Strategy Optimization

[Harvard]

Dear Ninjatrader Team,

I am not sure how I shall set up my next computer system. Is for the strategy optimization more RAM or bigger CPU better?

Kind regards,
Harvard

[NinjaTrader_ChelseaB]

Hello Harvard,

The slowest of the resources will be the bottleneck.

If there is not enough RAM, once you run out of RAM this will cause your entire system to slow, and can cause NinjaTrader to crash.
There isn't a magic amount, you will just want to ensure you have enough that you do not run out based on what you are doing and how much memory is necessary for the amount of optimizations you are doing and the memory requirements of the script.

The CPU will be doing the actual processing. The faster the single threaded performance, and the more threads the CPU can support, the faster the optimization or backtest will complete.

The faster the read and write speed of the hard drive, the faster historical data can be read, and the faster the cache can be written, this will also increase the speed of a backtest or optimization.

[Harvard]

Thank you. My actual Computer is an old Quad core with 8 GB of RAM. Some strategies I optimize need because of their high amount of parameters over one week. And I optimize always partially / in big steps. Sometimes the Ninjatrader crashes during this week.

What is better:

10 cores and 32 GB RAM or
16 cores and 16 GB RAM ?

Kind regards,
Harvard

[NinjaTrader_ChelseaB]

Hello Harvard,

I am currently testing and reporting behavior in the Strategy Analyzer when in optimize mode that a crash occurs when changing a large set of parameters. This occurs without running out of memory.

(Please let me know, are you using 32-bit or 64-bit?)

Once I have a tracking ID for this behavior I will post the ID in this thread so you can reference this on a later build.


That said, a 10 core machine that can handle 2,500 operations per second on a single thread is going to be faster with NinjaTrader than a 16 core machine that can only handle 1,500 operations per second on a single thread.

https://www.cpubenchmark.net/singleThread.html

With the memory, this depends if you are running out of memory. If you are running out you need more. If you are not, adding memory is not adding any performance boost.
If you are only using 4GB out 8GB overall on your system, increasing the memory to 16GB will mean there is simply 12GB of memory that is not be utilized.

Open the task manager. How much memory is the entire system using?

My advice is that if you are trying to build a trading system that you talk to a computer hardware specialist.

[Harvard]

Hi Chealsea_B,

I have currently a 64 Bit Windows 10 System and use the Ninja8 64 Bit.
So I think the most important component will be a fast CPU.

Thank you very much.
Harvard

[NinjaTrader_ChelseaB]

Hello Harvard,

I have received a tracking ID for the reported issue where changing a large set of values when optimizing will cause a crash.

This is being tracked with ID #NTEIGHT-11055.

Please use this ID when inquiring about this behavior or when reviewing the release notes of a future build of NinjaTrader 8.