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FootPrintV2 Chart for NT8


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FootPrintV2 Chart for NT8

  #41 (permalink)
 yiman 
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Cheers mike, yes refering to numbers at bottom of chart panel. The text based boxes as you staed

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  #42 (permalink)
 
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 mk77ch 
Switzerland
 
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Yes i'm thinking about adding some rows for delta, volume and cumulative delta but i don't know yet when i find the time to do it.

All the best,
Mike


yiman View Post
Cheers mike, yes refering to numbers at bottom of chart panel. The text based boxes as you staed


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  #43 (permalink)
 Tangotx 
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I wonder why Ninja can have a footprint that does not require tick replay but all others need it. Mike's footprint is excellent, the only problem is with Ninja itself which starts lagging just about with any indicator requiring tick replay.

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  #44 (permalink)
 
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 mk77ch 
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NinjaTrader does it with a BarsType instead of an indicator.
The BarsType has access to the last bid and ask price but i guess it needs a lot of custom programming and some indepth knowledge of undocumented NT internal functions.

I'm running the indicator on a Lenovo Thinkpad X1 Tablet with an i5 and 8GB of Ram and don't run into performance issues with 2 days of 1 minute data.
So maybe it's another indicator which also uses tick replay or just the sum of it causing the issues.

All the best,
Mike



Tangotx View Post
I wonder why Ninja can have a footprint that does not require tick replay but all others need it. Mike's footprint is excellent, the only problem is with Ninja itself which starts lagging just about with any indicator requiring tick replay.


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  #45 (permalink)
 Tangotx 
Houston, TX
 
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Thanks for the explanation Mike. I should clarify that the lagging problem with Ninja is generally when the market moves quickly such as the open, news, or the close.





mk77ch View Post
NinjaTrader does it with a BarsType instead of an indicator.
The BarsType has access to the last bid and ask price but i guess it needs a lot of custom programming and some indepth knowledge of undocumented NT internal functions.

I'm running the indicator on a Lenovo Thinkpad X1 Tablet with an i5 and 8GB of Ram and don't run into performance issues with 2 days of 1 minute data.
So maybe it's another indicator which also uses tick replay or just the sum of it causing the issues.

All the best,
Mike


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  #46 (permalink)
 
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 mk77ch 
Switzerland
 
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Are you using non-time based bars?
Most of the calculation is done when a new bar is created.

All the best,
Mike


Tangotx View Post
Thanks for the explanation Mike. I should clarify that the lagging problem with Ninja is generally when the market moves quickly such as the open, news, or the close.


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Nelson Mandela

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  #47 (permalink)
 Tangotx 
Houston, TX
 
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Yes, generally using range bars.

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  #48 (permalink)
 Tangotx 
Houston, TX
 
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I wanted to add a follow up to my post about NT8's lag. In another thread (I can't take credit for it) I found something I did not know about how to determine indicators' utilization. Here is what to do: In NT Control Center select New > NinjaScript Output > Right Mouse Click in the NinjaScript Output Window > select NinjaScript Utilization Monitor. According to the post, an Indicator should not exceed Chart Style (Candlestick or Bar or whatever you use) in Total Time (ms).

It was an eye opener. Bottom line, Mike's FootPringV2 (which requires tick replay) has a lower utilization than Ninja's own Volumetric chart (which does not require tick replay).

I have to send a big congrats to Mike for achieving such a feat. I should know because I own some commercial indicators with horrible utilization.

On a related subject, my wish list for Mike's indicator is:

1. Increase the thickness of the delta outline so it's more clearly seen on the screen.
2. Add rows for at least volume and delta bar statistic at the bottom of the chart.

Thanks Mike for unselfishly sharing your indicator.

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  #49 (permalink)
 
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 mk77ch 
Switzerland
 
Experience: Advanced
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Thank you for your reply.
As a programmer i'm usually aware of performance issues and try to optimize things as good as possible but as my knowledge of C# is pretty much limited to coding for NT, there is always room to improve.
NT8 uses Direct2D for its Drawings and Direct2D is rendered on the GPU (DirectX).
That's also the reason that it usually performs badly in virtual desktops like VirtualBox which has no direct access to the GPU and uses Software rendering.
Here is a thread about it: https://forum.ninjatrader.com/forum/ninjatrader-8/platform-technical-support-aa/99708-nt8-laggy-in-a-virtual-machine

About your wishlist:

1. Is on my ToDo-List ;-)
2. Rows for Volume, Delta and Cumulative Delta have been added.

All the best,
Mike



Tangotx View Post
I wanted to add a follow up to my post about NT8's lag. In another thread (I can't take credit for it) I found something I did not know about how to determine indicators' utilization. Here is what to do: In NT Control Center select New > NinjaScript Output > Right Mouse Click in the NinjaScript Output Window > select NinjaScript Utilization Monitor. According to the post, an Indicator should not exceed Chart Style (Candlestick or Bar or whatever you use) in Total Time (ms).

It was an eye opener. Bottom line, Mike's FootPringV2 (which requires tick replay) has a lower utilization than Ninja's own Volumetric chart (which does not require tick replay).

I have to send a big congrats to Mike for achieving such a feat. I should know because I own some commercial indicators with horrible utilization.

On a related subject, my wish list for Mike's indicator is:

1. Increase the thickness of the delta outline so it's more clearly seen on the screen.
2. Add rows for at least volume and delta bar statistic at the bottom of the chart.

Thanks Mike for unselfishly sharing your indicator.


I never lose. I either win or learn.
Nelson Mandela

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  #50 (permalink)
 Tangotx 
Houston, TX
 
Experience: Advanced
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Thanks Mike!



mk77ch View Post
Thank you for your reply.
As a programmer i'm usually aware of performance issues and try to optimize things as good as possible but as my knowledge of C# is pretty much limited to coding for NT, there is always room to improve.
NT8 uses Direct2D for its Drawings and Direct2D is rendered on the GPU (DirectX).
That's also the reason that it usually performs badly in virtual desktops like VirtualBox which has no direct access to the GPU and uses Software rendering.
Here is a thread about it: https://forum.ninjatrader.com/forum/ninjatrader-8/platform-technical-support-aa/99708-nt8-laggy-in-a-virtual-machine

About your wishlist:

1. Is on my ToDo-List ;-)
2. Rows for Volume, Delta and Cumulative Delta have been added.

All the best,
Mike


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