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The Truth: NinjaTrader

  #771 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
Market Wizard
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
Posts: 9,888 since Mar 2010
Thanks Given: 4,242
Thanks Received: 27,102


Felix trader View Post
Yes, I did all that by NT support sugestion, and changed to the interval from 0.5 sec to 1sec, but I think is too much, but don't know if this could interveer on the freezing.

do you think that 1 sec is too much?

Thanks for your answer.

@ Felix trader: We don't have enough information to help you.

-> could you post a chart?
-> what chart styles do you use?
-> how many charts do you have open?
-> do you use a market analyzer?
-> complete list of all indicators that you have on your freezing charts, including information, which are set to CalculateOnBarClose = true and which are set to CalculateOnBarClose = false;
-> information on your data provider
-> did you monitor CPU load during the freeze with Process Explorer, could you send a screen shot of your CPU load?
-> did just the chart freeze, or did the DOM also freeze?
-> do you have connectivity or bandwidth problems?

Without this information it is more like hunting ants in the dark.

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  #772 (permalink)
 Felix trader 
California - USA/Rio grande do sul-Brasil.
 
Experience: Intermediate
Platform: tradestation, ninja trader
Trading: Futuros
Posts: 88 since Apr 2011
Thanks Given: 851
Thanks Received: 23


Fat Tails View Post
@ Felix trader: We don't have enough information to help you.

-> could you post a chart?
-> what chart styles do you use?
-> how many charts do you have open?
-> do you use a market analyzer?
-> complete list of all indicators that you have on your freezing charts, including information, which are set to CalculateOnBarClose = true and which are set to CalculateOnBarClose = false;
-> information on your data provider
-> did you monitor CPU load during the freeze with Process Explorer, could you send a screen shot of your CPU load?
-> did just the chart freeze, or did the DOM also freeze?
-> do you have connectivity or bandwidth problems?

Without this information it is more like hunting ants in the dark.

Thanks for you help.

I put a chart and let open the indicators window so you can see wich are they, also can see that I use a 5min chart, 4range chart, and a market profile chart, do not use market anayzer... The only one that one that has "false" on Calculate On Bar Close is Market Profile.

About the CPU, I dont know how to do it and the DOM'S freeze most of the time. I have a 2mg band, upload and download dedicated.

My CPU is a desktop IntelCore2Duo with 3M ram and the operacional sistem is XP PRO, tooked out the firewall and today I unstalled the avg ANTIVIRUS, aldo modify, like I sad before, the interval to 1sec.

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  #773 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
Market Wizard
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
Posts: 9,888 since Mar 2010
Thanks Given: 4,242
Thanks Received: 27,102



Felix trader View Post
Thanks for you help.

I put a chart and let open the indicators window so you can see wich are they, also can see that I use a 5min chart, 4range chart, and a market profile chart, do not use market anayzer... The only one that one that has "false" on Calculate On Bar Close is Market Profile.

About the CPU, I dont know how to do it and the DOM'S freeze most of the time. I have a 2mg band, upload and download dedicated.

My CPU is a desktop IntelCore2Duo with 3M ram and the operacional sistem is XP PRO, tooked out the firewall and today I unstalled the avg ANTIVIRUS, aldo modify, like I sad before, the interval to 1sec.

You really need to find out first, whether it is a CPU problem or a bandwidth problem. Download Process Explorer from the Microsoft Website. You do not need to install it you can run it directly. When NinjaTrader freezes again, you have to look whether the CPU load is at the peak, jsut watch the CPU diagram.

If it is not a CPU problem, you have a connectivity problem, which means your internet connection is not sufficient.

If it is a CPU problem caused by NinjaTrader - Process Explorer breaks down CPU load by application -, then you
need to start with a clean chart and add indicators one by one until the freeze problem starts.

Alos make sure that there are no other workspaces open in the background, they will also take CPU load, close all other workspaces with the excpetion of the visible one.

Following this path you should be able to find out, which of the indicator uses CPU load. If you are unlucky, each of the indicator creates a small load, but I do not think it will.

Also try to put the Market Profile to CalculateOnBarClose = true. The VWAP indicator is extremely problematic on tick charts, as it calculates back all ticks to the beginning of the sessioin with each bar. It may cause a temporary freeze after a bar has been completed.

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  #774 (permalink)
 crosscreek 
Studio City
 
Experience: Advanced
Platform: NT
Broker: IQ Feed
Trading: ES, ZN
Posts: 53 since Mar 2011
Thanks Given: 1
Thanks Received: 44


Fat Tails View Post
You really need to find out first, whether it is a CPU problem or a bandwidth problem. Download Process Explorer from the Microsoft Website. You do not need to install it you can run it directly. When NinjaTrader freezes again, you have to look whether the CPU load is at the peak, jsut watch the CPU diagram.

If it is not a CPU problem, you have a connectivity problem, which means your internet connection is not sufficient.

If it is a CPU problem caused by NinjaTrader - Process Explorer breaks down CPU load by application -, then you
need to start with a clean chart and add indicators one by one until the freeze problem starts.

Alos make sure that there are no other workspaces open in the background, they will also take CPU load, close all other workspaces with the excpetion of the visible one.

Following this path you should be able to find out, which of the indicator uses CPU load. If you are unlucky, each of the indicator creates a small load, but I do not think it will.

Also try to put the Market Profile to CalculateOnBarClose = true. The VWAP indicator is extremely problematic on tick charts, as it calculates back all ticks to the beginning of the sessioin with each bar. It may cause a temporary freeze after a bar has been completed.

Given the cost now of a decent quad core 64 bit with 8 gigs of ram, I really don;t understand traders who trade futures and expect to use intense graphics such as required by multiple live charts with a machine that is in design at least 5 years old. I run NT7 pretty much full time (Gom recorder), with never a crash. And all my indicators are false bar close.

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  #775 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
Market Wizard
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
Posts: 9,888 since Mar 2010
Thanks Given: 4,242
Thanks Received: 27,102


crosscreek View Post
Given the cost now of a decent quad core 64 bit with 8 gigs of ram, I really don;t understand traders who trade futures and expect to use intense graphics such as required by multiple live charts with a machine that is in design at least 5 years old. I run NT7 pretty much full time (Gom recorder), with never a crash. And all my indicators are false bar close.

Absolutely correct. But with some precautions you can also run NinjaTrader on an old dual core with 2 GB of RAM.

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  #776 (permalink)
 
monpere's Avatar
 monpere 
Bala, PA, USA
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Mirus, IB
Trading: SPY, Oil, Euro
Posts: 1,854 since Jul 2010
Thanks Given: 300
Thanks Received: 3,371


crosscreek View Post
Given the cost now of a decent quad core 64 bit with 8 gigs of ram, I really don;t understand traders who trade futures and expect to use intense graphics such as required by multiple live charts with a machine that is in design at least 5 years old. I run NT7 pretty much full time (Gom recorder), with never a crash. And all my indicators are false bar close.

I don't think trading charts are graphics intensive, even if you run several charts, the only thing moving on a trading chart is the current live bar, and it moves a couple times per second in a normal market. It's not like we are drawing car chases and explosions that need to recalculate and move every pixel on the screen. I think inefficient indicators, and inefficient indicator settings are the main causes of performance issues. On NT, I set my display update interval to 3 to 5 seconds, there's no reason to keep re-drawing a static chart if the market is not even moving.

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  #777 (permalink)
 
atata's Avatar
 atata 
Calgary, AB
 
Experience: Intermediate
Platform: NT, IB, TOS, MC
Broker: IB, Rithmic
Trading: CL, ES, GC, ZS, ZB
Posts: 116 since Mar 2010
Thanks Given: 90
Thanks Received: 99


crosscreek View Post
Given the cost now of a decent quad core 64 bit with 8 gigs of ram, I really don;t understand traders who trade futures and expect to use intense graphics such as required by multiple live charts with a machine that is in design at least 5 years old. I run NT7 pretty much full time (Gom recorder), with never a crash. And all my indicators are false bar close.

crosscreek, it is easy to say from California that computers are cheap. Go and try to buy it in Brazil where one has to pay on lot less average salary at least twice as much as in the US... just my 2 cents

On the comment graphics intense, 100% agreement with monpere drawing a dot or a few for a bar on the screen is not graphics intensive in any means comparing to a CAD application or a high end racing game and such.
Felix trader, that does not mean adding some indicators can't bring your computer to halt therefore it is very important to follow a step by step approach and see what starts to cause the freezing on your computer.

Fat Tails gave you very good steps how to trouble shoot your computer issues.
As per your connection. Even if you have a good connection to your Internet provider that does not mean you have a good connection to your datafeed provider assuming you are a few thousand miles away living in Porto Allegre-Brazil. I suggest to test your connection with speedtest.net changing the server to the location where your data provider and broker is. I've got some results between Calgary - Porto Allegre. The result looks ok to me however you need to do the same from your computer to the suggested locations above.

Results are posted on this link:


Boa sorte, atata

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  #778 (permalink)
 Felix trader 
California - USA/Rio grande do sul-Brasil.
 
Experience: Intermediate
Platform: tradestation, ninja trader
Trading: Futuros
Posts: 88 since Apr 2011
Thanks Given: 851
Thanks Received: 23

test for difent cities.......

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  #779 (permalink)
 crosscreek 
Studio City
 
Experience: Advanced
Platform: NT
Broker: IQ Feed
Trading: ES, ZN
Posts: 53 since Mar 2011
Thanks Given: 1
Thanks Received: 44


atata View Post
crosscreek, it is easy to say from California that computers are cheap. Go and try to buy it in Brazil where one has to pay on lot less average salary at least twice as much as in the US... just my 2 cents

On the comment graphics intense, 100% agreement with monpere drawing a dot or a few for a bar on the screen is not graphics intensive in any means comparing to a CAD application or a high end racing game and such.
Felix trader, that does not mean adding some indicators can't bring your computer to halt therefore it is very important to follow a step by step approach and see what starts to cause the freezing on your computer.

Fat Tails gave you very good steps how to trouble shoot your computer issues.
As per your connection. Even if you have a good connection to your Internet provider that does not mean you have a good connection to your datafeed provider assuming you are a few thousand miles away living in Porto Allegre-Brazil. I suggest to test your connection with speedtest.net changing the server to the location where your data provider and broker is. I've got some results between Calgary - Porto Allegre. The result looks ok to me however you need to do the same from your computer to the suggested locations above.

Results are posted on this link:


Boa sorte, atata

I'm not familiar with the prices of PC's in Brazil. But it is all relative to the commissions you are paying for trading futures. I trade about 3 or 4 round trips a day, anywhere from to 1 to 4 contracts. That's a nice box right there in a couple of months. So for me, the math is simple. A good machine pays for itself very quickly. I won't even go into how easy traders have it now with data feeds. I remember paying well over $200 a month for esignal, now you can even trade with IB (if you can stand the new DOM) and have NT charts for free. So again, upgrading to a good machine for a semi pro trader is a must and makes financial sense these days.

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  #780 (permalink)
kamicrazy
New Zealand
 
Posts: 71 since Jun 2011
Thanks Given: 2
Thanks Received: 32


I run my discretionary trading setup on VMware Fusion, I have it configured with single core and 512 mb of ram and it runs fine.

The power of computers nowadays far eclipses anything offered even 5 years ago and even at that point computers were more powerful than required by the average trader. I don't think most traders require a quad core with 8 gigs of ram.

In my experience of indicators and trading platform performance issues it is due to bad indicator design or algorithms. Usually algorithms which have a lot of recursive functions.

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