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Adjustable Periods for Tick/Minute Data

I recently reached out to NinjaTrader about poor performance with my platform, from very slow loading times. It prompted a conversation basically where I was told like the platform is overwhelmed by the tick data amount, even though I have a very strong CPU (AMD threadripper 1950X)

I was wondering if it is possible that we could have an update where we can select how far back we want tick data to generate, then use minute data after that.

For example, I use volume profile on a 30m chart, I like to have a lookback of 45 days, currently I'm using 21 though for the speed. Which is still quite slow.

Is it possible we could set it up to where we use tick data on lets say the most recent 5 days, then use minute data on the days beyond that?

Same with cumulative delta, for me, I only need cumulative delta for the day that I am currently trading, however the chart I want it displayed on has 21 days look-back. Which is probably a lot of unnecessary tick data being processed. The tech at NinjaTrader said although there is no way for me to adjust this for myself, devs do have the ability to code this feature into their indicators. Is this something you would consider adding to speed up performance?

2 people like this idea


How long does it take to load your workspace?

If it's around 5 min then it's ok.

Goldlinx trading, you could try this as a workaround: open the data series at the top of the chart, click on instrument and add an identical instrument (example if you are trading the Emini contract ES 12-19, then add that same contract to the chart again. Then set the new data series days to 1 or 2. Set the data to appear in the same panel as the other (panel 1). Finally, set candles and their wick/body to "transparent" color.

Then later when you add mzVolume Delta to the chart, go to indicator settings and click input series. Here you then select the 2nd data series you added that only loads 1 day of data. 

Its not a perfect solution as sometimes it can affect candles spacing on the chart but it minimizes data loaded.

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