Backtester goes crazy and start running multiple backtests

[Jackson12]

Hi,

I have been using NT7 (multi-brocker licence) for many years and I am very pleased with the performance.

I am now however (for the second time) trying to convert to NT8. I have several issues. The most annoying is that when running a multi-instrument backtest (50+ instruments) the backtester goes crazy around every fourth backtest.

The backtest runs multiple backtest until I have terminate the process. This makes is hard to use the platform at all.

Do you have any idea when this bug will be corrected?

Thanks!

[tmfdouglas]

When you run these back tests do you have the chart window open in strategy analyser? I think I've seen a similar problem, to resolve it I ensure I am on the summary window when running multi instrument and multi timeframe backtests. It sounds odd but resolved the problem I had (although obviously not a permanent fix).

[Jackson12]

Thank you for your advice!

I have however the Summary tab open during backtest.

Thanks again.

[NinjaTrader_Jesse]

Hello,

Thank you for the post.

Can you tell me, have you tried testing using the SampleMACrossOver with the general settings and amount of instruments you use? Do you have the same result or is this related to a specific strategy being tested?

The logic of a strategy can certainly affect testing times or if it is running into errors could cause instabilities.

If you are testing a simple strategy like the SampleMACrossOver and seeing problems, I would like to gather the settings you used to see if this is PC performance related or something based on the settings used.

I look forward to being of further assistance.

[Jackson12]

Thank you for your answer!

Just for clarification:

A add a lot of stocks in State.Configure using AddDataSerie. I have the process attached in Visual Studio debugger.

The code is very complex and equivalent code worked fine in NT7.

I have run the SampleMACrossOver on a instrument list without any problems. Do you want me to make a modified version of the SampleMACrossOver and add use AddDataSeries?

Thanks!

[NinjaTrader_Jesse]

Hello,

Yes, if the problem only exists with the custom script you would likely need to debug that script specifically.

If the script is very complicated, it may be easier to work backward and only take parts of the script and place them into a new file for testing until you hit the same problem.

Once you locate the syntax in question you could review it in a more isolated manner.

Additionally, if you are attached to visual studio, please ensure you are not hitting a breakpoint or reaching an exception that pauses the NinjaTrader process. This would create a situation that seems like the process is frozen and would need to be ended by the task manager. You should see the Continue button become clickable in visual studio if this is the case. You could also just detach the debugger to resume the process assuming the exception was handled.

I would really suggest testing without visual studio attached at all to see if you still run into the same problem or if it was related to testing with visual studio attached.

I look forward to being of further assistance.

[Jackson12]

Hi Jesse.

I have made a test strategy (without complex code) with around 100 instruments added. It seems like NT8 sometimes enters State.Terminated not only once the backtest has ended, but also one time for every single instrument that have been added.

I have not been able to isolate when the application start to missbehave, but when it does occur it will continue to perform multiple backtest until restart of NT8.

Have you heard about this issue before?

Thanks!

[NinjaTrader_Jesse]

Hello,

Thank you for the reply.

I have not run into this myself, I would be interesting to see any steps related to causing this to happen. If you do locate some steps, please ensure to also test the SampleMACrossOver with those steps to check if it also happens. I would like to eliminate any custom logic if possible, but if that is required to see the problem it would be helpful to get a copy of the script causing the problem as well.

I look forward to being of further assistance.