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It takes a few minutes to test the CPU load of an indicator in replay. I just close all other programs with the exception of NinjaTrader, add a single chart with a single indicator and look what happens.
Test performed on data for ES 09-13 for last Tuesday.
The VWAP that you used: The test could not be performed until the end of the session, because the indicator slowed down my quadcore Xeon processor.
An alternative VWAP which even has 12 plots instead of the 7 plots of the first VWAP. Speed gains are achieved by using a recursive formula and by not calculating the VWAP with every incoming tick. Accuracy is considerably better than for the first VWAP.
This is not for critizing anybody who offers free add-ons for NinjaTrader. But it is just a proof that it is necessary to test every single piece of code that you use. The testing takes a few minutes and this time is well invested. Just download Process Explorer (free from Microsoft website) and watch the CPU load. The pictures are self-explaining.
Thanks Fat Tails for all the helpful info. I deleted the VWAP I was using but after doing a search & manually looking, I don't find the anaCurrentDayVWAP you mentioned. Is it maybe under a different name now?
I recommend that you use as many indicators as possible with settings CalculateOnBarClose = true. This avoids that the calculations are performed with every incoming tick. The VWAP and the bands usually do not change their value a lot between two bars, so there is no need to recalculate with every tick.
I had some of these of problems that you all are complaining of in the past....TT sim feed is slow....
once I changed to ZF broker and separated duties with two dedicated machines....no problems since....
I now use MC for charting used to be TS...and NT only for execution....
MC and office etc on core I7....NT on core I5....connect through synergy with one mouse and keyboard....
ZF feed from Mirus....runs without problems
Wanted to say thanks for the advice. I'm digging in to the manual & there sure is a lot of it. It's good to know others have had some of these issues & that there is light at the end of the tunnel. NT has great potential.
Wouldn't you know I forgot something, actually almost always, but on to what I forgot to also mention before you go and make the same mistake I did. I went through the bother of printing out the Online version first... Oh well live and learn. There is a PDF version also available for download off the NinjaTrader Website, much easier to print. (Using the online version is great for the hot links, so they both have there advantages.)
I downloaded & am using several of your custom indicators - very cool. I really like the Multi-period candles - great for helping to visualize & keep in mind how shorter time frame price action is always within longer.