Good Project But so slow

MehranM
13 Dec 2023, 12:21 ( Updated at: 14 Dec 2023, 06:43 )

Limit the calculation to recent Bars only

You can limit the calculation to recent bars to make it feasible. Here is the code I suggest:

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using cAlgo.API;
using cAlgo.API.Collections;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;

namespace cAlgo
{
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class STOCHALLINONELoadMore : Indicator
    {
        //[Parameter("Nbrs Stoch Load  ", DefaultValue = 28, Group = " Ribbon/BarsColors Setting")]
        //public int NbrsStochLoad { get; set; }

        [Parameter("Percent K", DefaultValue = 9, Group = "Stoch Setting")]
        public int PeriodK { get; set; }
        [Parameter("Percent K", DefaultValue = 3, Group = "Stoch Setting")]
        public int PeriodD { get; set; }
        [Parameter("Percent K", DefaultValue = 9, Group = "Stoch Setting")]
        public int KSlowing { get; set; }

        [Parameter("Nbrs Stoch  Load", DefaultValue = 25, Group = "Nbrs Load")]
        public int StochLoad { get; set; }
        [Parameter("Periods Multi STOCH ", DefaultValue = 1.1, Group = "Nbrs Load")]
        public double PeriodsMulti { get; set; }

        [Parameter("Extra Level", DefaultValue = 80, Group = "Extra Level")]
        public int HighLevel { get; set; }
        [Parameter("Extra Level", DefaultValue = 20, Group = "Extra Level")]
        public int LowLevel { get; set; }

        [Output("Result", PlotType = PlotType.Line, LineColor = "Green", Thickness = 1)]
        public IndicatorDataSeries Result { get; set; }
        [Output("Signal", PlotType = PlotType.Line, LineColor = "Red", Thickness = 1)]
        public IndicatorDataSeries Signal { get; set; }

        [Parameter("Extend Calculation", DefaultValue = 10)]
        public int ExtendCalculation { get; set; }
        

        private StochasticOscillator[] stoch;
        private IndicatorDataSeries[] resK, resD;
        public IndicatorDataSeries totalLoad;
        private int[] periodsStoch;
        private double resIndicatorK, resIndicatorD, load;

        protected override void Initialize()
        {
            resK = new IndicatorDataSeries[StochLoad];
            resD = new IndicatorDataSeries[StochLoad];
            stoch = new StochasticOscillator[StochLoad];
            periodsStoch = new int[StochLoad];
            totalLoad = CreateDataSeries();

            resIndicatorK = 0.00;
            resIndicatorD = 0.00;

            load = 100 / StochLoad;

            for (int i = 0; i < resK.Length; i++)
            {
                periodsStoch[i] = (int)(Math.Round(Math.Pow(PeriodsMulti, i) * PeriodK));
                resK[i] = CreateDataSeries();
                resD[i] = CreateDataSeries();
                stoch[i] = Indicators.StochasticOscillator(Bars, periodsStoch[i], PeriodD, KSlowing, MovingAverageType.Simple);
            }
        }
        public override void Calculate(int index)
        {

            if (index > Chart.FirstVisibleBarIndex - ExtendCalculation || ExtendCalculation >= 1000)
            {
                resIndicatorK = 0.00;
                resIndicatorD = 0.00;
                for (int i = 0; i < resK.Length; i++)
                {
                    resK[i][index] = stoch[i].PercentK[index];
                    resD[i][index] = stoch[i].PercentD[index];

                    if (!double.IsNaN(resK[i][index]))
                    {
                        if (resK[i][index] >= 80)
                        {
                            if (IndicatorArea.FindObject("stoch" + i + index) != null)
                                IndicatorArea.RemoveObject("stoch" + i + index);
                            IndicatorArea.DrawTrendLine("stoch" + i + index, index, i * load, index - 1, i * load, Color.FromArgb(100, "8901FF01"), 5, LineStyle.DotsVeryRare);

                        }

                        else if (resK[i][index] < 80 && resK[i][index] >= 50)
                        {
                            if (IndicatorArea.FindObject("stoch" + i + index) != null)
                                IndicatorArea.RemoveObject("stoch" + i + index);

                            IndicatorArea.DrawTrendLine("stoch" + i + index, index, i * load, index - 1, i * load, Color.FromArgb(100, "8C02AFF1"), 5, LineStyle.DotsVeryRare);
                        }

                        else if (resK[i][index] < 50 && resK[i][index] >= 20)
                        {
                            if (IndicatorArea.FindObject("stoch" + i + index) != null)
                                IndicatorArea.RemoveObject("stoch" + i + index);

                            IndicatorArea.DrawTrendLine("stoch" + i + index, index, i * load, index - 1, i * load, Color.FromArgb(100, "A3FF6000"), 5, LineStyle.DotsVeryRare);
                        }

                        else if (resK[i][index] < 20)
                        {
                            if (IndicatorArea.FindObject("stoch" + i + index) != null)
                                IndicatorArea.RemoveObject("stoch" + i + index);


                            IndicatorArea.DrawTrendLine("stoch" + i + index, index, i * load, index - 1, i * load, Color.FromArgb(100, "A3FF6000"), 5, LineStyle.DotsVeryRare);
                        }
                        resIndicatorK += resK[i][index];
                        resIndicatorD += resD[i][index];
                    }
                }
                if (index == periodsStoch[resK.Length - 1])
                    IndicatorArea.DrawVerticalLine("StartIndicator" + index, index, "8901FF01", 5, LineStyle.DotsVeryRare);

                Result[index] = (resIndicatorK / StochLoad);
                Signal[index] = (resIndicatorD / StochLoad);

            }
        }
    }
}

YesOrNot
16 Dec 2023, 09:38

RE: Limit the calculation to recent Bars only

MehranM said: 

You can limit the calculation to recent bars to make it feasible. Here is the code I suggest:

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using cAlgo.API;
using cAlgo.API.Collections;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;

namespace cAlgo
{
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class STOCHALLINONELoadMore : Indicator
    {
        //[Parameter("Nbrs Stoch Load  ", DefaultValue = 28, Group = " Ribbon/BarsColors Setting")]
        //public int NbrsStochLoad { get; set; }

        [Parameter("Percent K", DefaultValue = 9, Group = "Stoch Setting")]
        public int PeriodK { get; set; }
        [Parameter("Percent K", DefaultValue = 3, Group = "Stoch Setting")]
        public int PeriodD { get; set; }
        [Parameter("Percent K", DefaultValue = 9, Group = "Stoch Setting")]
        public int KSlowing { get; set; }

        [Parameter("Nbrs Stoch  Load", DefaultValue = 25, Group = "Nbrs Load")]
        public int StochLoad { get; set; }
        [Parameter("Periods Multi STOCH ", DefaultValue = 1.1, Group = "Nbrs Load")]
        public double PeriodsMulti { get; set; }

        [Parameter("Extra Level", DefaultValue = 80, Group = "Extra Level")]
        public int HighLevel { get; set; }
        [Parameter("Extra Level", DefaultValue = 20, Group = "Extra Level")]
        public int LowLevel { get; set; }

        [Output("Result", PlotType = PlotType.Line, LineColor = "Green", Thickness = 1)]
        public IndicatorDataSeries Result { get; set; }
        [Output("Signal", PlotType = PlotType.Line, LineColor = "Red", Thickness = 1)]
        public IndicatorDataSeries Signal { get; set; }

        [Parameter("Extend Calculation", DefaultValue = 10)]
        public int ExtendCalculation { get; set; }
        

        private StochasticOscillator[] stoch;
        private IndicatorDataSeries[] resK, resD;
        public IndicatorDataSeries totalLoad;
        private int[] periodsStoch;
        private double resIndicatorK, resIndicatorD, load;

        protected override void Initialize()
        {
            resK = new IndicatorDataSeries[StochLoad];
            resD = new IndicatorDataSeries[StochLoad];
            stoch = new StochasticOscillator[StochLoad];
            periodsStoch = new int[StochLoad];
            totalLoad = CreateDataSeries();

            resIndicatorK = 0.00;
            resIndicatorD = 0.00;

            load = 100 / StochLoad;

            for (int i = 0; i < resK.Length; i++)
            {
                periodsStoch[i] = (int)(Math.Round(Math.Pow(PeriodsMulti, i) * PeriodK));
                resK[i] = CreateDataSeries();
                resD[i] = CreateDataSeries();
                stoch[i] = Indicators.StochasticOscillator(Bars, periodsStoch[i], PeriodD, KSlowing, MovingAverageType.Simple);
            }
        }
        public override void Calculate(int index)
        {

            if (index > Chart.FirstVisibleBarIndex - ExtendCalculation || ExtendCalculation >= 1000)
            {
                resIndicatorK = 0.00;
                resIndicatorD = 0.00;
                for (int i = 0; i < resK.Length; i++)
                {
                    resK[i][index] = stoch[i].PercentK[index];
                    resD[i][index] = stoch[i].PercentD[index];

                    if (!double.IsNaN(resK[i][index]))
                    {
                        if (resK[i][index] >= 80)
                        {
                            if (IndicatorArea.FindObject("stoch" + i + index) != null)
                                IndicatorArea.RemoveObject("stoch" + i + index);
                            IndicatorArea.DrawTrendLine("stoch" + i + index, index, i * load, index - 1, i * load, Color.FromArgb(100, "8901FF01"), 5, LineStyle.DotsVeryRare);

                        }

                        else if (resK[i][index] < 80 && resK[i][index] >= 50)
                        {
                            if (IndicatorArea.FindObject("stoch" + i + index) != null)
                                IndicatorArea.RemoveObject("stoch" + i + index);

                            IndicatorArea.DrawTrendLine("stoch" + i + index, index, i * load, index - 1, i * load, Color.FromArgb(100, "8C02AFF1"), 5, LineStyle.DotsVeryRare);
                        }

                        else if (resK[i][index] < 50 && resK[i][index] >= 20)
                        {
                            if (IndicatorArea.FindObject("stoch" + i + index) != null)
                                IndicatorArea.RemoveObject("stoch" + i + index);

                            IndicatorArea.DrawTrendLine("stoch" + i + index, index, i * load, index - 1, i * load, Color.FromArgb(100, "A3FF6000"), 5, LineStyle.DotsVeryRare);
                        }

                        else if (resK[i][index] < 20)
                        {
                            if (IndicatorArea.FindObject("stoch" + i + index) != null)
                                IndicatorArea.RemoveObject("stoch" + i + index);


                            IndicatorArea.DrawTrendLine("stoch" + i + index, index, i * load, index - 1, i * load, Color.FromArgb(100, "A3FF6000"), 5, LineStyle.DotsVeryRare);
                        }
                        resIndicatorK += resK[i][index];
                        resIndicatorD += resD[i][index];
                    }
                }
                if (index == periodsStoch[resK.Length - 1])
                    IndicatorArea.DrawVerticalLine("StartIndicator" + index, index, "8901FF01", 5, LineStyle.DotsVeryRare);

                Result[index] = (resIndicatorK / StochLoad);
                Signal[index] = (resIndicatorD / StochLoad);

            }
        }
    }
}

Thx for response but the objective et to have the all data in 1 sec… (1000 indicator load)

firemyst
27 Dec 2023, 12:21

Here are some tips to get you started

Looking at the code, I see a lot of repetitive stuff that you should eliminate to reduce CPU and memory operations.

For starters:

1) you have "i * load" all over the place. That wastes at least 3 CPU cycles to reference i, reference load, and then do the multiplication. Do "i * load" ONCE at the start of the loop, save it into a local variable (that will be saved in faster memory access), and use that throughout.

2) same thing with "index - 1". Create a local variable int indexMinus1 and assign "index - 1" to it. Then use that local variable everywhere instead of having the calculation repeated over and over and over

3) Color.FromArgb(100, "A3FF6000"). Again geezsus. Set the color once in a local variable and reference that where needed instead of having the system to call that function over and over and over.

4) "stoch" + i + index : strings are immutable objects. Every time you do this, the CPU has to waste cycles creating a new string object in memory, storing it in memory, and then referencing it. Create another local variable, set it once, and then reference it throughout code. Ex: string strIdentifier = "stoch" + i + index; There. It's done once, and you've just freed up not only constant memory operations but also multiple CPU cycles.

YesOrNot
07 Jan 2024, 02:35

RE: Here are some tips to get you started

firemyst said: 

Looking at the code, I see a lot of repetitive stuff that you should eliminate to reduce CPU and memory operations.

For starters:

1) you have "i * load" all over the place. That wastes at least 3 CPU cycles to reference i, reference load, and then do the multiplication. Do "i * load" ONCE at the start of the loop, save it into a local variable (that will be saved in faster memory access), and use that throughout.

2) same thing with "index - 1". Create a local variable int indexMinus1 and assign "index - 1" to it. Then use that local variable everywhere instead of having the calculation repeated over and over and over

3) Color.FromArgb(100, "A3FF6000"). Again geezsus. Set the color once in a local variable and reference that where needed instead of having the system to call that function over and over and over.

4) "stoch" + i + index : strings are immutable objects. Every time you do this, the CPU has to waste cycles creating a new string object in memory, storing it in memory, and then referencing it. Create another local variable, set it once, and then reference it throughout code. Ex: string strIdentifier = "stoch" + i + index; There. It's done once, and you've just freed up not only constant memory operations but also multiple CPU cycles.

 

Hi Hi! Thanks for the help. I just made it, but it doesn't deserve. I think the problem is plotting points, not the memory operations…

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using cAlgo.API;
using cAlgo.API.Collections;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;

namespace cAlgo
{
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class STOCHALLINONELoadMore : Indicator
    {
        //[Parameter("Nbrs Stoch Load  ", DefaultValue = 28, Group = " Ribbon/BarsColors Setting")]
        //public int NbrsStochLoad { get; set; }

        [Parameter("Percent K", DefaultValue = 9, Group = "Stoch Setting")]
        public int PeriodK { get; set; }
        [Parameter("Percent K", DefaultValue = 3, Group = "Stoch Setting")]
        public int PeriodD { get; set; }
        [Parameter("Percent K", DefaultValue = 9, Group = "Stoch Setting")]
        public int KSlowing { get; set; }

        [Parameter("Nbrs Stoch  Load", DefaultValue = 25, Group = "Nbrs Load")]
        public int StochLoad { get; set; }
        [Parameter("Periods Multi STOCH ", DefaultValue = 1.1, Group = "Nbrs Load")]
        public double PeriodsMulti { get; set; }

        [Parameter("Extra Level", DefaultValue = 80, Group = "Extra Level")]
        public int HighLevel { get; set; }
        [Parameter("Extra Level", DefaultValue = 20, Group = "Extra Level")]
        public int LowLevel { get; set; }

        [Output("Result", PlotType = PlotType.Line, LineColor = "Green", Thickness = 1)]
        public IndicatorDataSeries Result { get; set; }
        [Output("Signal", PlotType = PlotType.Line, LineColor = "Red", Thickness = 1)]
        public IndicatorDataSeries Signal { get; set; }

        private StochasticOscillator[] stoch;
        private IndicatorDataSeries[] resK, resD;
        public IndicatorDataSeries totalLoad;
        private int[] periodsStoch;
        private double resIndicatorK, resIndicatorD, load;
        private Color colohigh, colomhigh, cololow, colomlow;


        protected override void Initialize()
        {
            resK = new IndicatorDataSeries[StochLoad];
            resD = new IndicatorDataSeries[StochLoad];
            stoch = new StochasticOscillator[StochLoad];
            periodsStoch = new int[StochLoad];
            totalLoad = CreateDataSeries();
            colohigh = Color.FromArgb(100, "8901FF01");
            colomhigh = Color.FromArgb(100, "8C02AFF1");
            cololow = Color.FromArgb(100, "A3FF6000");
            colomlow = Color.FromArgb(100, "A3FF6000");

            resIndicatorK = 0.00;
            resIndicatorD = 0.00;

            load = 100 / StochLoad;

            for (int i = 0; i < resK.Length; i++)
            {
                periodsStoch[i] = (int)(Math.Round(Math.Pow(PeriodsMulti, i) * PeriodK));
                resK[i] = CreateDataSeries();
                resD[i] = CreateDataSeries();
                stoch[i] = Indicators.StochasticOscillator(Bars, periodsStoch[i], PeriodD, KSlowing, MovingAverageType.Simple);
            }
        }
        public override void Calculate(int index)
        {
            resIndicatorK = 0.00;
            resIndicatorD = 0.00;

            int indiM1 = index - 1;

            for (int i = 0; i < resK.Length; i++)
            {

                string obj = "stoch" + i + index;
                double iLoad = i * load;

                resK[i][index] = stoch[i].PercentK[index];
                resD[i][index] = stoch[i].PercentD[index];

                if (!double.IsNaN(resK[i][index]))
                {
                    if (resK[i][index] >= 80)
                    {
                        if (IndicatorArea.FindObject(obj) != null)
                            IndicatorArea.RemoveObject(obj);
                        IndicatorArea.DrawTrendLine(obj, index, iLoad, indiM1, iLoad, colohigh, 5, LineStyle.DotsVeryRare);

                    }

                    else if (resK[i][index] < 80 && resK[i][index] >= 50)
                    {
                        if (IndicatorArea.FindObject(obj) != null)
                            IndicatorArea.RemoveObject(obj);

                        IndicatorArea.DrawTrendLine(obj, index, iLoad, indiM1, iLoad, colomhigh, 5, LineStyle.DotsVeryRare);
                    }

                    else if (resK[i][index] < 50 && resK[i][index] >= 20)
                    {
                        if (IndicatorArea.FindObject(obj) != null)
                            IndicatorArea.RemoveObject(obj);

                        IndicatorArea.DrawTrendLine(obj, index, iLoad, indiM1, iLoad, cololow, 5, LineStyle.DotsVeryRare);
                    }

                    else if (resK[i][index] < 20)
                    {
                        if (IndicatorArea.FindObject(obj) != null)
                            IndicatorArea.RemoveObject(obj);


                        IndicatorArea.DrawTrendLine(obj, index, iLoad, indiM1, iLoad, colomlow, 5, LineStyle.DotsVeryRare);
                    }
                    resIndicatorK += resK[i][index];
                    resIndicatorD += resD[i][index];
                }
            }

            if (index == periodsStoch[resK.Length - 1])
                IndicatorArea.DrawVerticalLine("StartIndicator" + index, index, colohigh, 5, LineStyle.DotsVeryRare);

            Result[index] = (resIndicatorK / StochLoad);
            Signal[index] = (resIndicatorD / StochLoad);

        }
    }
}

firemyst
07 Jan 2024, 02:52

RE: RE: Here are some tips to get you started

YesOrNot said: 

 

 

Hi Hi! Thanks for the help. I just made it, but it doesn't deserve. I think the problem is plotting points, not the memory operations…

 

Great to see the big code improvements! 

That's just the start as I said.

cTrader wasn't built well enough to handle all the custom drawn objects like other trading platforms. 

What I've done as a work around is included parameters in my indicators to state how far back I want items drawn:

      [Parameter("Num of Bars Back to Analyze", Group = "Misc", DefaultValue = 500, MinValue = 1)]
      public int NumBarsBackToAnalyze { get; set; }

Then what I do is every time a new bar is formed, I programmatically remove all the custom drawn objects that are more than “NumBarsBackToAnalyze”.

So in the example above, when a new bar is formed, if I have any custom drawn objects on the chart more than 500 bars ago, I delete them. 

It's a rolling process, keeps cTrader somewhat responsive. However, because it's a heavy burden, I only do it once every time a new bar is formed – it's a waste of resources to do it every tick.