NT support: please tell me if this is a simulator issue or a live trading issue!

[JS999]

Hello there... I am running NT right now with a simulation/demo Zen-Fire feed. I have noticed under heavy market conditions that the delay between pressing a market order button on the SuperDOM and actually seeing my order placed is really, really long... up to 3 seconds in some cases.

Obviously this is completely unacceptable for live trading, but I'm wondering if this is somehow related to the fact that I am running in simulation mode, and maybe the computer is stuck on trying to do a bunch of calculations for the simulator that are bogging it down in heavy markets. I haven't tried it in live trading yet, for obvious reasons... I'd like to get a handle on whether or not this is behavior that I can expect to see with a live account before I risk real money.

You should note that I see the Time + Sales streaming in just fine at a rapid rate, it's just the placing of an order that lags terribly. When I press the button, I see a red "X" appear on the superDOM, about 2-3 seconds goes by, and then finally I get the "order placed" audio confirmation message.

Note that I am running a core i7 920 with 12 Gigs of RAM, so there is no way that machine power should be an issue. I have also turned off the market replay recorder, and tried resetting my database file, so that's not it. Finally, I had a few extra charts open in previous days, but I have significantly reduced what is now open on my screen. I can try it again on Monday morning with no charts open at all, but I don't think that will be the issue.

Bottom line: I need a very technical person inside NT who is familiar with the code to let me know whether the demo/sim could just be laggy here because it's trying to do so many calculations with all the data coming in, or whether this is something else that may also be an issue with live trading accounts.

It would also help if other members on these forums could comment on whether they have seen something like this in live trading.

Thanks!

[NinjaTrader_RJ]

Hello,

Thank you for your note.

Can you please tell me who you are connected to and what instrument this happens with?

[JS999]

Originally Posted by NinjaTrader_RJStein

Hello,

Thank you for your note.

Can you please tell me who you are connected to and what instrument this happens with?

I am connected to Mirus futures, and it is happening with NQ... although I have a strong feeling that it would happen with any instrument, and probably has happened to me in the past (although I can't specifically recall right now). I talked to tech support at Mirus, and they can't comment on the simulator since this is all internal code to NT.

This has to be an NT thing, because the data is coming in OK, since I am seeing it just fine with no delay at all in the Time/Sales window. When I click the market button, the order isn't actually going anywhere, it's all being simulated on my computer inside Ninja Trader - therefore I suspect that this is an issue with the simulator part of NT, but I'm not 100% sure. I'd like to know if anyone else has reported these problems in live trading with such powerful computer (3 second delay in order placement).

J.

[ctrlbrk]

Originally Posted by JS999

When I press the button, I see a red "X" appear on the superDOM, about 2-3 seconds goes by, and then finally I get the "order placed" audio confirmation message.

Check Tools -> Options -> Simulator delays.

In addition, does the X stay red only on market orders? I mean this --- try submitting an order far away from current price, so it won't get executed right away. Does the X stay red for a while or no?

The X should turn green immediately. In a live (not sim) data feed the delay from 'red' to 'green' is the delay in the order confirmation from the broker. Red=bad, as you have guessed.

I have a Core i7 920, 12gb, etc etc... and I use Zen Fire and Amp. Orders turn green faster than I can describe.

Mike

[JS999]

Originally Posted by ctrlbrk

Check Tools -> Options -> Simulator delays.

Well, it can't be this, because it only happens during heavy market conditions. At other times it's very fast in placing orders. Secondly, I haven't modified the simulator delays from the default settings. But just for reference, the delays in there are 75 MSec for Delay comm. and 150 Msec for Delay exchange. The simulator would not intentionally wait for 3 seconds in any case.

Originally Posted by ctrlbrk

In addition, does the X stay red only on market orders? I mean this --- try submitting an order far away from current price, so it won't get executed right away. Does the X stay red for a while or no?

I haven't gotten to the point of testing it on orders away from the market, but I will do that on Monday when I have heavy market conditions to test again. The X stays red for a full 3 seconds before anything happens.

The X should turn green immediately. In a live (not sim) data feed the delay from 'red' to 'green' is the delay in the order confirmation from the broker. Red=bad, as you have guessed.

This is why we need someone who actually programmed the simulator and knows how it works to tell us if this could possibly be an issue. Only a programmer familiar with the code path would probably be able to guess at the real cause of something like this...

I have a Core i7 920, 12gb, etc etc... and I use Zen Fire and Amp. Orders turn green faster than I can describe.

Mike

Well, hopefully that's true in live trading. I have noticed that I do have slight problem with my traceroute/internet connection, in that it hangs up on the second step out from my router. However, this shouldn't affect the demo anyways, and it doesn't seem to affect the data streaming in. However, I suppose if the demo is somehow trying to hit the internet every time I place a trade, this could be related. Again, only a programmer would know the answer to this.

[JS999]

I am still waiting for an explanation on this issue - can someone at NT please ask one of the programmers if this could be a normal issue with the demo, or is it something I should be worried about when I go to live trading?

[NinjaTrader_Jason]

Hello JS999,

Could you please send me your workspace that is opened that experiences the lag of 3 seconds when submitting orders. You can find your workspaces at My Documents-->NinjaTrader 6.5-->workspaces. Please send an email to support[at]ninjatrader[dot]com, reference this thread and put 'Attn Jason' in the subject header.

Please check if you are running workspaces in the background when the issue occurs.

I do not suspect the issue is related to the sim101 account only. During heavy volatility, NinjaTrader will need to make much more calculations and thus will make use of more resources.

[JS999]

Originally Posted by NinjaTrader_Jason

Hello JS999,

Could you please send me your workspace that is opened that experiences the lag of 3 seconds when submitting orders. You can find your workspaces at My Documents-->NinjaTrader 6.5-->workspaces. Please send an email to support[at]ninjatrader[dot]com, reference this thread and put 'Attn Jason' in the subject header.

Please check if you are running workspaces in the background when the issue occurs.

I do not suspect the issue is related to the sim101 account only. During heavy volatility, NinjaTrader will need to make much more calculations and thus will make use of more resources.

Jason,

Thanks but I no longer have the exact same configuration as I did when the problem occurred, and I haven't tried demo trading on it since. However I will try that later today during heavy volatility and will let you know how it goes. I will send you the workspace file if I still encounter problems.

Thanks!

[JS999]

Jason, I ran some tests with and without charts open, etc. I appears as though the problem is related to the volume of stuff that I have open, although there really isn't that much going on in my opinion and any decent program should easily be able to handle it. I trade on platforms 5 years ago with much worse hardware that could handle multiple charts with indicators on them, so I don't know what is going on with this software. I will email you the workspace in any case.

What happens is that during a heavy volume spike, any orders stay in a "pending" state (I can see this in the orders window), and only actually gets executed once the volume spike is over. This doesn't happen if all I have open is a time + sales with a superdom (no charts), so it must be related to my charts.

The indicators I am running:

Bollinger bands (standard version)
10 EMAs on each chart (standard version)
volume (standard version)
Double stochastics (found in the indicators section of this site)
Inverse Fisher Transform
Guppy MACD (found on the indicators section of this site)

This is being run a 1, 4, 15, 60, and 240 minute time frame. However the problems happen if I close down all the charts except for the 1, 4, and 15 min.

I also have a lot of time + sales windows open, but I don't see how just displaying the same data in multiple spots (sales coming through) should affect anything.

I have a Core i7 920 with 12 Gigs of RAM, so it's not my PC. If your software can't handle this type of setup on a Core i7, then there is something wrong with your software and it needs to be fixed, simple as that.

I am hoping that NT 7 solves these issues and/or that this is just related to the demo (i.e. that during real trading this doesn't happen), but if not and if I have to go with another charting package, then I am going to have to demand my money back from my lifetime subscription because I absolutely can't trade like this, when the software is not able to fulfill its most basic function.

Can you please go and ask a programmer if this could be related to the demo somehow waiting for the volume spike to finish before it can calculate where to place my order? I sincerely hope it's just that, and I'd like a definitive answer on that issue before I try this with real money.

I think my solution may have to be to set up a virtual machine on my PC and run my "trading" copy of NT on that, with only a superDOM open, while leaving all the charts open on another copy of NT running in the main machine's memory.

In any case, I seriously hope that NT 7 arrives soon, and that it has proper multi-core support implemented so I don't have to keep watching one of my 4 CPUs spike to 100% while the others just sit idle and the program freezes.

I will email you my workspace, and let me know if there's anything else you need....

Thanks!

Originally Posted by NinjaTrader_Jason

Hello JS999,

Could you please send me your workspace that is opened that experiences the lag of 3 seconds when submitting orders. You can find your workspaces at My Documents-->NinjaTrader 6.5-->workspaces. Please send an email to support[at]ninjatrader[dot]com, reference this thread and put 'Attn Jason' in the subject header.

Please check if you are running workspaces in the background when the issue occurs.

I do not suspect the issue is related to the sim101 account only. During heavy volatility, NinjaTrader will need to make much more calculations and thus will make use of more resources.

[JS999]

As an addendum, I closed down a bunch of the time + sales windows I had open and seems to help a bit (who knows why though, it shouldn't make any difference since they should all be taking data from the same source and simply displaying it on-screen). When you talk to the programmer in question, can you also find out if having multiple time + sales windows open for the same instrument is a drag on performance, or if that is irrelevant?

Thanks!

[JS999]

One other thing I am trying - I click the market order button multiple times, to see what happens. It basically queues up the orders as Pending, and then seems to gradually process them one at a time. It can take many seconds for all the orders to actually get filled. This has to be a function of the demo - does this ever happen in real trading?

[JS999]

Jason,

I don't think there's any point in emailing you my workspace at the moment - it seems to be a method of trial and error for me to just reduce stuff open on my machine and see what works. I will also be setting up a virtual machine to run a second copy of NT if I can't solve these problems directly. Ultimately I will just wait and see what NT 7 brings to the table in another month or two when you guys release the beta...

[NinjaTrader_Jason]

Hello JS999,

You will need to setup your workspace, so it will request less resources in total. Please see the performance tips at the link below.
http://www.ninjatrader-support.com/H...anceTips1.html

Set 'Calculate on bar close' to True, reduce the amount of bars in your chart, etc.

If you like to run your extended setup, unfortunately you will need to stand the delay.

It is not related to the sim101 account.

Having multiple Time and Sales windows opened will add to the total resource request as well.

[JS999]

Originally Posted by NinjaTrader_Jason

Hello JS999,

You will need to setup your workspace, so it will request less resources in total. Please see the performance tips at the link below.
http://www.ninjatrader-support.com/H...anceTips1.html

Set 'Calculate on bar close' to True, reduce the amount of bars in your chart, etc.

If you like to run your extended setup, unfortunately you will need to stand the delay.

It is not related to the sim101 account.

Having multiple Time and Sales windows opened will add to the total resource request as well.

After speaking to my broker, apparently the delay in orders pending is related to the demo. (That's one good thing anyways.)

The main thing that was affecting performance was all the time + sales windows, although it is still not 100% snappy, but it's better. Multiple time + sales really shouldn't be causing an additional drag on resources if they are all on the same instrument, if the code is written properly... can you put in a request to the programmers to make sure that this is the case for NT7?

[NinjaTrader_Jason]

Of course, I have sent your request to our Development team.

Thank you for your feedback.