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Old 10-26-2010, 05:07 PM   #1
dnoff
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Default Strategy Analyzer slow to Load Trade Details Between Results

So I have been trying to figure out why it takes a long time to load detailed trade listings/results from an optimizer run?

What happens is I often run quick optimizations each morning for the day ahead and get 5-10 results to review/analyse. When I click down via the results (On the Optimizer tab) I can see the settings/summary etc very quickly. If however I cluck on "Trades", NT will sit there for some time either retrieving those trade listings. This seems independent of the actual number of trades listed, i.e. it takes a long time (2-5 minutes to show up in almost all cases) even if there are 10 or so trades listed.

What causes this and is this expected behavior??

BTW, I have had zero other issues about NT7 for several betas now, so this is the only obvious thing remaining. I am on NT7, latest beta.
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Old 10-27-2010, 04:25 AM   #2
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Hello dnoff,

This is as expected - it can take a while for all data to be loaded under the Trades-tab. However, it should depend on how many trades occurred.

If the Trades-tab only contains 10 trades, does it take minutes to load it each and every time?
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Old 10-27-2010, 05:30 AM   #3
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Jason,

Thanks for the reply. I just did a quick set of tests with very small trade sets (ranging between 1 and 14 trades listed tin the "Optimizer" result listing):

1 Trade took about 65 seconds load
4 Trades ~ 85 seconds
17 Trades ~ 100 seconds

This is/has been very consistent results for me over some time. Thoughts?
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Old 10-27-2010, 09:32 AM   #4
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Unfortunately this is as expected. If you have the Executions-tab selected, it will need to load all executions that took place. The Summary-tab does not have to load all that information, so it displays much quicker.

I see that '10 trades' refers to the 10 different backtests listed under the Optimizer-tab. I assumed the Trades-tab only had to load 10 trades which took 2-5 minutes to load.

Unfortunately it can take a while for information to be loaded for the Trades and Executions tabs depending on how much information needs to be loaded.
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Old 10-27-2010, 10:44 AM   #5
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Just quick correction/clarification the timing indicated above was about loading 10 trades under the "Trades Tab" within an individual test result set, so this is taking a long time to load.....

I guess as a programmer by trade, why would 10 records take 65 seconds to load???
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Old 10-27-2010, 10:51 AM   #6
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It should not take that long to load 10 trades in the Trades-tab. I cannot reproduce this on my end.

Are you able to reproduce it consistently? Each time a few trades need to be loaded in the Trades-tab, it takes more than a minute to load?

Does it take that long if you use a different strategy or different settings?
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Old 11-01-2010, 06:47 AM   #7
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Yes I can consistently produce those results using the main backtesting strategy I have. I have not tested if there are any changes made in RC1 that will impact that, so I will try out later today and report back, but yes this consistent behaviour for me.
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Old 11-01-2010, 06:51 AM   #8
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Please let me know the outcome in RC1. Can you test the SampleMACrossOver strategy as well and check if it will make a difference.

If the issue persists, please send your strategy so we can test it on our end. Please send it to support[at]ninjatrader[dot]com. Put 'Attn Jason' in the subject header and reference this forum thread.

Please include what backtest settings you use when the issue occurs as well.
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Old 11-01-2010, 10:44 AM   #9
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So here is what I have found playing around with the result sets and load times, and I am a little confused as to why it would make any difference.

So if I run 2 different strategies have, 1 uses daily bars and the second uses a combination of daily bars and 1 minutes (for executing intraday signals):

Strategy 1, uses daily bars and was optimized on 1 parameter to produce 4 results.
Strategy 2 uses daily bars for some signals and also 1 minute bars to enter and exist signals intraday.

To generate approx 180-220 trades, I used 10 years of data for Strategy 1, and 5 years of data for Strategy 2.

Now the really interesting and very confusing part is this:

For Strategy 1, the trade details "tab" for each optimization result opens nears instantly (about 1-3 second lag each.

For Strategy 2, the trade details for each optimization result takes far greater time - on average 30-45 seconds for the trade details "tab" to open.

Why would the testing timeframe/bar time series make any difference to the results?? - are the results "stored" after being executed???

This seems like some kind of bug here and is very strange.

BTW - this is using RC1
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Old 11-01-2010, 10:56 AM   #10
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Ok, so both optimizations produce around the same amount of trades under the Trades-tab, but strategy 2 takes more time to load the same amount of trades?

Could you please send your strategies, so I can test it on my end.
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