Of course you will need a full blown version of VS2010 to use included profiler.
You can also use a demo version of a commercial product, usually they install as add-ons of Visual Studio.

In VS2010, launch Performance Wizard in Analyze menu.

Use standard settings(CPU Sampling), and select NinjaTrader .exe file.

This starts the profiler, which starts Ninjatrader.

Then do you stuff in NinjaTrader, and stop profiling in VS2010 when you're done. Careful, it will kill your NT session.

You get a graph showing CPU usage ; you can select parts of the graph and click "Filter on Selection" to narrow on a specific part.

If you click on "Show Hot Lines" you get a more detailed view of the methods where most CPU was spent. (use "column 3exclusive samples %")

You can also use "Call Tree" to show the most exensive Call Tree

Here's a few charts with an optimization idea example.

Sticky

Mike

Update : I was having some performance problems and was willing to be able to get a full symbol profiling.

So tried a few things and here's a solution : when in profile mode, open an indicator, select debug mode an recompile. This will recreate the debugger symbol file the profiler needs.

Then run your time-consuming task and stop profiling ; you'll be able access something like the attached screen : oops, looks like i'm spending 23,6 % of my time doing useless time calculations....

Do you find the new NT version 7 to be more user-friendly ?

As far as debugging is concerned, I had lots of problems with NT 6.5 and VS 2008. Debugger never wanted to attach to process, VS always crashed on NT exceptions etc...
But NT 7 with VS 2010 works perfectly well.

gomi 

As far as debugging is concerned, I had lots of problems with NT 6.5 and VS 2008. Debugger never wanted to attach to process, VS always crashed on NT exceptions etc... But NT 7 with VS 2010 works perfectly well.

Don't you have NT7 crashing during debugging session ? I have some crash sometimes; it seems that NT7 don't like to be frozen during more than few minutes.

Well I'm not sure I freeze it during several minutes to do data inspection, till now it has never crashed on me.

gomi 

Of course you will need a full blown version of VS2010 to use included profiler. You can also use a demo version of a commercial product, usually they install as add-ons of Visual Studio. In VS2010, launch Performance Wizard in Analyze menu. Use standard settings(CPU Sampling), and select NinjaTrader .exe file. This starts the profiler, which starts Ninjatrader. Then do you stuff in NinjaTrader, and stop profiling in VS2010 when you're done. Careful, it will kill your NT session. You get a graph showing CPU usage ; you can select parts of the graph and click "Filter on Selection" to narrow on a specific part. If you click on "Show Hot Lines" you get a more detailed view of the methods where most CPU was spent. (use "column 3exclusive samples %") You can also use "Call Tree" to show the most exensive Call Tree Here's a few charts with an optimization idea example.

I have a free version of VS 2010. I guess this will work?

Pretty sure you don't have any profiler in VS 2010 express, so no, it won't work.