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The Truth: NinjaTrader


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The Truth: NinjaTrader

  #1001 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
Market Wizard
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
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samiotis View Post
----------------------------
What is the API settings for the datafeed I don't know can you explain?

Wireless Internet for all three platforms
.Net is up to date
anti virus software? NT lugging data is only at high volume
Only NT Indicators

This can create a lag:


(1) Speed and bandwidth of your internet connection. This is in particular true, if you use an unfiltered datafeed.
-> check who is your data provider
-> did you measure the performance of your internet connection

(2) Even some native NinjaTrader indicators can negatively impact performance, if you set them to "CalculateOnBarClose = false".
-> which indicators do you use exactly?
-> do you set your indicators all to "CalculateOnBarClose = true"?
-> how many charts do you have open simultaneously ?

(3) If you set the display update interval faster than default settings, this can have a negative impact on performance.
-> what did you set your display update interval to?

Can you post a screenshot or video?

If you compare Ninjatrader to QuoteTracker, on which datafeed did you use QuoteTracker and on which datafeed do you use NinjaTrader?

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  #1002 (permalink)
 
samiotis's Avatar
 samiotis 
Cordes Lakes, AZ- USA
 
Experience: Intermediate
Platform: NinjaTrader, TOS, MT
Broker: TDAmeritrade Ninja Trader, TastyWorks, Robinhood
Trading: Options, MES, ES
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Fat Tails View Post
This can create a lag:


(1) Speed and bandwidth of your internet connection. This is in particular true, if you use an unfiltered datafeed. ( ?)
-> check who is your data provider my broker MBT for QT & NT, TOS is from TDAmeritrade
-> did you measure the performance of your Internet connection The lag is true with all kind of connections including DSL


(2) Even some native NinjaTrader indicators can negatively impact performance, if you set them to "CalculateOnBarClose = false".
-> which indicators do you use exactly? pic attached
-> do you set your indicators all to "CalculateOnBarClose = true"? Yes
-> how many charts do you have open simultaneously ? Two to four

(3) If you set the display update interval faster than default settings, this can have a negative impact on performance.
-> what did you set your display update interval to? 0.5 sec

Can you post a screenshot or video?

If you compare Ninjatrader to QuoteTracker, on which datafeed did you use QuoteTracker and on which datafeed do you use NinjaTrader?

I don't now how to upload video..........

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  #1003 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
Market Wizard
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
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samiotis View Post
I don't now how to upload video..........

@samiotis:

The error occurs with a contract that expired 6 months ago, why do you try to load that old contract?

Maybe there is a limitation of data supplied by MBT, so that you are not able to load the real-time data required.

Did you ever try NinjaTrader with a real datafeed (not a free brokerfeed)?


Some of the indicators that you use are not NinjaTrader default indicators, but I do not think that they create the problem.

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  #1004 (permalink)
 
samiotis's Avatar
 samiotis 
Cordes Lakes, AZ- USA
 
Experience: Intermediate
Platform: NinjaTrader, TOS, MT
Broker: TDAmeritrade Ninja Trader, TastyWorks, Robinhood
Trading: Options, MES, ES
Posts: 83 since Jan 2011
Thanks Given: 29
Thanks Received: 59


Fat Tails View Post
@samiotis:

The error occurs with a contract that expired 6 months ago, why do you try to load that old contract?

Maybe there is a limitation of data supplied by MBT, so that you are not able to load the real-time data required.

Did you ever try NinjaTrader with a real datafeed (not a free brokerfeed)?


Some of the indicators that you use are not NinjaTrader default indicators, but I do not think that they create the problem.


This is an old problem and just happened to have saved one of the pictures
I had Quick feed same thing

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  #1005 (permalink)
 
samiotis's Avatar
 samiotis 
Cordes Lakes, AZ- USA
 
Experience: Intermediate
Platform: NinjaTrader, TOS, MT
Broker: TDAmeritrade Ninja Trader, TastyWorks, Robinhood
Trading: Options, MES, ES
Posts: 83 since Jan 2011
Thanks Given: 29
Thanks Received: 59

BTW both platforms get the data from MBT it just that QT is right on tick by tick, I know that for a fact because I trade nothing but limit orders and I use QT's price and Ninjas Dom and let me tell you their is nothing more frustrating then to click on a prises at the Dom that is not there yet? and forget market orders when scalping I will loose my house, this problem ofcourse is not 24/7 only some times and especially when you really need it.

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  #1006 (permalink)
 
djkiwi's Avatar
 djkiwi 
Mercer Island WA
 
Experience: Advanced
Platform: Ninjatrader/Strategy Desk
Broker: Various
Trading: TF/NQ/ES/Stocks
Posts: 561 since May 2010
Thanks Given: 981
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samiotis View Post
----------

Now this is what it bugs the heck out of me; I am running three platforms every day on a WinXp pro duo core2 2Ghz 2gd RAM with 1 Quote Tracker 1 Thinkorswim or two sometimes and none of them ever lost a beat software to rely your money on and NT7 I cannot relied on for trading because when volume picks up NT7 chocks and until someone tells me why is that to me NT7 is not to be trusted for trading. I been running software for ten years and never ever had a problem like this.
.........

@samiotis. I feel your frustration. I used think or swim as well for a long time. The reality is Ninjatrader is much more hardware intensive than think or swim, lightspeed, TD Ameritrade strategy desk or IB. 2gb is simply not enough to run ninjatrader and other applications. As a first immediate step I'd suggest you upgrade to 4 gb, even though you will only realistically be able use about 3.5gb due to the limitations of 32 bit XP.

What I notice with ninjatrader once usable memory gets thin and disk caching takes over you are in big trouble and it will slow down or hang. This is not the fault of the software. This is the fault of the user not providing sufficient hardware to ensure the software is able to run optimally.

With ninjatrader it doesn't take much to consume 1gb of memory. Here is a screen shot of my process explorer. Firefox is a hungry beast and with just a few web pages open consumes 439k, java 416k and ninja 391k with only 5 charts, svchost and csrss 350k so already you are up to 1.6gb and then you have memory reserved for the operating system etc. My guess is you are hitting the wall fairly quickly with disk caching then it's all turning to custard.



To tell the truth I think that old mule you have there may need to be put out to pasture. It's likely seen it's best days. Hardware is so cheap now there really is no reason to keep an old mule like that in the stable. Ninjatrader does seem to perform exceptionally well with 64 bit windows 7 with 8GB of ram. If your dual core can be upgraded to 64 bit windows 7 with more memory it could be worth considering.

Cheers
DJ

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  #1007 (permalink)
 
samiotis's Avatar
 samiotis 
Cordes Lakes, AZ- USA
 
Experience: Intermediate
Platform: NinjaTrader, TOS, MT
Broker: TDAmeritrade Ninja Trader, TastyWorks, Robinhood
Trading: Options, MES, ES
Posts: 83 since Jan 2011
Thanks Given: 29
Thanks Received: 59

Well I never look at it this way no one ever mention it before besides I start it with 516mb of RAM and now I am up to 2Gb and the problem still persisting if you look at the pic below NT 100.000k i don't call that hoggish, as you can see I have plenty of memory left so I will give test run tomorrow with limited opened programs and see, one more thing to thing about I have run NT only on this machine and all the other platforms and webs on a second machine and nothing change, so the problem is els were. stay tuned

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  #1008 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
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samiotis View Post
Well I never look at it this way no one ever mention it before besides I start it with 516mb of RAM and now I am up to 2Gb and the problem still persisting if you look at the pic below NT 100.000k i don't call that hoggish, as you can see I have plenty of memory left so I will give test run tomorrow with limited opened programs and see, one more thing to thing about I have run NT only on this machine and all the other platforms and webs on a second machine and nothing change, so the problem is els were. stay tuned

@samiotis: I really agree with @djkiwi. The 3-year old notebook of my wife runs runs on a 32-bit Vista - what a pain - but it has 4GB of RAM installed - out of which a little over 3 GB can be used. With 2 GByte of RAM it would crash all the time.

Below is a snapshot of my current RAM utilization, NinjaTrader consumes about 1 GByte. This is a special situation, because I have edited custom indicators and strategies, and my PC is full of them. With no files edited RAM usage will go down to about 250k.

When I had 4GByte RAM installed, I experienced regular crashes, as I ran out of RAM. But running a PC with 2GByte of RAM is like trying to make it to the peak of Mount Everest in shorts and sandals.

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  #1009 (permalink)
 fourtiwinks 
Singapore
 
Experience: Beginner
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Fat Tails View Post
...NinjaTrader consumes about 1 GByte. This is a special situation, because I have edited custom indicators and strategies, and my PC is full of them. With no files edited RAM usage will go down to about 250k...

@Fat Tails,

Can I check with you whether NT7 still consumes memory if I have a lot of indicators/strategies saved in it, even if I don't use many of them on my charts?

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  #1010 (permalink)
 
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 sam028 
Site Moderator
 
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fourtiwinks View Post
@Fat Tails,

Can I check with you whether NT7 still consumes memory if I have a lot of indicators/strategies saved in it, even if I don't use many of them on my charts?

With a lot of indicators you will have a large "My Documents\NinjaTrader 7\bin\Custom\NinjaTrader.Custom.dll", but that doesn't mean you will have hundreds of Mb used because of it. NT will require a lot of memory if you do large backtests, have a lot of bars in a chart, have poorly coded indicators, use 25 Charts with a gazillions indicators inside , etc.
Having a lot of custom indicators will mainly make the start of Ninja slower, but that's all.
The machine used for the Battle of the Bots (10 strategies running, 1.4Mb for NinjaTrader.Custom.dll) has 1GB and NinjaTrader.exe is using 143Mb of RAM.

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