One way to fix this is to add a feature where we can specify the number of bars to wait before recalculating an indicator, instead of automatically calculating it on the close of each bar. That way we can set the chart to recalculate indicators only every 3 or 4 range bars instead of on every bar, which would allow those chart types to function properly under heavier market conditions. You can pass this on to development to see what they think...
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Here's how you can improve Range bar performance
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Here's how you can improve Range bar performance
Range bars are a unique way of displaying price movement, in that they do not update according to time or number/volume of trades, but rather only when price itself moves. The way that NT 6.5 is set up, it recalculates indicators based on either each incoming tick, or at the close of each bar. This works well for minute/volume/tick based charts, but unfortunately for Range charts (especially short-range charts), setting CalculateOnBarClose = true really doesn't do much to help performance, especially under heavy conditions. When there is a volume spike and the price rapidly moves in one direction, the indicators will still be getting recalculated every time a range bar is drawn, which can still be as much as to 100 times per second in fast moving markets. This effectively means that range charts with any indicators on them are going to lag under heavy conditions.
One way to fix this is to add a feature where we can specify the number of bars to wait before recalculating an indicator, instead of automatically calculating it on the close of each bar. That way we can set the chart to recalculate indicators only every 3 or 4 range bars instead of on every bar, which would allow those chart types to function properly under heavier market conditions. You can pass this on to development to see what they think...Tags: None
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