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Old trading computer
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Created: by jsengxx2 Attachments:1

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Old trading computer

  #11 (permalink)
Membership Temporarily Revoked
Portugal, Viana do Castelo
 
Futures Experience: Intermediate
Platform: ninjatrader
Favorite Futures: 6e
 
Posts: 358 since Sep 2011
Thanks: 187 given, 343 received


Fat Tails View Post
@jsengxx2: Yes there is a benchmark. Take the VWAP from the NinjaTrader forum, apply it to an ES 03-12 chart with settings COBC = false. Then let it run in 500x speed on your market replay.

Measure how long it takes to run through a trading day.

Without the indicator the trading day would take 1440/500 = 2.88 minutes to play. If you attain that result

-> let me know what PC you use
-> let me see the screenshots for the CPU load as shown by process explorer



Where can I get the vwap indicator and what is the time frame on the es chart to run it?

Thanks,
JJ

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  #12 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,653 since Mar 2010
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jsengxx2 View Post
Where can I get the vwap indicator and what is the time frame on the es chart to run it?

Thanks,
JJ

@jsengxx2: The VWAP is available here at the NinjaTrader forum.

Links and Downloads Manager - NinjaTrader Support Forum

It is badly coded and needs to calculate back to the beginning of the session with each incoming tick. Best you use with a 1 min chart with the 24/5 session template.

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  #13 (permalink)
Membership Temporarily Revoked
Portugal, Viana do Castelo
 
Futures Experience: Intermediate
Platform: ninjatrader
Favorite Futures: 6e
 
Posts: 358 since Sep 2011
Thanks: 187 given, 343 received



Fat Tails View Post
@jsengxx2: Yes there is a benchmark. Take the VWAP from the NinjaTrader forum, apply it to an ES 03-12 chart with settings COBC = false. Then let it run in 500x speed on your market replay.

Measure how long it takes to run through a trading day.

Without the indicator the trading day would take 1440/500 = 2.88 minutes to play. If you attain that result

-> let me know what PC you use
-> let me see the screenshots for the CPU load as shown by process explorer




So here are my results with the indicator benchmark it took 15min3sec too replay from 6.00 too 6.00 next day.
I have made a screen shot when the test was running.

Where can I see other results from different pcīs so I can see where my setup is sitting on?

Attached Thumbnails
Old trading computer-cputest-64-.png  
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  #14 (permalink)
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cologne, europe
 
Futures Experience: Intermediate
Platform: jforex, ninjatrader, t4-trader
Broker/Data: dukascopy, ninjatrader/cqg
Favorite Futures: fairly traded ones
 
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Posts: 219 since Mar 2011
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Fat Tails View Post
@jsengxx2: The VWAP is available here at the NinjaTrader forum.

Links and Downloads Manager - NinjaTrader Support Forum

It is badly coded and needs to calculate back to the beginning of the session with each incoming tick. Best you use with a 1 min chart with the 24/5 session template.

Thank you for the tip, Fat Tails. Maybe now i have found the reason why i experience dropouts, lags, charts flashing white in fast markets and therefore canīt trade live with Ninjatrader.. Ich use 8 charts, all with that vwap.


Last edited by CFuture; February 12th, 2013 at 05:37 PM. Reason: typo
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  #15 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
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Posts: 9,653 since Mar 2010
Thanks: 4,226 given, 25,602 received
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CFuture View Post
Thank you for the tip, Fat Tails. Maybe now i have found the reason why i experience dropouts, lags, charts flashing white in fast markets and therefore canīt trade live with Ninjatrader.. Ich use 8 charts, all with that vwap.

This VWAP or other indicators may cause problems, when set to CalculateOnBarClose = false. With CalculateOnBarClose = true, this is unlikely.

But if you use Ninjatrader with fancy free indicators that have not been tested, it is about the same as if you build a car with corroded pieces from a scrap metal yard.

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  #16 (permalink)
Membership Temporarily Revoked
Portugal, Viana do Castelo
 
Futures Experience: Intermediate
Platform: ninjatrader
Favorite Futures: 6e
 
Posts: 358 since Sep 2011
Thanks: 187 given, 343 received

Update:

I have now 4 screens and swapped the e7400 cpu for quad xeon x3360 and that made a big difference system is now much more responsive and the total memory went down by 300-400 mb.

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