NinjaTrader users: have you encountered this?

Discussion in 'Trading Software' started by ArcticTrader, Jun 8, 2009.

  1. I am just running a demo for the free charting with Mirus/Zen. But Zen has unfiltered tick data and it gets data bursts at times. A few years back I had a real account with them now with TransAct. You could try NT with TT data feed as it doesn't seem to have the data bursting problems, they do a very small amount of throttling, so small I couldn't tell the difference between Zen and TT. It's worth a try.
     
    #11     Jun 8, 2009
  2. auspiv

    auspiv

    unbelievably, you're using only 25% of your installed RAM (3GB/12GB). NT works fine on a 64-bit OS. try installing a 64-bit OS on another partition on your hard drive to give it a go while keeping your current data intact, you'll probably like the results.

    i experience the same lag as you do, but usually only on the first trade of the day. to reduce/fix the problem, i always place one limit order far away from the price on any instrument to "clear out the cobwebs," if you will.
     
    #12     Jun 9, 2009
  3. Big AAPL

    Big AAPL

    I will echo auspiv's sentiment. My machine is a P4, 3.4, 2G dinosaur and once I get that first "far out of the money limit order" over and done with, it's all smooth sailing from there. Sim or live, executions are quick and responsive.
     
    #13     Jun 9, 2009
  4. ram

    ram

    Thanks for the tip, guys. Once you have that "far out of the money limit order" in place, do you cancel it immediately or leave it in place? Do you get the desired result either way?
     
    #14     Jun 9, 2009
  5. Big AAPL

    Big AAPL

    Once I get an "order pending" audio and visual confirmation I cancel the order immediately.
     
    #15     Jun 9, 2009
  6. ArcticTrader

    ArcticTrader Guest

    I was already running it on 64-bit Vista, and the tech support at Mirus futures told me the following:

    "Vista 64 will be sluggish and prone to freezing especially when running a 32bit trading application with time and sales windows. You will get better performance from a $400 Dell computer running XP. I would suggest using a separate computer just for trading and one for all the charting/time and sales--neither of which are 64bit OS and neither running Vista. Less is more in this case.

    Just to be clear, after working with over 10,000 traders using Ninja/Zen-Fire, I have concluded that Vista will not work well. A 64bit system will be much slower than a 32bit system. Combine the two and I would expect results as described."

    That's why I figured that my problems were due to vista, so I got rid of it and re-installed 32 bit XP home. I'm definitely not going back until NT 7 is out of Beta at least, I've got enough problems as it is on a "supported" operating system.

    I just tried that first trade of the day thing, and did notice more lag on that trade than on the subsequent ones I have placed, so thanks for that tip... however, I doubt it's going to solve my problem, as this issue occurs in heavy volume when I am placing tons of trades, and occurs repeatedly... albeit still just on the simulator right now. I'm going live with this thing next week, so I guess I'll see how bad it is then...
     
    #16     Jun 9, 2009
  7. ArcticTrader

    ArcticTrader Guest

    I need to know - how many charts are you running, do you have a time and sales open, and what types of indicators are on your charts - is it more or less complicated than what I described in my first post on this thread? Also, what is your lookback period set to for your charts?

    This information will let me know if I am experiencing normal behavior for my setup or not. Thanks!

    P.S. If auspiv or anyone else running NT in live trading could answer those same questions, it would be much appreciated!
     
    #17     Jun 9, 2009
  8. Big AAPL

    Big AAPL

    I only have two operating workspaces (keep in mind that saved workspaces will chew through bandwidth even if not actually open). One has 5 charts and the other has 7. No more than 5 or 6 canned indicators on each. All my entry/exit charts have a short lookback period simliar to yours and the anchor charts (2 per workspace) lookback from 30 to 60 days. Whether or not I have a T&S window open or not offers no significant difference in operating performance and my preference is 50 rows. All my charts are either tick or volume based.


    2 suggestions:

    Drop the custom coded indicator temporarily to see if it offers any difference in performance, just to rule it out.

    Pull back on the bar lookback for the 4 range YM chart to 350 as well, again to look for an increase in performance.

    You also mentioned that with 3G dedicated to the platform you still have 1G free. Are you saying that NT is using up to 2G of RAM? If so, that sounds like quite a bit of usage as I will only use up to 350mb on a very busy day, with @200mb on average.

    I feel your frustration my friend and I hope you can work this out.
     
    #18     Jun 9, 2009
  9. ArcticTrader

    ArcticTrader Guest

    It sounds like you have even more going on than I do... I changed my setup now to be the following:

    6-range chart (3 days lookback, no indicators)

    4-range chart (900 bar lookback, no indicators)

    1 and 3 minute charts (as described in first post)

    4 range chart (3 MAs, 1000 bar look back)

    2 range chart (bollinger, 1 MA, 350 bar lookback)

    T & S, SuperDOM

    There is no way that NT should not be able to handle this flawlessly, if I compare it to your system. I will try closing down random charts and placing sim trades at 9:30 today on ES to see what happens.

    I might add that my MAs on the 4 range chart are fairly long - 378, 126, and 42 period... should that make a difference?

    I will do that, but my custom indicators are really just a set of simple if/then statements - if EMA1 > EMA2, color the bars one way, else another way, etc.

    Done.

    That was because I had a 1 Gig ram drive running, which I have now removed...

    Thanks... the bottom line is that I shouldn't have to do this on a core i7 920 for any reason, not with this few charts open. This is absolutely terrible programming, and it makes me a bit worried in terms of the reliability of NT 7, to be honest. Hopefully they have hired some new programmers since 6.5 was written/designed!
     
    #19     Jun 9, 2009
  10. I'm running NT on a Vista notebook and have never had problems with trade lag. Part of my pre-flight check is to do a few sim trades, so you might try that. My current setup is slightly faster and considerably more stable than my previous notebook running XP.

    One thing that is consistent: I have the program set up to play a sound on strikes > 100 contracts. When the market is moving rapidly, I often hear lots of strikes going off, but both charts and T&S lag by as much as a few seconds. I use a couple of CV charts in addition to time charts, and they appear to be much more cpu intensive.

    There's less lag at such times using IB rather than ZenFire, but I assume that's because IB sends snapshots rather than every tick, so NT has less to process.

    Waiting for NT7....

    - palinuro
     
    #20     Jun 9, 2009