>What kind of lag are you referring to?
Charts & Orders lagging for 10 seconds or more

>Did you or your friend only experience the lag with Ninjatrader?
yes.

>What about using other apps? With/without Ninjatrader?
Every other app just runs fine, only NinjaTrader lags
We tried TOS and MultiCharts on the same machine, with no issues, no lag.
Also, any other app for example browsing the internet just works fine

>Did u use any resource monitor to try to pinpoint the issues?
Oh, we tried everything, you can think of. I tried everything NinjaTrader suggests
Including using the NinjaScript Utilization Monitor, Chartlag indicator, and windows task manager.
As I said, we even did a completely clean install of NinjaTrader without any 3rd party indicators and with a clean database
The lag only finally disappeared when lowering the screen resolution to 1920x1080

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